Repositories list

• randalo

  Public
  Python

  •

  MIT License

  •0•1•0•0•Updated Dec 23, 2024Dec 23, 2024

• cvxstatarb

  Public
  Jupyter Notebook

  •10•21•6•0•Updated Dec 23, 2024Dec 23, 2024

• cvxcli

  Public
  Example cli using fire, poetry and pipx

  clipoetrycommand-line-tool+ 1pipx

  Python

  •

  Apache License 2.0

  •0•3•2•0•Updated Dec 23, 2024Dec 23, 2024

• cov_pred_finance

  Public
  Jupyter Notebook

  •

  Apache License 2.0

  •7•62•10•1•Updated Dec 23, 2024Dec 23, 2024

• boilerplate

  Public
  We use this repo to automate and avoid boilerplate issue

  Python

  •

  Apache License 2.0

  •0•1•0•0•Updated Dec 23, 2024Dec 23, 2024

• .github

  Public
  Reusable workflows for cvxgrp

  testingdockerdevops+ 5automationlatexci-cdgitopsgithub-actions

  Apache License 2.0

  •0•0•0•0•Updated Dec 23, 2024Dec 23, 2024

• markowitz-reference

  Public
  This repository contains a reference implementation of the Markowitz portfolio optimization problem discussed in the paper Markowitz Portfolio Construction at Seventy.

  Python

  •

  Apache License 2.0

  •3•23•3•1•Updated Dec 23, 2024Dec 23, 2024

• crypto_portfolio

  Public
  Jupyter Notebook

  •

  Apache License 2.0

  •1•3•0•5•Updated Dec 20, 2024Dec 20, 2024

• cvxportfolio

  Public
  Portfolio optimization and back-testing.

  pythonfinancetime-series+ 6optimizationoptimizerportfolio-optimizationoptimization-methodsoptimization-algorithmsconvex-optimization

  Python

  •

  GNU General Public License v3.0

  •257•1k•27•3•Updated Dec 18, 2024Dec 18, 2024

• cvxrisk

  Public
  Compile risk with cvxpy

  Python

  •

  Apache License 2.0

  •1•11•1•0•Updated Dec 18, 2024Dec 18, 2024

• cvxcla

  Public
  critical line algorithm for efficient frontier

  Python

  •

  Apache License 2.0

  •1•7•6•0•Updated Dec 17, 2024Dec 17, 2024

• cvxbson

  Public
  dealing with json and bson files

  Python

  •

  Apache License 2.0

  •0•2•2•0•Updated Dec 17, 2024Dec 17, 2024

• simulator

  Public template
  Tool to support backtests

  Python

  •

  Apache License 2.0

  •2•40•9•0•Updated Dec 17, 2024Dec 17, 2024

• cvxmarkowitz

  Public
  Jupyter Notebook

  •

  Apache License 2.0

  •2•24•12•2•Updated Dec 17, 2024Dec 17, 2024

• cvxpy

  Public
  A Python-embedded modeling language for convex optimization problems.

  C++

  •

  Apache License 2.0

  •1.1k•13•0•0•Updated Dec 16, 2024Dec 16, 2024

• cvxpygen

  Public
  Code generation with CVXPY

  Python

  •

  Apache License 2.0

  •17•131•9•2•Updated Dec 16, 2024Dec 16, 2024

• scs

  Public
  Splitting Conic Solver

  optimizationsolverlinear-programming+ 7numerical-optimizationsemidefinite-programmingoptimization-algorithmsquadratic-programmingconvex-optimizationfirst-order-methodscone-programming

  C

  •

  MIT License

  •136•557•40•2•Updated Dec 10, 2024Dec 10, 2024

• torch_linops

  Public
  A library to define abstract linear operators, and associated algebra and matrix-free algorithms, that works with pyTorch Tensors.

  linear-algebramatrixpytorch

  Python

  •

  Apache License 2.0

  •0•9•0•0•Updated Dec 9, 2024Dec 9, 2024

• cvx_short_course

  Public
  Materials for a short course on convex optimization.

  Jupyter Notebook

  •

  Apache License 2.0

  •115•334•5•2•Updated Dec 9, 2024Dec 9, 2024

• cvxpylayers

  Public
  Differentiable convex optimization layers

  Python

  •

  Apache License 2.0

  •163•1.8k•48•5•Updated Dec 6, 2024Dec 6, 2024

• spcqe

  Public
  Smooth periodic consistent quantile estimation

  Jupyter Notebook

  •

  BSD 2-Clause "Simplified" License

  •2•7•2•1•Updated Dec 5, 2024Dec 5, 2024

• cvx_opt_overview_examples

  Public
  Numerical examples for the slides

  Makefile

  •0•0•0•0•Updated Nov 12, 2024Nov 12, 2024

• CVXR

  Public
  An R modeling language for convex optimization problems.

  R

  •

  Apache License 2.0

  •32•206•21•2•Updated Nov 11, 2024Nov 11, 2024

• diffcp

  Public
  Differentiation through cone programs

  Python

  •

  Apache License 2.0

  •21•94•8•3•Updated Nov 11, 2024Nov 11, 2024

• n-queens

  Public
  Python

  •0•2•0•0•Updated Nov 9, 2024Nov 9, 2024

• optimization_via_circuits

  Public
  Distributed Optimization: Analysis and Synthesis via Circuits

  Python

  •

  Apache License 2.0

  •1•8•0•0•Updated Nov 6, 2024Nov 6, 2024

• cvxbook_additional_exercises

  Public
  Additional exercises and data for EE364a. No solutions; for public consumption.

  Julia

  •163•610•0•0•Updated Oct 31, 2024Oct 31, 2024

• rrandalo

  Public
  RandALO in R

  C

  •

  MIT License

  •0•0•0•0•Updated Oct 10, 2024Oct 10, 2024

• dsp

  Public
  A CVXPY extension for saddle problems

  pythonoptimizationmodeling-language+ 2cvxpysaddle-point

  Python

  •

  Apache License 2.0

  •3•25•2•2•Updated Oct 1, 2024Oct 1, 2024

• multilevel_factor_model

  Public
  Fitting multilevel factor model

  Jupyter Notebook

  •

  Apache License 2.0

  •1•3•1•0•Updated Sep 30, 2024Sep 30, 2024