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  • Computation using data flow graphs for scalable machine learning

    C++ Apache License 2.0 Updated Mar 30, 2018
  • bbg_parser Public

    A parser for bbg downloaded data

    Updated Feb 26, 2018
  • volatility allocated portfolio management

    Python Updated Nov 28, 2017
  • mvcoint Public

    mean variance solver under cointegration

    Jupyter Notebook Updated Sep 27, 2017
  • Practice Public

    just a tutorial practice

    Updated Apr 22, 2017