Repositories list

• simulator

  Public template
  Tool to support backtests

  Python

  •

  Apache License 2.0

  •2•43•11•0•Updated Feb 20, 2025Feb 20, 2025

• .github

  Public
  Reusable workflows for cvxgrp

  testingdockerdevops+ 5automationlatexci-cdgitopsgithub-actions

  Makefile

  •

  Apache License 2.0

  •0•1•1•0•Updated Feb 20, 2025Feb 20, 2025

• cvxball

  Public template
  Fast computation of the smallest enclosing sphere

  Python

  •

  MIT License

  •1•6•4•1•Updated Feb 20, 2025Feb 20, 2025

• cvx_ccv_slides

  Public
  Convex-Convex Lecture Slides and Code

  TeX

  •0•0•0•0•Updated Feb 19, 2025Feb 19, 2025

• cvxbson

  Public
  dealing with json and bson files

  Python

  •

  Apache License 2.0

  •0•2•3•0•Updated Feb 19, 2025Feb 19, 2025

• cvxrisk

  Public
  Compile risk with cvxpy

  Python

  •

  Apache License 2.0

  •1•13•2•0•Updated Feb 19, 2025Feb 19, 2025

• cvxcla

  Public
  critical line algorithm for efficient frontier

  Python

  •

  Apache License 2.0

  •1•7•6•0•Updated Feb 19, 2025Feb 19, 2025

• cvxportfolio

  Public
  Portfolio optimization and back-testing.

  pythonfinancetime-series+ 6optimizationoptimizerportfolio-optimizationoptimization-methodsoptimization-algorithmsconvex-optimization

  Python

  •

  GNU General Public License v3.0

  •261•1k•27•2•Updated Feb 18, 2025Feb 18, 2025

• CuClarabel

  Public
  Julia

  •

  Apache License 2.0

  •1•16•2•12•Updated Feb 18, 2025Feb 18, 2025

• randalo

  Public
  Python

  •

  MIT License

  •0•1•0•0•Updated Feb 18, 2025Feb 18, 2025

• markowitz-reference

  Public
  This repository contains a reference implementation of the Markowitz portfolio optimization problem discussed in the paper Markowitz Portfolio Construction at Seventy.

  Python

  •

  Apache License 2.0

  •6•23•3•0•Updated Feb 17, 2025Feb 17, 2025

• cvxpygen

  Public
  Code generation with CVXPY

  Python

  •

  Apache License 2.0

  •18•135•9•3•Updated Feb 15, 2025Feb 15, 2025

• qss

  Public
  QSS: Quadratic-Separable Solver

  Jupyter Notebook

  •

  Apache License 2.0

  •2•7•13•0•Updated Feb 13, 2025Feb 13, 2025

• cvxbook_additional_exercises

  Public
  Additional exercises and data for EE364a. No solutions; for public consumption.

  Julia

  •171•648•0•0•Updated Feb 13, 2025Feb 13, 2025

• cov_pred_finance

  Public
  Jupyter Notebook

  •

  Apache License 2.0

  •9•63•12•2•Updated Feb 5, 2025Feb 5, 2025

• cvxstatarb

  Public
  Jupyter Notebook

  •10•24•6•0•Updated Feb 4, 2025Feb 4, 2025

• boilerplate

  Public archive
  We use this repo to automate and avoid boilerplate issue

  Python

  •

  Apache License 2.0

  •0•1•0•0•Updated Feb 4, 2025Feb 4, 2025

• cvxmarkowitz

  Public
  Python

  •

  Apache License 2.0

  •3•26•12•2•Updated Feb 4, 2025Feb 4, 2025

• cvxcli

  Public template
  Example cli using fire, uv and uvx

  clicommand-line-tooluv+ 1uvx

  Python

  •

  Apache License 2.0

  •0•2•2•0•Updated Feb 4, 2025Feb 4, 2025

• diffcp

  Public
  Differentiation through cone programs

  Python

  •

  Apache License 2.0

  •21•96•11•3•Updated Feb 3, 2025Feb 3, 2025

• crypto_portfolio

  Public
  Jupyter Notebook

  •

  Apache License 2.0

  •2•3•0•5•Updated Feb 3, 2025Feb 3, 2025

• torch_linops

  Public
  A library to define abstract linear operators, and associated algebra and matrix-free algorithms, that works with pyTorch Tensors.

  linear-algebramatrixpytorch

  Python

  •

  Apache License 2.0

  •1•11•0•0•Updated Feb 2, 2025Feb 2, 2025

• scs

  Public
  Splitting Conic Solver

  optimizationsolverlinear-programming+ 7numerical-optimizationsemidefinite-programmingoptimization-algorithmsquadratic-programmingconvex-optimizationfirst-order-methodscone-programming

  C

  •

  MIT License

  •138•565•42•3•Updated Jan 28, 2025Jan 28, 2025

• mlr_fitting

  Public
  Factor Fitting, Rank Allocation, and Partitioning in Multilevel Low Rank Matrices

  Jupyter Notebook

  •

  Apache License 2.0

  •1•7•0•0•Updated Jan 27, 2025Jan 27, 2025

• pdmcf

  Public
  Python

  •

  MIT License

  •0•0•0•0•Updated Jan 26, 2025Jan 26, 2025

• spcqe

  Public
  Smooth periodic consistent quantile estimation

  Jupyter Notebook

  •

  BSD 2-Clause "Simplified" License

  •2•8•2•0•Updated Jan 23, 2025Jan 23, 2025

• multilevel_factor_model

  Public
  Fitting multilevel factor model

  Jupyter Notebook

  •

  Apache License 2.0

  •1•3•1•0•Updated Jan 20, 2025Jan 20, 2025

• signal-decomposition

  Public
  A simple and general framework for signal decomposition

  Jupyter Notebook

  •

  BSD 3-Clause "New" or "Revised" License

  •7•62•2•0•Updated Jan 16, 2025Jan 16, 2025

• n-queens

  Public
  Python

  •0•2•0•0•Updated Jan 14, 2025Jan 14, 2025

• randalo-adelie

  Public
  Python

  •0•0•0•0•Updated Jan 10, 2025Jan 10, 2025