Skip to content

feat(portfolio): Read data and calculate mean-variance for returns #81

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Open
SaurabhJamadagni wants to merge 11 commits into
base: master
Choose a base branch
from
Open

feat(portfolio): Read data and calculate mean-variance for returns #81

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
11 commits
Select commit Hold shift + click to select a range
287c94e
feat: read csv + mean returns and covariance
SaurabhJamadagni Sep 15, 2025
f36f7e6
fix: fixing linting errors
SaurabhJamadagni Sep 15, 2025
b991e58
Merge branch 'master' of https://github.com/carlobortolan/quantrs int…
carlobortolan Oct 15, 2025
db3c10a
feat(data): fetch stocks data from Alpha Vantage (#65)
SaurabhJamadagni Sep 15, 2025
cbcd01f
feat(bindings): add python bindings for fixed_income (#79)
carlobortolan Sep 16, 2025
9b5d4a9
chore(deps): bump tokio from 1.47.1 to 1.48.0 (#90)
dependabot[bot] Oct 15, 2025
2a9c5c9
fix: code review changes + allocated arrays
SaurabhJamadagni Feb 4, 2026
0e9f43c
fix: merge conflict resolution
SaurabhJamadagni Feb 4, 2026
00ff79f
fix: merge conflicts
SaurabhJamadagni Feb 4, 2026
76ec664
fix: merge conflicts on lib.rs
SaurabhJamadagni Feb 4, 2026
6f1fcb3
Merge branch 'master' of https://github.com/carlobortolan/quantrs int…
carlobortolan Feb 22, 2026
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
78 changes: 78 additions & 0 deletions Cargo.lock
View file
Open in desktop

Some generated files are not rendered by default. Learn more about how customized files appear on GitHub.

78 changes: 78 additions & 0 deletions Cargo.lock.MSRV
View file
Open in desktop

Some generated files are not rendered by default. Learn more about how customized files appear on GitHub.

3 changes: 3 additions & 0 deletions Cargo.toml
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -34,6 +34,9 @@ rand = "0.9.2"
rand_distr = "0.5.1"
rayon = "1.10.0"
statrs = "0.18.0"
ndarray = "0.17.1"
ndarray-stats = "0.7.0"
csv = "1.4.0"
reqwest = { version = "0.13.1", features = ["json"] }
serde = "1.0.219"
serde-aux = "4.7.0"
Expand Down
6 changes: 6 additions & 0 deletions bindings/python/README.md
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -7,7 +7,10 @@
[![codecov-quantrs][codecov-badge]][codecov-url]
![Crates.io MSRV][crates-msrv-badge]
![Crates.io downloads][crates-download-badge]
<<<<<<< HEAD
[![PyPI version][pypi-version]][pypi-url]
=======
>>>>>>> 459f544 (feat(bindings): add python bindings for fixed_income (#79))

[actions-test-badge]: https://github.com/carlobortolan/quantrs/actions/workflows/ci.yml/badge.svg
[crates-badge]: https://img.shields.io/crates/v/quantrs.svg
Expand All @@ -19,10 +22,13 @@
[codecov-url]: https://codecov.io/gh/carlobortolan/quantrs
[crates-msrv-badge]: https://img.shields.io/crates/msrv/quantrs
[crates-download-badge]: https://img.shields.io/crates/d/quantrs
<<<<<<< HEAD
[pypi-version]: https://img.shields.io/pypi/v/quantrs.svg
[pypi-url]: https://pypi.org/project/quantrs
<!-- [![Python versions](https://img.shields.io/pypi/pyversions/quantrs.svg)](https://pypi.org/project/quantrs/) -->
<!-- [![PyPI downloads](https://img.shields.io/pypi/dm/quantrs.svg)](https://pypi.org/project/quantrs/) -->
=======
>>>>>>> 459f544 (feat(bindings): add python bindings for fixed_income (#79))

Quantrs is a tiny quantitative finance library for Rust. These are the Python bindings for it.
It is designed to be as intuitive and easy to use as possible so that you can work with derivatives without the need to write complex code or have a PhD in reading QuantLib documentation.
Expand Down
Loading