Alternatives and similar repositories for RealizedQuantities:

Users that are interested in RealizedQuantities are comparing it to the libraries listed below

• matzhaugen / analytic_shrinkage
  Non-Linear Covariance Shrinkage
  ☆14Updated 3 years ago
• RefaelLasry / EstimationOfCovarianceMatrix
  Estimation of the Covariance Matrix - linear and nonlinear shrinkage
  ☆22Updated 2 years ago
• werleycordeiro / Dynamic_Nelson_Siegel_Svensson_Kalman_Filter
  Python Package: Fitting and Forecasting the yield curve
  ☆37Updated 4 years ago
• BayerSe / VaR-Backtesting
  Implementation of a variety of Value-at-Risk backtests
  ☆36Updated 5 years ago
• JackJacquier / SABR-Implied-Volatility
  SABR Implied volatility asymptotics
  ☆22Updated 4 years ago
• wesley1001 / factorlab
  FactorLab is a python library which enables the transformation of raw data into informative alpha and risk factors used in the investment…
  ☆19Updated 3 years ago
• Liuyi-Hu / regime_switch_model
  Regime-Switching Model
  ☆17Updated 7 years ago
• pingfcc99 / FixedIncomeQuantTrading
  ☆17Updated 7 years ago
• thedatabeat / SVI
  ☆50Updated 7 years ago
• miabrahams / PricingTermStructure
  Pricing the Term Structure with Linear Regressions
  ☆37Updated 7 years ago
• yinsenm / gerber
  Gerber robust statistics for portfolio optimization
  ☆57Updated 2 years ago
• PierreNowi / cs230-project
  Deep Reinforcement Learning Framework for Factor Investing
  ☆26Updated 2 years ago
• mfrdixon / Deep_Fundamental_Factors
  Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
  ☆59Updated 2 years ago
• quantrocket-codeload / pairs-pipeline
  Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …
  ☆35Updated last year
• clf110510 / stochastic-volatility
  three stochastic volatility model: Heston, SABR, SVI
  ☆87Updated 6 years ago
• wolfws / sandbox-portfolio-optimization-cvxpy
  CVXPY Portfolio Optimization Sample
  ☆46Updated 8 years ago
• omartinsky / BlackLitterman
  Implementation of the famous Black-Litterman model in Jupyter notebook
  ☆41Updated 4 years ago
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆33Updated 6 years ago
• yuba316 / SABR_Volatility_Arbitrage
  A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model
  ☆23Updated 2 years ago
• tryggviy / barra_model
  This is an internship project aiming to make Attribution Analysis for general equity funds in China market
  ☆14Updated 6 years ago
• DanielPNewman / all-weather-risk-parity
  create all-weather risk parity weights and back-test
  ☆30Updated 3 years ago
• anthonyng2 / Time-Series-Momentum
  ☆18Updated 8 years ago
• costantinontario / Optimal-Rebalancing-Strategy-using-Dynamic-Programming
  Optimal Rebalancing Strategy Using Dynamic Programming for Institutional Portfolios
  ☆22Updated 10 years ago
• Topaceminem / DCC-GARCH
  DCC GARCH modeling in Python
  ☆92Updated 5 years ago
• rfbressan / py_ssvi
  Calibration of a Surface SVI
  ☆12Updated 6 years ago
• JunbeomL22 / SurfaceFitting
  Fitting Volatility using SSVI with quotient phi, but by slice fitting fashion
  ☆14Updated 11 months ago
• wangys96 / SVI-Volatility-Surface-Calibration
  SVI volatility surface model and an example of China 50ETF option
  ☆67Updated 4 years ago
• xuruilong100 / ATSMTI
  Affine Term-Structure Models: Theory and Implementation
  ☆13Updated 5 years ago
• HoagieT / Inflation-Nowcast-Model
  A dynamic factor model to forecasts inflation, i.e. CPI, PPI. WindAPI is required to extract vintages.
  ☆14Updated 4 years ago
• nkonts / replication-the-virtue-of-complexity-in-return-prediction
  Replication of https://ssrn.com/abstract=3984925
  ☆33Updated last year