| Name | Version | Summary | date |
| optimalportfolios |
3.3.11 |
Simulation and backtesting of optimal portfolios |
2025-07-10 04:17:31 |
| qis |
3.2.26 |
Implementation of visualisation and reporting analytics for Quantitative Investment Strategies |
2025-07-10 04:12:26 |
| swarms |
7.9.6 |
Swarms - TGSC |
2025-07-09 21:40:10 |
| agentos-sdk |
0.0.1 |
AgentOS - TGSC |
2025-07-09 19:58:51 |
| fortitudo-tech |
1.1.11 |
Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python. |
2025-07-09 08:26:45 |
| pcrm-book |
1.0.3 |
Accompanying Python code to the Portfolio Construction and Risk Management book by Anton Vorobets. |
2025-07-08 15:21:49 |
| bbg-fetch |
1.0.32 |
Bloomberg fetching analytics wrapping xbbg package |
2025-01-28 06:49:40 |
| swarm-shield |
7.0.0 |
Swarm Shield - TGSC |
2025-01-11 04:59:01 |
| quant-screener |
1.1.4 |
Quant product screener |
2024-11-20 21:38:43 |
| qfinpy |
0.0.2 |
A powerful, easy-to-use library for Quantitative Finance |
2024-10-08 16:12:30 |
| tno.quantum.problems.portfolio-optimization |
1.0.0 |
Quantum Computing based Portfolio Optimization |
2024-05-01 15:38:34 |