ph03n1x's repositories
AlphaTrading
An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implement APT model, BARRA's risk model and dynamic multi-factor model in this project.
awesome-static-analysis
A curated list of static analysis tools, linters and code quality checkers for various programming languages
Condor-Tools
A python script to avoid .sub description file to start job on HTCondor cluster
cvxFin
Portfoliooptimization and Regression using cvxopt
DSPFilters
A Collection of Useful C++ Classes for Digital Signal Processing
easykf
C++ Kalman filtering (Extended Kalman Filter, Unscented Kalman Filter)
EigenPCA
A class for performing principal component analysis using Eigen library
FinancialOptimization
financial optimization models in Matlab using cvxopt
heuristics
a tabu heuristic
imbox
Python IMAP for Human beings
investment
My Fiddling with Investment Strategies and tools for tracking my own Portfolio.
kalman
Header-only C++11 Kalman Filtering Library (EKF, UKF) based on Eigen3
KalmanFilter-for-Arduino
Simple Kalman filter library for Arduino
markdown-here
Google Chrome, Firefox, and Thunderbird extension that lets you write email in Markdown and render it before sending.
Momentum-BayesianPortfolio
Momentum Strategy with Bayesian Portfolio Allocation
olpsR
Functions and algorithms for On-line Portfolio Selection with R
paramiko-expect
A Python expect-like extension for the Paramiko SSH library which also supports tailing logs.
Polyopt.jl
Julia package for polynomial optimization using semidefinite optimization.
portfolioopt
Financial Portfolio Optimization Routines in Python
production
Holds crab, condor, and python configs used for production. Each branch corresponds to the production run.
pyfolio
Portfolio and risk analytics in Python
sharpefolio
Stock portfolio optimizer in Python based on least correlated moving sharpe / sortino ratios.
SNR
Computing signal-to-noise ratio of dedispersed and folded time series.
universal-portfolios
Collection of algorithms for online portfolio selection