igorrivin Goto Github PK

annoy

Approximate Nearest Neighbors in C++/Python optimized for memory usage and loading/saving to disk

bibliorepo

cryptoind

Crypto index

curvy

deep-portfolio-management

Source code for the blog post on the evolution of the asset allocation methods

differences

documentation

Plotly's Documentation

fastpages

finance-hacks

general purpose hacks for financial data analysis

fracdiff

Python library to perform fractional differentiation of time-series, a la "Advances in Financial Machine Learning" by M. Prado.

futures

various futures work

igorrivin.github.io

test web site

juliagraphs

Various utility functions to work with filtrations in Julia

juliant

Julia number theory code

kellyjl

Optimization with Julia

ktboost

A Python package which implements several boosting algorithms with different combinations of base learners, optimization algorithms, and loss functions.

m3l2_forking_lab

m4l1_managing_a_project

macro

matgrad

mathematica

my mathematica code

models

some trained models

myumap

notebooks

Miscellaneous Jupyter notebooks and slides for public talks

notices

prophesy

prophetic files

pyfolio

Portfolio and risk analytics in Python

pyknotid

A Python package for analysing knots and links, in space-curves or from standard topological notations

pymssa

Python implementation of Multivariate Singular Spectrum Analysis (MSSA)

pytube

A lightweight, dependency-free Python library (and command-line utility) for downloading YouTube Videos.