Name: Thomas Schmelzer
Type: User
Company: Stanford & Team Q @ ADIA
Bio: Quant, Rhodes scholar, mathematician, coder, cyclist and angel investor living the Arabian dream. Visiting Scholar at Stanford with @stephenpboyd in 2023
Twitter: Thomster78
Location: Palo Alto & Abu Dhabi, United Arab Emirates
Thomas Schmelzer's Projects
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
A python wrapper for the GitLab API.
Base layer for flask and dash web applications
Lecture about quaternions
My little rocker container (r in a docker container with tidyverse and cvxr)
my sage stuff
Scipy library main repository
A clean book theme for scientific explanations and documentation with Sphinx
Open source TCA (transaction cost analysis) Python library for FX spot
Java time series
Intuitive Bloomberg data API