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
- 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
- Shiny app for projecting retirement funds / benefits☆22Jan 6, 2026Updated 7 months ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- 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
- Multi-Factor model with regression method☆10May 4, 2019Updated 7 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 6 years ago
- Capital Asset Pricing Model implementation in python to analyze stock risk and return.☆26Dec 16, 2021Updated 4 years ago
- Accompanying package of the book 'Financial Risk Modelling and Portfolio Optimisation with R', second edition. The data sets used in the …☆13Dec 7, 2016Updated 9 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
- Non-Linear Covariance Shrinkage☆16Jan 1, 2022Updated 4 years ago
- Gnome Signals for Profit Trailer☆24Jan 25, 2021Updated 5 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.
- ⚡ FutureGPT - Application development framework that connects GPT-4 with external data, the internet, other applications and language mod…☆13May 14, 2023Updated 3 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
- Python Implementation of the Paper "Attention based dynamic graph neural network for asset pricing" -Published in Global Finance Journal☆14Oct 11, 2023Updated 2 years ago
- Deep Recurrent Neural Networks (RNNs) for Time-Series Prediction☆21Oct 24, 2017Updated 8 years ago
- Julia package providing access to the Fama-French data available on the Ken French Data Library☆11Oct 26, 2025Updated 9 months ago
- Python and R code for text analysis and topic modeling☆11Jun 14, 2021Updated 5 years ago
- Replications data and code for "LaLonde (1986) after Nearly Four Decades: Lessons Learned"☆34Jun 14, 2024Updated 2 years ago
- Investment Funnel 📈 is an open-source python platform designed for an easy development and backtesting of outperforming investment strat…☆73Updated this week
- Clean BLS data on employment and unemployment by county.☆13Feb 26, 2021Updated 5 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.
- Tutorials for the Machine Learning for Time Series class - Master MVA (2021/2022)☆10Mar 3, 2022Updated 4 years ago
- Data and regressions on Premier League teams from 2000-01 through to 2016-17☆11Jul 31, 2017Updated 9 years ago
- Imputing missing stock anomalies data with EM implementation☆15Feb 19, 2024Updated 2 years ago
- ☆10Nov 16, 2021Updated 4 years ago
- An implementation of the tidyr package in Stata☆14Apr 6, 2026Updated 4 months 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
- 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
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Downloads all google patent pages, assembles bag-o-words, and constructs RETech and Patent Breadth☆10Jun 9, 2025Updated last year
- PHP debug tool for controlling time and randomness while testing. Predictability is all.☆13Jan 16, 2020Updated 6 years ago
- Programming for Quantitative and Computational Finance☆13Nov 14, 2019Updated 6 years ago
- Generalized linear regression models with network-regularization in R.☆15Jul 9, 2024Updated 2 years ago
- This is a repository that contains Python implementations of Machine Learning (ML) models from scratch.☆10Aug 9, 2020Updated 6 years ago
- This module contains the core code for the missing data imputation proposed in the the paper "Missing Financial Data". It is intended for…☆13Jan 20, 2024Updated 2 years ago
- Code to get data from WRDS to PostgreSQL☆51Jul 29, 2026Updated 2 weeks ago