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1. cqfi cqfi Public

   Have an LLM (LangGraph agent) control QuantLib, the cache, your databases and any plug-in tools. Includes evaluator framework and an Excel/LibreOffice API in https://github.com/FulgentMcGuffin/cqfi…

   Python 4

2. gulfstream gulfstream Public

   Using multiple time series observations, split time into regimes using an array of representation learning techniques with explainability and robustness techniques for the transitions

   Python 1

3. yieldcurve-network yieldcurve-network Public

   Yield curve specific (multi-layer) network analysis (incl. time evolution and Nelson-Siegel + Neural HJM residuals) with a GUI or API. For a more generic network evolution analysis of panel time se…

   Jupyter Notebook 1

4. data-checker-fixer data-checker-fixer Public

   Checks and fixes the data sanity of sqlite and duckDB databases through a git-like data versioning system using an LLM with semantics and checks configured in a YAML. Comes with a GUI for fixes.

   Python 2

5. decorules decorules Public

   tiny python decorator library for (A) enforcing class structure and instance behavior on class hierarchies (B) invoking user defined functionality based on object state.

   Python 2

6. panelyzer panelyzer Public

   Express complex panel time series formulas with Python math into polars with in-memory cache using https://github.com/FulgentMcGuffin/framecache. Write formulas across one or more panel datasets an…

   Python 1