10 projects
qis
Performance analytics, portfolio backtesting, risk analysis, and factsheet reporting in Python
optimalportfolios
Production multi-asset portfolio construction and rolling backtesting in Python
factorlasso
Sparse multi-output factor-model estimation with sign constraints, prior-centered shrinkage, data-driven grouped penalties, and consistent factor covariance assembly
stochvolmodels
Fourier-transform pricing, Monte Carlo validation, and calibration of European options under stochastic-volatility models in Python
option-chain-analytics
Point-in-time option-chain containers, feed normalisation, reconstruction, and queries for quantitative research
privateassets
Multi-factor money-weighted PME for private-asset cash flows: risk-adjusted alpha and factor exposures
trendfollowing
Closed-form trend-following analytics, reference system implementations, and reproducible futures evidence in Python for quantitative researchers and practitioners
goal-based-allocation
Semi-analytical dynamic mean-variance allocation and terminal-wealth risk under regime-switching jump-diffusions
vanilla-option-pricers
Numba-vectorised Black-Scholes-Merton and Bachelier prices, Greeks, and implied-volatility fits over NumPy arrays for quantitative research pipelines
bbg-fetch
Bloomberg Desktop API request/response data in pandas DataFrames for quantitative research
