Quantitative portfolio construction and optimization platform built on skfolio and scikit-learn.
-
Updated
Mar 4, 2026 - Python
Quantitative portfolio construction and optimization platform built on skfolio and scikit-learn.
Production-grade Rust execution infrastructure for automated trading. Zero-allocation hot paths. No panics on external input. MIRI-verified memory safety. Python computes the strategy. nanobook handles everything else.
Hull Tactical v7.1: A regime-aware "grey box" strategy for S&P 500 prediction. Combines Econophysics (Chaos/Entropy) with LightGBM and "Smart Noise" logic to challenge the EMH. (Mean Adj. Sharpe: 0.806)
Add a description, image, and links to the quantfinance topic page so that developers can more easily learn about it.
To associate your repository with the quantfinance topic, visit your repo's landing page and select "manage topics."