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tschm Goto Github PK

followers: 171.0 following: 114.0 repos: 56.0 gists: 16.0

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

Hi there 👋

Thomas Schmelzer's Projects

pyportfolioopt icon pyportfolioopt

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

pyweb icon pyweb

Base layer for flask and dash web applications

rocker icon rocker

My little rocker container (r in a docker container with tidyverse and cvxr)

scipy icon scipy

Scipy library main repository

sphinx-book-theme icon sphinx-book-theme

A clean book theme for scientific explanations and documentation with Sphinx

tcapy icon tcapy

Open source TCA (transaction cost analysis) Python library for FX spot

xbbg icon xbbg

Intuitive Bloomberg data API

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