Conditional Value-at-Risk (CVaR) portfolio optimization and Entropy Pooling views / stress-testing in Python.

Configuration variables and consoles for games in Rust. An alternative to inline_tweak / const-tweaker with different tradeoffs.

portfolio-backtest is a python library for backtest portfolio asset allocation on Python 3.7 and above.

Entropy Pooling in Python with a BSD 3-Clause license.

❑ All Counter-Strike 2 cvars, including hidden/development-only ones and sounds paths

Map Configs Depend Map Name

Shows the basic value at risk (VAR) and conditional value at risk (CVAR) analysis on yfinance collected data using Python.

HL1/ HL2 Rcon Studio

This Python script performs portfolio optimization based on different optimization criteria: 'sharpe', 'cvar', 'sortino', and 'variance'. The script uses historical stock price data downloaded from Yahoo Finance.

A TF2 damage tracker, mainly used on FF2 & VSH servers to see who is dealing most damange to the boss.

An updated version of the tiny sourcemod script that executes a command when a timer ends, the timer being shown to all players.

Find The Tail - Matlab

Essential techniques to assess financial risks

Implementation code for “ Safe Sampling-Based Air-Ground Rendezvous Algorithm for Complex Urban Environments”

Warcraft CVar Editor

Simple CVar Management for World of Warcraft

Simple example codes to implement concurrent programming using Haskell

A Python powered CLI that calculates most important descriptive statistics for given assets

Extensión de navegador para cargar automáticamente trabajos científicos en SIGEVA a partir de un bibtex.