Repository profile
High-fidelity synthetic financial data generator using Heston Stochastic Volatility and Jump Diffusion.
Tracked growth, recent movement, and commit velocity from stored repository snapshots.
Latest capture 2026-06-19 22:58
1 capture since 2026-06-19
Stars from baseline 0
All tracked data
Frameworks, package managers, ecosystems, and dependency manifests found during catalog scans.
Scanned 2026-06-19 22:58
pyproject.toml
python ecosystem,
6 dependencies
Searchable topics, generated tags, and stack labels that explain where this repository fits.
Agent instructions and tool configuration paths found in the repository tree.
Nearest indexed repositories by embedding similarity.
Time series and portfolio analytics for quantitative finance.
Realistic limit-order fill simulator for options credit/debit spreads. Engine-agnostic, data-source-agnostic.
Contingency Random Number Generator — numbers with controllable fat tails, volatility clustering, and scale convergence
Distributional crypto-return forecasting via Wasserstein-geodesic extrapolation in quantile-function space. WGeo family wins 12/12 (asset × horizon) cells over 6.75y walk-forward CRPS vs GARCH and classical baselines. v0.4.
Python library for portfolio optimization built on top of scikit-learn
Portfolio analytics for quants, written in Python
