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Thomas Schmelzer

Username    tschm
Date joined   Joined

10 projects

pyhrp

Last released

Cluster-based portfolio allocation: HRP, Schur risk parity, and 1/N

jsharpe

Last released

Probabilistic Sharpe ratio and related statistics.

TinyCTA

Last released

A lightweight Python package for Commodity Trading Advisor (CTA) strategies

jquantstats

Last released

Analytics for quants

qCradle

Last released

CLI to create repos

5 archived projects

minibook Archived

Last released

A simple tool for creating beautiful minibooks from a list of links

antarctic Archived

Last released

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numpy-flight Archived

Last released

A little client/server for applications driven by numpy

mosek-license-server Archived

Last released

Expose a mosek license via a nginx server

pyaddepar Archived

Last released

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