icecubez

FastChat

An open platform for training, serving, and evaluating large language models. Release repo for Vicuna and Chatbot Arena.

FinanceDatabase

This is a database of 300.000+ symbols containing Equities, ETFs, Funds, Indices, Currencies, Cryptocurrencies and Money Markets.

Riskfolio-Lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

ThinkBayes2

Text and code for the forthcoming second edition of Think Bayes, by Allen Downey.

PaddleOCR2Pytorch

PaddleOCR inference in PyTorch. Converted from [PaddleOCR](https://github.com/PaddlePaddle/PaddleOCR)

GPBoost

Combining tree-boosting with Gaussian process and mixed effects models

modernization

summary for code analysis and auto-refactor。《代码分析与自动化重构》 - 如何自己动手设计源码解析、构建代码的代码模型、可视化代码、以及如何进行自动化的重构和守护。

OptimalPortfolio

An open source library for portfolio optimisation

finance-courses

Notes and examples about Portfolio Construction and Analysis with Python (Jupyter notebooks)

BayesianTools

General-Purpose MCMC and SMC Samplers and Tools for Bayesian Statistics

oil-prices

Brent crude and WTI oil prices from US EIA

spca

Sparse Principal Component Analysis (SPCA) using Variable Projection

markov-switching-multifractal

Python implementation of the Markov-Switching Multifractal model (MSM) of Calvet & Fisher (2004, 2008).

keras-temporal-autoencoder

Keras framework for autocovariance-based dimensionality reduction of time series data with deep neural networks.

mean-reversion-strategy

Mean Reversion Trading Strategy

RiskParityFactorModel

Risk Parity and Factors Model on multi asseet management

Alpaca-CPPI

A constant proportion portfolio insurance (CPPI) trading algorithm on top of Alpaca's Trading API.

HierPortfolios

Portfolio Allocation through Hierarchical Clustering-Based Strategies

SparsePCA

Experimenting with Sparse PCA

AdpQMLE

Adaptive Quasi Maximum Likelihood Estimation of GARCH models

RRPE

Regularized Robust Portfolio Estimation

cppi-industry-portfolio

Constant Proportion Portfolio Insurance

Convex-Optimization

This is a repository created for Alexandre d'Aspremont's course on convex optimization (M2 MVA 2017-2018)

valuer

Pricing of variable annuities

Portfolio-construction-

A collection of jupyter notebook containing python code from the basics of analyzing returns, efficient frontier, var, cppi with max drawdown to stimulating asset returns using monte carlo.

EqCppi

A constant proportion portfolio insurance (CPPI) is a trading strategy where an initial investment is dynamically reallocated between a risky asset and risk-free bond such that a minimum payoff is guaranteed at maturity. The risky asset could be from equities, funds, or commodities.

autocovarianceTesting

constant-proportion-portfolio-insurance

Portfolio risk management using diligent asset allocation strategy to limit downside risk

asset_allocation_hw

Python program that constructs simple numerical examples to show that CPPI (Constant Proportion Portfolio Insurance) tends to be a convex strategy

Risk-Parity-Strategies-Performance-Evaluation

Testing naïve Risk Parity, Maximum Diversification, Risk Budget, Diversified Risk Parity, and Factor Risk Parity against Equal Weight and Minimum Variance strategies