Investment and risk technologies maintained by Fortitudo Technologies.

Related tags

Data Visualizationfortitudo.tech
Overview

Fortitudo Technologies Open Source

This package allows you to freely explore open-source implementations of some of our fundamental technologies under the GNU General Public License, Version 3.

Fortitudo Technologies is a fintech company offering novel software solutions as well as quantitative and digitalization consultancy to the investment management industry. For more information, please visit our website.

Installation Instructions

Installation can be done via pip:

pip install fortitudo.tech

For best performance, we recommend that you install the package into a conda environment and let conda handle the installation of dependencies before installing the package using pip. You can do this by following these steps:

conda create -n fortitudo.tech python=3.9 scipy -y
conda activate fortitudo.tech
conda install -c conda-forge cvxopt=1.2.6 -y
pip install fortitudo.tech

Contributing

You are very welcome to contribute to this package by forking the github repository and creating pull requests. Pull requests should always be sent to the dev branch. We especially appreciate contributions in relation to packaging, e.g., making the package available on conda-forge or improving pip dependencies.

Using the conda environment specified in the requirements.yml file and located in the root directory is the easiest way to start contributing to the code.

The style guide mostly follows PEP 8, but it uses some important modifications that can be found in .vscode/settings.json. If you use Visual Studio Code, you can use these settings to make sure that your code follows the basic rules of the style guide. The most important modifications/additions are:

  1. We allow line length to be 99 characters for both code and docstrings,
  2. We allow the use of capital I as a variable,
  3. We use type hints introduced in PEP 484.

We generally follow naming conventions with descriptive variable and function names, but we often use short variable names for the very mathematical parts of the code to replicate the variables used in the references. We believe this makes it easier to link the code to the theory.

We encourage you to keep individual contributions small in addition to avoid imposing object-oriented design patterns. We are unlikely to accept contributions that use inheritance without exceptionally good reasons and encourage you to use composition instead.

Code of Conduct

We welcome feedback and bug reports, but we have very limited resources for support and feature requests.

If you experience bugs with some of the upstream packages, please report these directly to the maintainers of these packages.

Disclaimer

This package is completely separate from our proprietary solutions and therefore not representative of the functionality offered therein.

Comments
  • Bump certifi from 2022.9.24 to 2022.12.7

    Bump certifi from 2022.9.24 to 2022.12.7

    Bumps certifi from 2022.9.24 to 2022.12.7.

    Commits

    Dependabot compatibility score

    Dependabot will resolve any conflicts with this PR as long as you don't alter it yourself. You can also trigger a rebase manually by commenting @dependabot rebase.

    Dependabot commands and options

    You can trigger Dependabot actions by commenting on this PR:

    • @dependabot rebase will rebase this PR
    • @dependabot recreate will recreate this PR, overwriting any edits that have been made to it
    • @dependabot merge will merge this PR after your CI passes on it
    • @dependabot squash and merge will squash and merge this PR after your CI passes on it
    • @dependabot cancel merge will cancel a previously requested merge and block automerging
    • @dependabot reopen will reopen this PR if it is closed
    • @dependabot close will close this PR and stop Dependabot recreating it. You can achieve the same result by closing it manually
    • @dependabot ignore this major version will close this PR and stop Dependabot creating any more for this major version (unless you reopen the PR or upgrade to it yourself)
    • @dependabot ignore this minor version will close this PR and stop Dependabot creating any more for this minor version (unless you reopen the PR or upgrade to it yourself)
    • @dependabot ignore this dependency will close this PR and stop Dependabot creating any more for this dependency (unless you reopen the PR or upgrade to it yourself)
    • @dependabot use these labels will set the current labels as the default for future PRs for this repo and language
    • @dependabot use these reviewers will set the current reviewers as the default for future PRs for this repo and language
    • @dependabot use these assignees will set the current assignees as the default for future PRs for this repo and language
    • @dependabot use this milestone will set the current milestone as the default for future PRs for this repo and language

    You can disable automated security fix PRs for this repo from the Security Alerts page.

    dependencies 
    opened by dependabot[bot] 4
  • CodeQL implementation

    CodeQL implementation

    A cron'ed , simple code analysis implementation by CodeQL to verify the integrity of the python project. A detailed summary is provided in the details for further analysis or rectification.

    opened by GNRain 4
  • v0.5

    v0.5

    • functions initial commit

    • cov and corr bug fixes

    • Examples updated to use the new functions

    • Removed esbonio from vscode settings

    • docs update

    • import refactor

    • docstring update

    • Added functions unit tests

    • Minor improvements

    • Requirements update

    • poetry update

    opened by antonvorobets 1
  • v0.4.2

    v0.4.2

    • Minor refactor of _dual_equality

    • Minor refactor of _hessian_equality

    • _dual_equality and entropy_pooling refactor

    • Test tol increase

    • Minor TNC improvements

    • Poetry update

    • Docs version update

    opened by antonvorobets 1
  • v0.4.1

    v0.4.1

    • requirements update

    • Minor tests refactor

    • Updated time series data with credit spreads

    • Updated time series example to include credit spreads

    • Poetry update

    • Docs update

    opened by antonvorobets 1
  • v0.4

    v0.4

    • Time series data and load_time_series function

    • European option pricing functionality

    • Renamed derivatives.py to option_pricing.py

    • docs update

    • Updated test_data to include time_series

    • Option pricing tests

    • Updated example names

    • Added time series example

    • Docs and README update

    • Minor examples updates

    • pyproject.toml update

    • poetry.lock update

    opened by antonvorobets 1
  • v0.3

    v0.3

    • Initial MeanVariance commit

    • Added mean-variance efficient frontier

    • Removed mean_scalar

    • Optimization refactor

    • Initial docs update

    • Removed CVaR init ValueError raises

    • Various docs updates

    • Added load_parameters function

    • Added tests for load_pnl and load_parameters

    • Data docs updates

    • poetry updates

    • Examples update

    • Docs and typo update

    opened by antonvorobets 1
Releases(v0.8.1)
Owner
Fortitudo Technologies
Fortitudo Technologies' open-source code will be made available through this organization profile.
Fortitudo Technologies
GitHub Repository
Practical-statistics-for-data-scientists - Code repository for O'Reilly book

