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@cvxgrp @Jebel-Quant

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tschm/README.md

Hi there 👋

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  1. cs cs Public archive

    my talk for credit suisse

    Python 41 21

  2. cvxgrp/cvxcla cvxgrp/cvxcla Public

    critical line algorithm for efficient frontier

    Python 21 5

  3. pyhrp pyhrp Public

    Run hierarchical risk parity algorithms

    Python 55 23

  4. Jebel-Quant/jquantstats Jebel-Quant/jquantstats Public

    Python 26 5

  5. Jebel-Quant/rhiza Jebel-Quant/rhiza Public template

    A collection of reusable configuration templates for modern Python projects

    Python 10 3

  6. Jebel-Quant/basanos Jebel-Quant/basanos Public

    Implementing a first hurdle for expected returns

    Python 14 1