5 projects
mfe-toolbox
Python port of the MFE Toolbox — financial econometrics for HFT data
rols
Vectorized rolling and expanding regression for multi-target, multi-factor time series.
pyhofa
Higher-order multi-cumulant factor analysis in Python
embedx-inference
Heterogeneous multi-GPU text embedding server with length-sorted token-budget batching and a converging work-stealing queue. OpenAI-compatible /v1/embeddings API.
realized-library
A Python package for high-frequency econometrics estimators
