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1. matrix matrix Public

   matrix - a lightweight modular framework for prototyping and backtesting trading strategies

   Python

2. enclib enclib Public

   An enhanced encryption library wrapper for Python.

   Python

3. A method for dropping highly correla... A method for dropping highly correlated assets in the universe

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   # A method for dropping highly correlated assets in the universe

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   # Threshold for finding highly correlated pairs

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   CORR_THRESHOLD = 0.5

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4. Parallel class method calls in Python Parallel class method calls in Python

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   # Reference: https://stackoverflow.com/questions/50528331/parallel-class-function-calls-using-python-joblib

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   # Require: Joblib (https://joblib.readthedocs.io/en/latest/index.html)

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   from joblib import Parallel, delayed 

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