6 projects
aperiodic-factors
Client for the Aperiodic Factors API (factors.aperiodic.io): cross-sectional crypto factors, portfolios and risk signals
unravel-client
Client API for unravel.finance, multi-factor, market-neutral crypto portfolios and cross-sectional factors
finml-utils
None
risklab
Applied Quantiative (Portfolio) Risk Management
fold-core
A Time Series Cross-Validation library that lets you build, deploy and update composite models easily. An order of magnitude speed-up, combined with flexibility and rigour.
krisi
Testing and Reporting framework for Time Series Analysis