Capital Fund Management
CFM is a global asset manager. Using science and technology, we develop quantitative and systematic investment strategies.
Paris, France
Pinned Repositories
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Apache Arrow is a cross-language development platform for in-memory data. It specifies a standardized language-independent columnar memory format for flat and hierarchical data, organized for efficient analytic operations on modern hardware. It also provides computational libraries and zero-copy streaming messaging and interprocess communication. Languages currently supported include C, C++, Java, JavaScript, Python, and Ruby.
boost-accumulators
Fork of the boostorg/accumulators repository
Deep-RL-for-Portfolio-Optimization
Deep Reinforcement Learning for Portfolio Optimization
Jupytab
Display in Tableau data from Jupyter notebooks
jupytext_papermill_post
Material for the Jupytext+Papermill blog post
monitor-server-api
Monitor-server-api helps you to collect, historicize and exploit the data from your tests written with pytest and monitored with pytest-monitor.
Optimal_cleaning_for_singular_values_of_cross-covariance_matrices
Python scripts from paper Optimal cleaning for singular values of cross-covariance matrices, by Florent Benaych-Georges, Jean-Philippe Bouchaud, Marc Potters (see https://arxiv.org/abs/1901.05543)
pytest-monitor
Pytest plugin for analyzing resource usage during test sessions
python_pipeline_blog_post
How to test a Dask pipeline with Pytest
slides-osxp21
Slides for Pytest-monitor presentation at Open Source Experience on Nov 9th, 2021
Capital Fund Management's Repositories
CFMTech/pytest-monitor
Pytest plugin for analyzing resource usage during test sessions
CFMTech/Jupytab
Display in Tableau data from Jupyter notebooks
CFMTech/Deep-RL-for-Portfolio-Optimization
Deep Reinforcement Learning for Portfolio Optimization
CFMTech/jupytext_papermill_post
Material for the Jupytext+Papermill blog post
CFMTech/monitor-server-api
Monitor-server-api helps you to collect, historicize and exploit the data from your tests written with pytest and monitored with pytest-monitor.
CFMTech/python_pipeline_blog_post
How to test a Dask pipeline with Pytest
CFMTech/Optimal_cleaning_for_singular_values_of_cross-covariance_matrices
Python scripts from paper Optimal cleaning for singular values of cross-covariance matrices, by Florent Benaych-Georges, Jean-Philippe Bouchaud, Marc Potters (see https://arxiv.org/abs/1901.05543)
CFMTech/arrow
Apache Arrow is a cross-language development platform for in-memory data. It specifies a standardized language-independent columnar memory format for flat and hierarchical data, organized for efficient analytic operations on modern hardware. It also provides computational libraries and zero-copy streaming messaging and interprocess communication. Languages currently supported include C, C++, Java, JavaScript, Python, and Ruby.
CFMTech/boost-accumulators
Fork of the boostorg/accumulators repository
CFMTech/rust-gitlab
CFMTech/slides-osxp21
Slides for Pytest-monitor presentation at Open Source Experience on Nov 9th, 2021
CFMTech/snakemake
This is the development home of the workflow management system Snakemake. For general information, see
CFMTech/snakemake-executor-plugin-aws-batch
A Snakemake executor plugin for AWS Batch
CFMTech/snakemake-storage-plugin-s3
A Snakemake storage plugin for S3 API storage (AWS S3, MinIO, etc.)