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  1. waypoint waypoint Public

    Library for financial portfolio analysis using primarily time series. It provides building blocks such as Assets, Factors, Portfolios, and Analytics, for computing expected returns, risk, optimizat…

    Jupyter Notebook

  2. stat-arb stat-arb Public

    stat arb strategy

    Jupyter Notebook

  3. cfrm cfrm Public

    CFRM Program Homework

    Jupyter Notebook

  4. tecton tecton Public

    quant investment platform

    Jupyter Notebook