Igor Rivin's repositories
annoy
Approximate Nearest Neighbors in C++/Python optimized for memory usage and loading/saving to disk
cryptoind
Crypto index
Deep-Portfolio-Management
Source code for the blog post on the evolution of the asset allocation methods
documentation
Plotly's Documentation
finance-hacks
general purpose hacks for financial data analysis
fracdiff
Python library to perform fractional differentiation of time-series, a la "Advances in Financial Machine Learning" by M. Prado.
futures
various futures work
juliagraphs
Various utility functions to work with filtrations in Julia
kellyjl
Optimization with Julia
KTBoost
A Python package which implements several boosting algorithms with different combinations of base learners, optimization algorithms, and loss functions.
pyknotid
A Python package for analysing knots and links, in space-curves or from standard topological notations
pytube
A lightweight, dependency-free Python library (and command-line utility) for downloading YouTube Videos.
robustcov
OGK robust covariance estimator
streamlit-example
Example Streamlit app that you can fork to test out share.streamlit.io
svm-pytorch
Linear SVM with PyTorch