Highlights
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etccapital/MultiFactor
etccapital/MultiFactor PublicBuilt a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial engineering report. Steps include factor data collection and…
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Pynaissance
Pynaissance PublicA walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will include a full-fledged integration and utilization of Quantopian…
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ExtrinsicGJMSOperators
ExtrinsicGJMSOperators PublicFormalization of higher order extrinsic GJMS operators.
Lean
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PortfolioAgent
PortfolioAgent PublicA multi-asset portfolio management system powered by LLMs that provides intelligent asset allocation recommendations across multiple asset classes.
Python 1
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