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Alexd14

Alexd14

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Northeastern-Systematic-Alpha

Alexd14's repositories

ntiles

Vectorized quantile backtesting library

Language:PythonLicense:Apache-2.0Stargazers:13Issues:0Issues:0

ultimate-sitemap-parser

Ultimate Website Sitemap Parser

License:NOASSERTIONStargazers:0Issues:0Issues:0

toolbox

A toolbox to aid in the exploration of potential alpha sources.

Language:PythonLicense:MITStargazers:1Issues:0Issues:0

empyrical

Common financial risk and performance metrics. Used by zipline and pyfolio.

License:Apache-2.0Stargazers:0Issues:0Issues:0