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Multi-Factor Least Squares Monte Carlo energy storage valuation model (Python and .NET).

active 2023-08-162024-06-16 (UTC)

Partial coverage20,542 / 26,298 hourly files (78%) · 2 absent upstream · 5,753 failed, retryable2023-08-152026-08-14 (UTC)— sampled evenly across the window, so rankings and trends hold; absolute counts scale up.
Events
152
Pushes
83
Pull requests
7
Issues
15
Stars
6
Forks
4

Activity over time

Daily event counts in the loaded window

Line chart, 306 days from 2023-08-16 to 2024-06-16. Pushes: 83 total, peak 6 in a day. Pull requests: 7 total, peak 2 in a day. Issues: 15 total, peak 5 in a day. Comments: 18 total, peak 7 in a day. Stars: 6 total, peak 1 in a day.

  • Pushes
  • Pull requests
  • Issues
  • Comments
  • Stars

Top contributors

Pushes, PRs, issues, reviews and comments — stars and forks excluded, so this is contribution rather than popularity

ContributorContributionsPushesPRsComments
cmdty1138379
nribei9009
mattslezak-shell1000

Recent activity

Latest issues, pull requests and releases

  • Releasecmdty2024-06-16 21:49
    v1.6.0 PyPI Package
  • Issue#52cmdty2024-06-16 21:48
    Standard Error Bug
  • Pull request#54cmdty2024-06-16 21:10
  • Issue#56mattslezak-shell2024-03-09 01:27
    Example Python code for calibrating the 3-factor seasonal model will be added to this repo later.
  • Pull request#54cmdty2024-03-01 06:07
  • Issue#53cmdty2024-02-25 19:44
    Use SVD for Regression in LSMC
  • Releasecmdty2024-02-18 14:32
    v0.3.1 Excel Add-In Release
  • Pull request#51cmdty2024-02-18 14:24
  • Pull request#51cmdty2024-02-18 14:07
  • Issue#50cmdty2024-02-16 06:20
    Calculate and Return Standard Error of Delta
  • Issue#49cmdty2024-02-16 06:19
    Include Standard Error in LSMC Results
  • Releasecmdty2024-02-15 22:00
    v1.5.0 PyPI Package
  • Pull request#47cmdty2024-01-19 21:40
  • Releasecmdty2023-12-19 07:16
    Version 1.1.0 of NuGet Package
  • Releasecmdty2023-12-18 07:52
    v1.4.0 PyPI Package
  • Issue#44cmdty2023-12-17 23:00
    Fix C# Coverage
  • Issue#43cmdty2023-12-17 22:25
    Fix Warnings on Creating Python Package
  • Issue#34cmdty2023-12-17 20:26
    Mean reversion for three-factor seasonal model
  • Issue#42cmdty2023-12-17 20:10
    More Vectorisations with MKL
  • Issue#41cmdty2023-12-17 20:06
    Allow Excel Add-in Two Calculation Modes
  • Issue#40cmdty2023-11-02 20:52
    Create .NET Console App
  • Issue#30cmdty2023-11-01 21:33
    Rounding Error using time-varying ratchets
  • Pull request#38cmdty2023-10-21 19:39
  • Pull request#38cmdty2023-10-21 17:13
  • Issue comment#34nribei2023-10-12 11:46
    Mean reversion for three-factor seasonal model

Totals cover only the window loaded into ClickHouse and count events, not GitHub's lifetime totals — 6 stars here means stars gained during the window, not the repo's star count.