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quantfinlib/quantfinlib
quantfinlib/quantfinlib PublicFundamental package for quantitative finance with Python.
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quantfinlib/screamer
quantfinlib/screamer PublicScreamingly fast streaming indicators with C++ performance and Python simplicity.
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quantfinlib/skpcp
quantfinlib/skpcp PublicRobust PCA via Principal Component Pursuit with scikit-learn transformer interface.
Python
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quantfinlib/penfolioop
quantfinlib/penfolioop Public templateLightweight portfolio optimization for pension funds
Python
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