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numfin.py

sub-Packages

  • linal (Linear Algebra)
  • multivarCalc (Multivariable Calculus)
  • probNstats (Probability and Statistics)
  • stochCalc (Stochastic Calculus and Financial Mathematics)
  • ml (Machine Learning)
  • CSnSystems (Core Computer Science and Systems)
  • fundamentals (Fundamental Investing)

Documentation

numfin.linal:

  1. Portfolio as a Vector
  2. CAPM as a Linear Projection
  3. RREF as replicationm, hedging, linear arbitrage, LP Solvers, regression engines.
  4. Linear Transformations
  5. Spaces and Subspaces
  6. Inner Products and Orthogonality

numfin.multivarcal:

  1. Partial Differential Equations
  2. Double and Triple Integrals
  3. Vector Calculus
  4. Continuity and Differentiability

numfin.ml:

  1. Linear and Logistic Regression
  2. GLMs
  3. GLAs
  4. SVMs
  5. DeepLearning
  6. K-means Clustering
  7. PCA
  8. EM-Algo

numfin.stochcalc:

numfin.probNstats:

numfin.CSnSystems:

  1. Memory Management
  2. Parallelism/Threading
  3. Systems Architecture
  4. Sockets and IPC
  5. Bit level ops

numfin.fundamentals:

  1. Automatic DCF
  2. Equity Report LLM
  3. Annual Report Analyzer

About

A quant finance library specifically for investors.

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