This project tries to replicate hedge funds returns.
☆30Apr 1, 2019Updated 7 years ago
Alternatives and similar repositories for Hedge-Fund-replication
Users that are interested in Hedge-Fund-replication are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Hedge fund replication via machine learning☆13Oct 31, 2022Updated 3 years ago
- ☆10Mar 23, 2018Updated 8 years ago
- Developed a deep learning model that allows trading firms to analyze large patterns of stock market data and look for possible permutatio…☆68Jun 30, 2019Updated 7 years ago
- A framework for detecting misreported returns in hedge funds.☆16Aug 25, 2019Updated 6 years ago
- Multi-factor Risk Models of Asset or Portfolio Returns☆10May 4, 2021Updated 5 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.
- Brainstellar gives step-wise approach to interview puzzles and written tests for analytics and Quant jobs.☆30Apr 11, 2026Updated 3 months ago
- PCA, Factor Analysis, CCA, Sparse Covariance Matrix Estimation, Imputation, Multiple Hypothesis Testing☆10Nov 6, 2021Updated 4 years ago
- R Implementation of the Time Varying Cointegration by Bierens and Martins 2010☆10Apr 14, 2016Updated 10 years ago
- Using a dataset of hedge fund indices, I had computed various risk parameters, explicitly Value at risk (VaR), drawdown and deviation fro…☆26Aug 10, 2020Updated 5 years ago
- Presentation for QuantCon 2016☆11Apr 9, 2016Updated 10 years ago
- Short-term momentum trading strategy implemented for the lecture "Systematic risk premia strategies traded at hedge funds" at University …☆47Mar 23, 2022Updated 4 years ago
- Machine Learning for Factor Investing in Python☆11Nov 24, 2020Updated 5 years ago
- funds are the future!☆21Jul 6, 2021Updated 5 years ago
- A student Investment portfolio web app built with various optimization techniques and screening parameters from core finance☆17May 2, 2023Updated 3 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.
- Non-Linear Covariance Shrinkage☆16Jan 1, 2022Updated 4 years ago
- A blockchain protocol for tokenized hedge funds☆102May 8, 2018Updated 8 years ago
- Convolutional Neural Network (CNN) was trained on 48x48 pixel grayscale images to predict 5 different emotions from images. Ten different…☆11Sep 21, 2022Updated 3 years ago
- Hurdle Distributed Multinomial Regression (HDMR) implemented in Julia☆26Aug 23, 2023Updated 2 years ago
- An Excel integration of OpenGamma Strata.☆13Sep 19, 2021Updated 4 years ago
- Julia package providing access to the Fama-French data available on the Ken French Data Library☆11Oct 26, 2025Updated 8 months ago
- Replications data and code for "LaLonde (1986) after Nearly Four Decades: Lessons Learned"☆34Jun 14, 2024Updated 2 years ago
- 📈 Uptime monitor and status page for OpenBB, powered by @upptime☆14Updated this week
- Bayesian Regression Models using pymc3☆11Feb 4, 2017Updated 9 years ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- Tutorials for the Machine Learning for Time Series class - Master MVA (2021/2022)☆10Mar 3, 2022Updated 4 years ago
- R package for adaptive correlation and covariance matrix shrinkage.☆23Jan 23, 2019Updated 7 years ago
- RESTful API for Unipacker (https://github.com/unipacker/unipacker)☆15Mar 12, 2021Updated 5 years ago
- ☆10Nov 16, 2021Updated 4 years ago
- Python notebooks for my graduate class on Detection, Estimation, and Learning. Intended for in-class demonstration. Notebooks illustrate …☆26Apr 23, 2018Updated 8 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆31Mar 25, 2023Updated 3 years ago
- Estimation of the Covariance Matrix - linear and nonlinear shrinkage☆24Jul 17, 2022Updated 4 years ago
- Load American Community Survey data from the U.S. Census Bureau API into Stata☆15May 15, 2026Updated 2 months ago
- Demo of King, Lam, and Roberts algorithm☆11Sep 27, 2017Updated 8 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Presentations of the advanced topics in optimization☆11Oct 30, 2019Updated 6 years ago
- Gaussian Process Classification and Regression on Apache Spark☆11Mar 29, 2021Updated 5 years ago
- Data from paper: "Benign Effects of Automation: New Evidence from Patent Texts"☆15May 31, 2025Updated last year
- Downloads all google patent pages, assembles bag-o-words, and constructs RETech and Patent Breadth☆10Jun 9, 2025Updated last year
- Automatic Differentiation for Gradient Boosted Decision Trees.☆13May 17, 2022Updated 4 years ago
- This repository shares the open sourced codes for replicating papers in the finance and accounting literature.☆15Nov 20, 2023Updated 2 years ago
- Programming for Quantitative and Computational Finance☆13Nov 14, 2019Updated 6 years ago