ex DE Shaw PM; python enjoyer; astrophysics at Cambridge
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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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AmericanPutConvexity
AmericanPutConvexity PublicFormal proof that the optimal exercise boundary of an American put option is log convex when the constant dividend yield is nonnegative and does not exceed the positive risk-free interest rate
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