☆83Aug 2, 2022Updated 3 years ago
Alternatives and similar repositories for lppls-ci_tactical_asset_allocation
Users that are interested in lppls-ci_tactical_asset_allocation are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Library for fitting the LPPLS model to data.☆451Feb 15, 2026Updated 2 months ago
- Exploring economic and market regime forecasting using machine learning techniques and the CRISP-DM framework.☆17Aug 24, 2023Updated 2 years ago
- ☆31Aug 13, 2022Updated 3 years ago
- A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation …☆17Nov 10, 2021Updated 4 years ago
- Graphical Models in Heavy-Tailed Markets (NeurIPS 2021)☆40May 28, 2023Updated 2 years ago
- Deploy open-source AI quickly and easily - Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- ☆11Oct 6, 2020Updated 5 years ago
- Implements different approaches to tactical and strategic asset allocation☆48Dec 23, 2024Updated last year
- Fuzzy Moving Average System with Genetic Algorithm Optimisation for Trading Crude Palm Oil Futures☆28Oct 22, 2018Updated 7 years ago
- A research project to study the gamma exposure of market-makers in Bitcoin option markets.☆16Sep 12, 2020Updated 5 years ago
- Estimating Option-Implied Probability Distributions for Equity Pricing☆11Aug 25, 2020Updated 5 years ago
- ☆10Mar 23, 2018Updated 8 years ago
- Usage of policy gradient reinforcement learning to solve portfolio optimization problems (Tactical Asset Allocation).☆35Apr 25, 2019Updated 6 years ago
- Run the CBOE VIX Volatility equation on a stock of your choosing.☆23Oct 4, 2023Updated 2 years ago
- Time series regime analysis in python☆13Oct 13, 2022Updated 3 years ago
- Deploy open-source AI quickly and easily - Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- Non-parametric method for estimating regime change in bivariate time series setting.☆15Apr 14, 2017Updated 9 years ago
- This is a macro database of 570.000+ data series containing International Data (150+ countries), Interest Rates, Inflation, Monetary Data…☆15Apr 11, 2022Updated 4 years ago
- Web dashboard to visualize equity factor dynamics using solely publicly available data.☆18Feb 11, 2021Updated 5 years ago
- Pairs Trading in CTA trending strategy backtesting, by iterateing parameters on the last 6 months and pick the optimal one, then start tr…☆11Sep 13, 2017Updated 8 years ago
- Portfolio optimization and index tracking for the FTSE index using genetic algorithm☆12Jan 13, 2018Updated 8 years ago
- European Options Pricing Library☆26Nov 22, 2017Updated 8 years ago
- Easy way to convert dict to struct☆15Feb 6, 2022Updated 4 years ago
- Dynamic algorithmic trading systems in Python using Interactive Broker's Python API☆23Feb 16, 2021Updated 5 years ago
- Quantitative strategy☆13Aug 17, 2019Updated 6 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Python code for Bayesian Conditional Cointegration☆18May 28, 2017Updated 8 years ago
- A julia wrapper for Leiden algorithm to discover and plot the communities of a network.☆10Jun 10, 2021Updated 4 years ago
- Pricing examples for fixed income financial products☆10Sep 29, 2015Updated 10 years ago
- Capstone Research Project in NYU Courant☆12Jan 3, 2020Updated 6 years ago
- Useful functions to analyze Asset Backed Securities deals☆13Oct 22, 2021Updated 4 years ago
- 「Pythonで学ぶマクロ経済学 (中級+レベル)」で使うモジュール☆12Dec 5, 2025Updated 4 months ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆38Oct 19, 2020Updated 5 years ago
- A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI☆18Jun 10, 2023Updated 2 years ago
- Optimal portfolio selection☆35Mar 5, 2017Updated 9 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Simple storage for stock prices with adjusted prices calculation based on Center for Research in Security Prices (CRSP) standards☆12Feb 15, 2018Updated 8 years ago
- Calibration of parameters of Heston and Bates models using Markov Chain Monte Carlo (MCMC)☆42Oct 10, 2020Updated 5 years ago
- This repository stores the source code for the Python and R projects used to access the database.☆21Apr 3, 2026Updated 2 weeks ago
- Trading strategy based on the Maximum Pain Theory☆10Aug 27, 2016Updated 9 years ago
- Modeling the volatility of commodity futures Indices☆15Mar 17, 2017Updated 9 years ago
- These are notes for macroeconomic analysis, summarised in past years for macro trading/analysis.☆31Jun 5, 2022Updated 3 years ago
- Implemented the trading platform discussed in the book: Professional Automated Trading: Theory and Practice by Eugene A. Durenard.☆10Mar 22, 2023Updated 3 years ago