Online (incremental) covariance, correlation, and precision estimation in Python — the streaming complement to sklearn.covariance. Use when code needs a covariance/correlation matrix updated per observation, recomputes np.cov/np.corrcoef in a rolling loop, must judge or compare covariance estimates, or proposes a new…
Use when operating in a portfoliors finance workspace, reviewing portfolios, generating reports, drafting decisions, or working with INVESTMENTPOLICY.md, positions.json, portfolio/policy.toml, diary, decisions, theses, reports, or watchlist files.
At most 3 mods per repository are shown here, and a mod shipped inside a plugin is left to that plugin's page — the rest are on their repository pages: