Laurence Holmes (@laholmes)
github

laholmes

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Top repositories

1

node-python-roulette

a simple demo app which integrates node and python
Python
36
star
2

risk-adjusted-return

Python versions of risk definitions and measures for optimizing risk-adjusted return
Python
24
star
3

fin-tools

common financial tools - risk, pricing...
Python
4
star
4

pycats

Tools for working with categorical variables in Python (port of features from R forcats package)
Python
3
star
5

beat-the-spread

comparing 538 predictions with sportsbook prices
Jupyter Notebook
3
star
6

QuantShorts

2
star
7

monteCarlo

Monte Carlo simulations + stochastic calculus playground in python
Python
1
star
8

hecuba

A football analysis tool written in python
Python
1
star
9

kelly-analysis

examining mean-vol tradeoff when using the Kelly criterion to size bets in a binary game
Jupyter Notebook
1
star
10

transformers

library of transformers for use with scikit-learn pipelines
Jupyter Notebook
1
star