| Name | Version | Summary | date |
| optimalportfolios |
3.1.6 |
Simulation and backtesting of optimal portfolios |
2025-02-02 10:24:47 |
| qis |
3.0.2 |
Implementation of visualisation and reporting analytics for Quantitative Investment Strategies |
2025-02-02 10:18:14 |
| swarms |
7.0.9 |
Swarms - TGSC |
2025-02-02 01:33:57 |
| 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 |
| fortitudo-tech |
1.1.5 |
Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python. |
2025-01-05 15:38:06 |
| 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 |