emoen/Machine-Learning-for-Asset-Managers
Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.
A statistical computing toolkit for DuckDB.
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Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.
R package with helper functions for developers and researchers familiar with Tidy Finance
R package for option pricing
MCP server for Stella
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C++20 research implementation of special-relativistic geometry on OHLCV market data: Lorentz factors, spacetime-interval regime labels, Christoffel symbols and geodesic-deviation signals, with SIMD kernels, Python validation scripts and a LaTeX paper.