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@quantfinlib

QuantFinLib

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  1. skpcp skpcp Public

    Robust PCA via Principal Component Pursuit with scikit-learn transformer interface.

    Python

Repositories

Showing 6 of 6 repositories
  • penfolioop Public template

    Lightweight portfolio optimization for pension funds

    quantfinlib/penfolioop's past year of commit activity
    Python 0 MIT 0 3 0 Updated Nov 12, 2025
  • skpcp Public

    Robust PCA via Principal Component Pursuit with scikit-learn transformer interface.

    quantfinlib/skpcp's past year of commit activity
    Python 0 MIT 0 0 0 Updated Nov 12, 2025
  • quantfinlib Public

    Fundamental package for quantitative finance with Python.

    quantfinlib/quantfinlib's past year of commit activity
    Python 6 MIT 1 0 0 Updated Nov 12, 2025
  • sharpe-kit Public

    How to use Sharpe Ratio

    quantfinlib/sharpe-kit's past year of commit activity
    0 MIT 0 0 0 Updated Nov 6, 2025
  • trend-follower Public

    Implementation of The Science and Practice of Trend-following Systems (Sepp & Lucic 2025)

    quantfinlib/trend-follower's past year of commit activity
    Python 0 MIT 0 2 0 Updated Sep 24, 2025
  • heavy-tail Public

    covariance estimation in the presence of heavy tails and outliers

    quantfinlib/heavy-tail's past year of commit activity
    Python 0 MIT 0 0 0 Updated Aug 6, 2025

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