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  • University of Pennsylvania
  • Philadelphia, PA

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AI Powered Knowledge Graph Generator

Python 1,366 199 Updated Oct 1, 2025

World beating online covariance and portfolio construction.

Jupyter Notebook 311 52 Updated Oct 13, 2025

Experiments with Mosek

Python 10 10 Updated Nov 13, 2025

Run hierarchical risk parity algorithms

Python 50 23 Updated Nov 13, 2025

Notes on everything. Tech, random books, realizations, photography.

HTML 3 Updated Jul 3, 2022

📈This repo describes a framework that leverages sentiment stability of a financial 10-K report as the trading signal (alpha factor)

Jupyter Notebook 7 5 Updated Jun 22, 2022

Performance analysis of predictive (alpha) stock factors

Jupyter Notebook 3,983 1,274 Updated Feb 12, 2024
Python 1 Updated Aug 26, 2018

Portfolio optimization and back-testing.

Python 1,128 281 Updated Nov 15, 2025