miguelandrs's starred repositories

MTGData

An exploration of the 17lands (https://www.17lands.com) Data Set

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BondLab

Bond Lab is a suite of software for the analysis of fixed income securities.

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termstrc

The R package offers a wide range of functions for term structure estimation based on static and dynamic coupon bond and yield data sets. The implementation focuses on the cubic splines approach of McCulloch (1971, 1975) and the Nelson and Siegel (1987) method with extensions by Svensson (1994), Diebold and Li (2006) and De Pooter (2007). We propose a weighted constrained optimization procedure with analytical gradients and a globally optimal start parameter search algorithm. Extensive summary statistics and plots are provided to compare the results of the different estimation methods. Several demos are available using data from European government bonds and yields.

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data-ppf.github.io

website, lectures, and other material for Columbia University course "data: past, present, and future"

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dynamics_sim

A generic evolutionary game theory simulation library

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chart-doctor

Sample files to accompany the FT's Chart Doctor column

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pyfin

Basic options pricing in Python

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polars

Dataframes powered by a multithreaded, vectorized query engine, written in Rust

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SlidesCodeHighlighter

A little web app that helps you copy+paste syntax-highlighted code into slide decks.

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python-patterns

A collection of design patterns/idioms in Python

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qgrid

An interactive grid for sorting, filtering, and editing DataFrames in Jupyter notebooks

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machine-learning-systems-design

A booklet on machine learning systems design with exercises. NOT the repo for the book "Designing Machine Learning Systems"

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tufte-latex

A Tufte-inspired LaTeX class for producing handouts, papers, and books

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tufte-css

Style your webpage like Edward Tufte’s handouts.

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itikz

Cell and line magic for PGF/TikZ-to-SVG rendering in Jupyter notebooks

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book

A Book about Pythonic Application Architecture Patterns for Managing Complexity. Cosmos is the Opposite of Chaos you see. O'R. wouldn't actually let us call it "Cosmic Python" tho.

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pydeps

Python Module Dependency graphs

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just-pandas-things

An ongoing list of pandas quirks

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style-guides

Docs for the Organization

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pytest-pycharm

Plugin for py.test to enter PyCharm debugger on uncaught exceptions

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line_profiler

Line-by-line profiling for Python

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parquet-format

Apache Parquet Format

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Elemental

Distributed-memory, arbitrary-precision, dense and sparse-direct linear algebra, conic optimization, and lattice reduction

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global-attribution-mapping

GAM (Global Attribution Mapping) explains the landscape of neural network predictions across subpopulations

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returns

Make your functions return something meaningful, typed, and safe!

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awkward-0.x

Manipulate arrays of complex data structures as easily as Numpy.

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