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    34 repositories

    • quadprog

      Public
      Goldfarb/Idnani dual quadratic programming solver in pure NumPy and SciPy. A reimplementation of quadprog/quadprog with no compiler required.
      pythonoptimizationnumpy
      pythonoptimizationnumpyscipyportfolio-optimizationquadprogquadratic-programmingconvex-optimizationqp-solveractive-set
      Python
      •
      MIT License
      •1•5•0•0•Updated Oct 27, 2026Oct 27, 2026

    • rhiza

      Public template
      A collection of reusable configuration templates for modern Python projects
      pythondockertemplate
      pythondockertemplateautomationlintingci-cdmkdocspytestdeveloper-toolscode-quality
      Python
      •
      Other
      •6•15•4•1•Updated Oct 27, 2026Oct 27, 2026

    • linalg

      Public
      Linear algebra utilities for portfolio optimization
      Python
      •
      MIT License
      •1•1•0•0•Updated Oct 27, 2026Oct 27, 2026

    • jquantstats

      Public
      Time series and portfolio analytics for quantitative finance.
      dashboardanalyticsplotly
      dashboardanalyticsplotlypolars
      Python
      •
      MIT License
      •11•48•1•0•Updated Oct 27, 2026Oct 27, 2026

    • rhiza-hooks

      Public
      Hooks supporting the rhiza framework
      Python
      •
      MIT License
      •2•2•0•0•Updated Oct 27, 2026Oct 27, 2026

    • acme

      Public
      Python
      •
      MIT License
      •0•0•0•1•Updated Oct 27, 2026Oct 27, 2026

    • ducktide

      Public
      Immutable Pydantic models and append-fast time series on DuckDB + Polars
      pythonormtime-series
      pythonormtime-seriesquantupsertparquetrepository-patterndataframetimeseries-databasepydantic
      Python
      •
      MIT License
      •0•0•0•2•Updated Oct 27, 2026Oct 27, 2026

    • pytest-rhiza

      Public
      The rhiza repository checks, as a pytest plugin instead of a synced test folder
      pythontemplatepytest
      pythontemplatepytestpytest-pluginrhizarepository-checks
      Python
      •
      MIT License
      •0•0•0•1•Updated Oct 27, 2026Oct 27, 2026

    • jointview

      Public
      A small marimo GUI for comparing two price or NAV series of a Polars DataFrame.
      pythonfinancetime-series
      pythonfinancetime-seriesnotebookdata-visualizationperformance-metricsquantitative-financealtairdrawdownportfolio-analytics
      Python
      •
      Apache License 2.0
      •0•2•3•2•Updated Oct 27, 2026Oct 27, 2026

    • nncg

      Public
      Non-negative conjugate gradients: bound-constrained SPD quadratics by a guarded active-set loop. Reference implementation of the paper (Schmelzer & Stoll).
      Python
      •
      MIT License
      •0•4•0•2•Updated Oct 27, 2026Oct 27, 2026

    • basanos

      Public
      Implementing a first hurdle for expected returns
      signalsportfolio-optimizationquantitative-finance
      signalsportfolio-optimizationquantitative-financefeature-analysis
      Python
      •
      MIT License
      •3•19•1•2•Updated Oct 27, 2026Oct 27, 2026

    • shrinkage

      Public
      shrinkage -- linear and nonlinear. Following Ledoit and Wolf
      Python
      •
      MIT License
      •0•0•3•2•Updated Oct 27, 2026Oct 27, 2026

    • greeks

      Public
      Implement an engine to compute greeks
      Python
      •
      MIT License
      •1•2•2•2•Updated Oct 27, 2026Oct 27, 2026

    • lasso

      Public template
      Python
      •
      MIT License
      •0•2•1•0•Updated Oct 26, 2026Oct 26, 2026

    • rhiza-task

      Public
      The rhiza developer tasks as a pinned CLI: one set of task names across Python, Rust and Go, replacing a synced make layer
      pythonrustcli
      pythonrustcligolangautomationcimakefiletask-runnerdeveloper-toolsmake
      Python
      •
      MIT License
      •1•2•1•0•Updated Oct 26, 2026Oct 26, 2026

    • rhiza-claude

      Public
      Claude Code plugin marketplace for the rhiza plugin — slash commands for working in rhiza-managed repos.
      cliclaudeclaude-code
      cliclaudeclaude-codeclaude-code-pluginrhiza
      Python
      •
      Other
      •2•6•0•0•Updated Oct 26, 2026Oct 26, 2026

    • monitoring

      Public template
      Grafana + Prometheus board for a repo fleet: template drift, CI on the default branch, open pull requests, and your local working copies.
      pythongithub-apidevops
      pythongithub-apidevopsmonitoringdashboarddocker-composemetricsgrafanaprometheusself-hosted
      Python
      •
      MIT License
      •0•1•0•3•Updated Oct 22, 2026Oct 22, 2026

    • math

      Public
      TeX
      •
      Apache License 2.0
      •0•0•0•1•Updated Oct 9, 2026Oct 9, 2026

    • mean_variance_solvers

      Public
      Two companion working papers on fast matrix-free / direct solvers for long-only mean-variance portfolios
      TeX
      •1•1•16•0•Updated Sep 19, 2026Sep 19, 2026

    • rhiza-education

      Public
      Training for and with rhiza
      HTML
      •
      MIT License
      •0•2•0•0•Updated Sep 9, 2026Sep 9, 2026

    • repo-monitor

      Public
      A little tool to manage repos
      JavaScript
      •
      MIT License
      •0•2•0•0•Updated Aug 11, 2026Aug 11, 2026

    • rhiza-manager

      Public archive
      VS Code extension for Rhiza
      TypeScript
      •
      MIT License
      •0•3•5•3•Updated Aug 11, 2026Aug 11, 2026

    • platform

      Public
      Building a quant platform in 2026
      TeX
      •0•1•0•0•Updated Aug 5, 2026Aug 5, 2026

    • rhiza-brainbug

      Public archive
      Python
      •0•0•0•0•Updated Aug 3, 2026Aug 3, 2026

    • rhiza-core

      Public archive
      A set of reusable configurations for repositories to integrate into the rhiza framework
      Python
      •
      MIT License
      •0•1•1•0•Updated Aug 2, 2026Aug 2, 2026

    • actions

      Public
      Shared GitHub Actions building blocks for Jebel Quant Research — composite actions and reusable workflows
      cigithub-actionscomposite-actions
      cigithub-actionscomposite-actionsreusable-workflows
      MIT License
      •0•0•0•0•Updated Jul 30, 2026Jul 30, 2026

    • ResQPASS

      Public
      Optimisation algorithms that iteratively solve projections of the problem, using QPAS.
      MATLAB
      •1•0•0•0•Updated Jul 28, 2026Jul 28, 2026

    • rhiza-go

      Public archive
      A collection of reusable configuration templates for modern Golang projects
      rhiza
      rhiza
      Makefile
      •
      MIT License
      •0•2•10•2•Updated Jul 21, 2026Jul 21, 2026

    • rhiza-cli

      Public archive
      Command line interface for Rhiza
      clisync
      clisync
      Python
      •
      MIT License
      •0•3•0•0•Updated Jul 17, 2026Jul 17, 2026

    • fast_minimum_variance

      Public archive
      Fast computation of minimum variance portfolios
      Python
      •
      MIT License
      •3•3•1•3•Updated Jul 16, 2026Jul 16, 2026
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