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Zé Vinícius

mirca
Clear Water Bay, Hong Kong

Hi there! I'm a PhD student at HKUST. I write open source R, Python, and C++ code for applied finance, machine learning, and scientific computation. More recently, I maintain the packages riskParityPortfolio and riskparity.py for risk-based portfolio design and spectralGraphTopology for learning graphs from data. Learn more about me on my website and check out the projects I contribute to on my GitHub profile.

3 sponsors have funded mirca’s work.

@dppalomar
@barentsen
@taskswithcode

Featured work

  1. astropy/astropy

    Astronomy and astrophysics core library

    Python 4,502
  2. dppalomar/riskParityPortfolio

    Design of Risk Parity Portfolios

    R 107

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I'm glad the code I write has been useful to you. Thanks for your generosity.