Thomas Schmelzer's repositories
PandasMonitor
A simple Monitor for Pandas DataFrame objects
eikon-docker
Running Refinitiv's Python Eikon Data API within a Docker container
ts-timeseries
Java time series
PandasFlaskMonitor
Little webserver to display a Pandas DataFrame
PandasMongoDB
DEPRECATED: Use tschm/antarctic instead
quantstats
Portfolio analytics for quants, written in Python
amazon-redshift-python-driver
Redshift Python Connector. It supports Python Database API Specification v2.0.
comprehensive-rust
This is the Rust course used by the Android team at Google. It provides you the material to quickly teach Rust.
cvxbook_additional_exercises
Additional exercises and data for EE364a. No solutions; for public consumption.
dsp
A CVXPY extension for saddle problems
first-year-stats-notes
My notes from the first year courses for the Stanford statistics PhD program
ISLP_labs
Up-to-date version of labs for ISLP
marimo
Reactive notebooks that double as apps.
monkeys
Monkeys acting as portfolio managers
polars
Fast multi-threaded, hybrid-out-of-core query engine focussing on DataFrame front-ends
polars-book
Book documentation of the Polars DataFrame library
PyCLA
A Python Package for Portfolio Optimization using the Critical Line Algorithm
PyPortfolioOpt
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
STI_FX_Intervention
Singapore Regional Training Institution course for advanced statistical methods to forecast foreign exchange intervention triggers in a risk-based framework
vgi
Value-gradient iteration for convex stochastic control