8 projects
cvx-linalg
Linear algebra utilities for portfolio optimization
nncg
Non-negative conjugate gradients: bound-constrained SPD quadratics by a guarded active-set loop
rhiza
Reusable configuration templates for modern Python projects
basanos
Correlation-aware portfolio optimization and analytics for Python.
rhiza-tools
Extra utilities and tools for the Rhiza ecosystem
jquantstats
Analytics for quants
fast-minimum-variance
Constructing minimum variance portfolios
