Code for various data snooping tests on financial time series.
☆22May 26, 2015Updated 11 years ago
Alternatives and similar repositories for Data-Snooping-Tests
Users that are interested in Data-Snooping-Tests are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆14Apr 1, 2019Updated 7 years ago
- The Thalesians' LaTeX library☆11Feb 12, 2024Updated 2 years ago
- ☆47May 5, 2016Updated 10 years ago
- slides for presentations I have given☆22Oct 18, 2019Updated 6 years ago
- various dotfiles☆25Feb 2, 2023Updated 3 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- ANN-based Expectations Algorithm applied to the Neoclassical Investment Model☆10Mar 15, 2023Updated 3 years ago
- A toolbox for simulating and estimating long-term causal effects in the presence of unobserved confounding.☆14Feb 20, 2023Updated 3 years ago
- Download files from Common Lisp through Drakma.☆39Jan 21, 2023Updated 3 years ago
- Collection of Python3 modules for working with outranking graphs☆10Updated this week
- This repository will be used to organize all the codes and notes written on the Empirical asset pricing course given at the school of eco…☆12Apr 11, 2023Updated 3 years ago
- Quark, A Functional, Purely Homoiconic, Concatenative Language☆29Feb 12, 2016Updated 10 years ago
- forerunner of ydiff - a structural comparison tool for Python☆14Jul 6, 2013Updated 13 years ago
- ☆11Mar 19, 2018Updated 8 years ago
- Implementations of the graphical lasso method to estimation of covariance matrices in finance.☆36Oct 31, 2012Updated 13 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- AllConcur: Algorithm for LeaderLess CONCURrent atomic broadcast☆31Feb 8, 2017Updated 9 years ago
- Generalized Method of Moments estimation☆15Mar 23, 2025Updated last year
- Simulation framework for Swarms related application☆11Dec 6, 2022Updated 3 years ago
- The code for network autoregression model (NAR)☆10May 12, 2016Updated 10 years ago
- the codes and some preliminary progress in the work of robust stochastic portfolio optimization☆11Oct 15, 2020Updated 5 years ago
- Haskell trading framework.☆11Apr 3, 2016Updated 10 years ago
- Replicate "Bond Risk Premia" by John H. Cochrane, Monika Piazzesi in Python☆13Apr 12, 2023Updated 3 years ago
- ☆10Dec 6, 2021Updated 4 years ago
- A lean package to estimate financial asset betas☆14Feb 12, 2023Updated 3 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- A python package for decision-making algorithms☆11Jul 8, 2025Updated last year
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆12Dec 31, 2018Updated 7 years ago
- Python Bloomberg API and Pandas Wrapper☆52Dec 30, 2019Updated 6 years ago
- Scanner that finds patterns in stocks/options/futures and discerns future risk/reward. Ie, money ball engine.☆24Aug 6, 2021Updated 5 years ago
- Efficient Bayesian estimation for GARCH-type models via Sequential Monte Carlo☆10Jun 11, 2019Updated 7 years ago
- Replication code for simulating and estimation by GMM of DSGE models with higher-order statistics☆11Apr 8, 2022Updated 4 years ago
- Stock Price(Candlestick, Chart) Pattern Modeling(Detection)☆16Jun 18, 2026Updated 2 months ago
- High frequency AI based algorithmic trading module.☆73May 14, 2016Updated 10 years ago
- ☆13Mar 11, 2023Updated 3 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- ⛔️ DEPRECATED/NO LONGER MAINTAINED ⛔️ Materials for the Big Data, Visualization, and Society course at MIT DUSP - Spring 2018☆11Apr 16, 2025Updated last year
- Add a resize handle to your CodeMirror editor☆11Dec 21, 2018Updated 7 years ago
- Open NinjaTrader data files with Python☆13Apr 10, 2018Updated 8 years ago
- Matlab library for Time Varying Parameter Vector Auto Regressions with Stochastic Volatility (Bayesian solution)☆13Jan 11, 2018Updated 8 years ago
- I use TVP-VAR methodology with a stochastic volatility model to investigate the forecasting performance on macroeconomic variables. In pa…☆10Nov 17, 2019Updated 6 years ago
- Multivariate Adaptive Regression Splines for Time Series Prediction☆19Jun 21, 2023Updated 3 years ago
- RDF Graph Database (http://grid.hust.edu.cn/triplebit/)☆11Sep 19, 2014Updated 11 years ago