GitHub - Elamraoui-Sohayb/HudsonThames_SoldierOfFortune: "Soldier of Fortune" skill set challenge for Hudson & Thames' (c) quant developer application. Exercise consists in writing Python code for a minimum spanning tree computation, where graph nodes are financial instruments and edges are correlation distances between mutual historical price data sets.

Elamraoui-Sohayb / HudsonThames_SoldierOfFortune Public

Notifications You must be signed in to change notification settings
Fork 1
Star 1

"Soldier of Fortune" skill set challenge for Hudson & Thames' (c) quant developer application. Exercise consists in writing Python code for a minimum spanning tree computation, where graph nodes are financial instruments and edges are correlation distances between mutual historical price data sets.

1 star 1 fork Branches Tags Activity

Star

Notifications

Branches Tags

Name		Name	Last commit message	Last commit date
Latest commit History 4 Commits
.spyproject		.spyproject
__pycache__		__pycache__
.gitattributes		.gitattributes
min_span_tree.py		min_span_tree.py
mst_unit_test.py		mst_unit_test.py
oil.csv		oil.csv