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@cmf-team

CMF

README.md

CMF Github

This is a Github organisation to hold and develop computational, data and teaching projects by CMF.

There are two types of projects in CMF Github organisation in 2022:

  1. open source projects that anyone outside CMF can use and contribute to (eg packages, open learning materials)
  2. lab projects that are used by CMF teams to complete assignements by tutors

Open source:

  • hosted at cmf-team organisation
  • open to outsiders
  • under review of coding practices
  • have suggested project organisation
  • more effort for maintainers

Lab projects:

  • hosted at cmf-team organisation or at personal repos
  • project organisation and workflows at discretion of tutors and project leads
  • survey to fill upon 2022 school year completion (achievements, plans, etc)

To start a new repo:

  • think of project name and tagline (short description)
  • write to Github CMF Telegram group or @epoepo

Suggested practice:

  • stale / inactive repos to be archieved or passed back to owners

Contacts:

  • Github CMF Telegram group
  • @epoepo - Evgeniy Pogrebnyak

Website:

Popular repositories Loading

  1. lecture-notes-2022 lecture-notes-2022 Public

    LaTeX notes of CMF lectures made by cooperation of more than 140 students. Will be made public on November 10th.

    TeX 39 3

  2. importance-sampling-2022 importance-sampling-2022 Public

    Creating, training and backtesting of VaR and ES models based on Importance Sampling

    Python 11 35

  3. macro-time-series-2022 macro-time-series-2022 Public

    Проект 2022 года по временным макроэкономическим рядам.

    8 3

  4. cmf-team.github.io cmf-team.github.io Public

    Free education to start a career in quantative finance, risk management and data analysis.

    Ruby 7

  5. algo-hedge-fund algo-hedge-fund Public

    Algo trading strategies by CMF students

    Jupyter Notebook 7 1

  6. back-tester-2026 back-tester-2026 Public

    Back-tester targeted primarily for options developed as part of CMF Advanced Quantitative Analytics Program in 2026

    C++ 7 41

Repositories

Showing 10 of 15 repositories
  • cmf-landing Public
    cmf-team/cmf-landing's past year of commit activity
    JavaScript 0 0 0 8 Updated Sep 7, 2026
  • ynvrsty-home Public

    Landing page served at ynvrsty.com — YNVRSTY umbrella brand and intake signup.

    cmf-team/ynvrsty-home's past year of commit activity
    CSS 0 0 0 4 Updated Sep 6, 2026
  • sveltia-cms-auth Public
    cmf-team/sveltia-cms-auth's past year of commit activity
    JavaScript 0 MIT 0 0 0 Updated Jul 26, 2026
  • hft-liquidations-2026 Public

    Liquidations project developed as part of CMF Advanced Quantitative Analytics Program in 2026

    cmf-team/hft-liquidations-2026's past year of commit activity
    Python 0 MIT 20 0 25 Updated Jul 10, 2026
  • multi-agent-simulation Public
    cmf-team/multi-agent-simulation's past year of commit activity
    0 MIT 6 0 4 Updated Jun 29, 2026
  • back-tester-2026 Public

    Back-tester targeted primarily for options developed as part of CMF Advanced Quantitative Analytics Program in 2026

    cmf-team/back-tester-2026's past year of commit activity
    C++ 7 MIT 41 0 20 Updated Jun 29, 2026
  • options-pricing-engine Public
    cmf-team/options-pricing-engine's past year of commit activity
    2 MIT 6 6 6 Updated Jun 28, 2026
  • hft-market-making-2026 Public

    HFT market making project developed as part of CMF Advanced Quantitative Analytics Program in 2026

    cmf-team/hft-market-making-2026's past year of commit activity
    CMake 2 MIT 54 0 52 Updated Apr 30, 2026
  • importance-sampling-2022 Public

    Creating, training and backtesting of VaR and ES models based on Importance Sampling

    cmf-team/importance-sampling-2022's past year of commit activity
    Python 11 35 0 0 Updated Apr 14, 2023
  • macro-time-series-2022 Public

    Проект 2022 года по временным макроэкономическим рядам.

    cmf-team/macro-time-series-2022's past year of commit activity
    8 3 4 1 Updated Nov 30, 2022
View all repositories

People

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