trader at DE Shaw, python enjoyer, ex-astrophysics at Cambridge
- New York
- https://reasonabledeviations.com
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PyPortfolio/PyPortfolioOpt
PyPortfolio/PyPortfolioOpt PublicFinancial portfolio optimization in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
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KindleClippings
KindleClippings PublicExtract kindle highlights into organised text files
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