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1. portfolioperformance portfolioperformance Public

   Tool to test the out-of-sample performance of portfolio optimization models

   Python 2

2. OptionQuant OptionQuant Public

   OptionQuant is a Python package designed to assist in the pricing and analysis of financial options.

   Python 1

3. Portfolio-Lab Portfolio-Lab Public

   GUI to compare and test the performance of portfolio optimization models

   JavaScript

4. Hyperparameter-Optimized-Latent-Topic-Model Hyperparameter-Optimized-Latent-Topic-Model Public

   Latent topic model for text data using hyperparameter optimization and programmed in Stan.

   TeX

5. Reinforcement-Learning-for-Market-Making Reinforcement-Learning-for-Market-Making Public

   Loss function comparison code for reinforcement learning market making systems.

   Python

6. Optimization-Exploratorium Optimization-Exploratorium Public

   Collection of topics relating to mathematical optimization

   Jupyter Notebook