Code repository Practical Statistics for Data Scientists: 50+ Essential Concepts Using R and Python by Peter Bruce, Andrew Bruce, and Peter Gedeck Pub

1.7k Jan 04, 2023
Python script for writing text on github contribution chart.

Github Contribution Drawer Python script for writing text on github contribution chart. Requirements Python 3.X Getting Started Create repository Put

Steven 0 May 27, 2022
Small project demonstrating the use of Grafana and InfluxDB for monitoring the speed of an internet connection

Speedtest monitor for Grafana A small project that allows internet speed monitoring using Grafana, InfluxDB 2 and Speedtest. Demo Requirements Docker

Joshua Ghali 3 Aug 06, 2021
Scientific Visualization: Python + Matplotlib

An open access book on scientific visualization using python and matplotlib

Nicolas P. Rougier 8.6k Dec 31, 2022
Streaming pivot visualization via WebAssembly

Perspective is an interactive visualization component for large, real-time datasets. Originally developed for J.P. Morgan's trading business, Perspect

The Fintech Open Source Foundation (www.finos.org) 5.1k Dec 27, 2022
Generate visualizations of GitHub user and repository statistics using GitHub Actions.

GitHub Stats Visualization Generate visualizations of GitHub user and repository statistics using GitHub Actions. This project is currently a work-in-

JoelImgu 3 Dec 14, 2022
Eulera Dashboard is an easy and intuitive way to get a quick feel of what’s happening on the world’s market.

an easy and intuitive way to get a quick feel of what’s happening on the world’s market ! Eulera dashboard is a tool allows you to monitor historical

Salah Eddine LABIAD 4 Nov 25, 2022
This repository contains a streaming Dataflow pipeline written in Python with Apache Beam, reading data from PubSub.

Sample streaming Dataflow pipeline written in Python This repository contains a streaming Dataflow pipeline written in Python with Apache Beam, readin

Israel Herraiz 9 Mar 18, 2022
Bokeh Plotting Backend for Pandas and GeoPandas

Pandas-Bokeh provides a Bokeh plotting backend for Pandas, GeoPandas and Pyspark DataFrames, similar to the already existing Visualization feature of

Patrik Hlobil 822 Jan 07, 2023
These data visualizations were created as homework for my CS40 class. I hope you enjoy!

Data Visualizations These data visualizations were created as homework for my CS40 class. I hope you enjoy! Nobel Laureates by their Country of Birth

9 Sep 02, 2022
An XLSX spreadsheet renderer for Django REST Framework.

drf-renderer-xlsx provides an XLSX renderer for Django REST Framework. It uses OpenPyXL to create the spreadsheet and returns the data.

The Wharton School 166 Dec 01, 2022
MPL Plotter is a Matplotlib based Python plotting library built with the goal of delivering publication-quality plots concisely.

MPL Plotter is a Matplotlib based Python plotting library built with the goal of delivering publication-quality plots concisely.

Antonio López Rivera 162 Nov 11, 2022
Epagneul is a tool to visualize and investigate windows event logs

epagneul Epagneul is a tool to visualize and investigate windows event logs. Dep

jurelou 190 Dec 13, 2022
Streamlit-template - A streamlit app template based on streamlit-option-menu

streamlit-template A streamlit app template for geospatial applications based on

Qiusheng Wu 41 Dec 10, 2022
Python scripts for plotting audiograms and related data from Interacoustics Equinox audiometer and Otoaccess software.

audiometry Python scripts for plotting audiograms and related data from Interacoustics Equinox 2.0 audiometer and Otoaccess software. Maybe similar sc

Hamilton Lab at UT Austin 2 Jun 15, 2022
Missing data visualization module for Python.

missingno Messy datasets? Missing values? missingno provides a small toolset of flexible and easy-to-use missing data visualizations and utilities tha

Aleksey Bilogur 3.4k Dec 29, 2022
Collection of scripts for making high quality beautiful math-related posters.

Poster Collection of scripts for making high quality beautiful math-related posters. The poster can have as large printing size as 3x2 square feet wit

Nattawut Phetmak 3 Jun 09, 2022
Python package to visualize and cluster partial dependence.

partial_dependence A python library for plotting partial dependence patterns of machine learning classifiers. The technique is a black box approach to

NYU Visualization Lab 25 Nov 14, 2022
Python package for the analysis and visualisation of finite-difference fields.

discretisedfield Marijan Beg1,2, Martin Lang2, Samuel Holt3, Ryan A. Pepper4, Hans Fangohr2,5,6 1 Department of Earth Science and Engineering, Imperia

ubermag 12 Dec 14, 2022
University of Missouri - Kansas City: CS451R: Capstone

CS451RC University of Missouri - Kansas City: CS451R: Capstone Installation cd git clone https://github.com/ala2q6/CS451RC.git cd CS451RC pip3 instal

Alex Arbuckle 1 Nov 17, 2021