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