Note for quant research, for study
☆12Mar 28, 2022Updated 4 years ago
Alternatives and similar repositories for QuantResearch_Note
Users that are interested in QuantResearch_Note are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- modeling FICC market with QuantLib☆25Sep 19, 2026Updated last month
- quantitative asset allocation strategy☆38Sep 19, 2026Updated last month
- detecting regime of financial market☆126Sep 24, 2026Updated last month
- 理財機器人實作-包含單因子選股策略、投資組合最佳化、停損再平衡、定期再平衡(下載可直接執行)☆12Apr 25, 2024Updated 2 years ago
- Detection of GARCH volatility Regime-switches in Python☆13Dec 20, 2020Updated 5 years 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.
- ☆11Oct 29, 2019Updated 7 years ago
- ☆16Feb 21, 2023Updated 3 years ago
- ETF交易☆12May 20, 2022Updated 4 years ago
- This trading strategy deploy the copula model to define the divergence of two correlated asset. The backtesting system is built on backtr…☆23May 31, 2022Updated 4 years ago
- Estimate the parameters of an Ornstein-Uhlenbeck stochastic process☆10May 8, 2020Updated 6 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10May 11, 2020Updated 6 years ago
- IMF workshop May 2025☆15Dec 8, 2025Updated 10 months ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆28Dec 10, 2018Updated 7 years ago
- Using Parallel Computing for Macroeconomic Forecasting at the Federal Reserve Bank of New York (JuliaCon 2017 presentation)☆10Aug 3, 2017Updated 9 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.
- A log likelihood process for optimal entry / exit / stopping.☆14Jun 15, 2022Updated 4 years ago
- Vine_Copula_based_ARMA_EGARCH☆10Feb 10, 2019Updated 7 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆30Oct 21, 2018Updated 8 years ago
- Toolbox for the simulation of small-medium scale macroeconometric models☆10Dec 15, 2023Updated 2 years ago
- Portfolio Quantitative Research☆12Feb 20, 2022Updated 4 years ago
- Multi-factor Risk Models of Asset or Portfolio Returns☆10May 4, 2021Updated 5 years ago
- This paper studies how a machine learning algorithm can generate tactical allocation which outperforms returns for a pre-defined benchmar…☆16Dec 3, 2020Updated 5 years ago
- This repository contains a collection of functions to evaluate investment strategies regarding multiple testing concerns.☆11Apr 28, 2025Updated last year
- Collection of notebooks about quantitative finance, with interactive python code.☆24Nov 22, 2019Updated 6 years 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.
- A Python based implementation of swap curve bootstrapping using a multi-dimensional solver.☆12Aug 17, 2025Updated last year
- Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,exte…☆37Apr 27, 2019Updated 7 years ago
- 根据20170925-华泰期货-CTA量化策略因子系列(二):动量因子研报进行复现☆39Mar 20, 2023Updated 3 years ago
- A simple Dash and Plotly dashboard to review and compare federal economic data☆14Feb 1, 2022Updated 4 years ago
- R package to download Banxico data☆11Oct 15, 2026Updated 2 weeks ago
- This is an example of a paper in LaTeX for the conference NeurIPS 2019.☆15May 23, 2020Updated 6 years ago
- Method for systematically selecting strikes and managing risk of an SPX-based volatility premium capture strategy. Created by Quant Galor…☆14Apr 5, 2023Updated 3 years ago
- Skillset Challenge for the Apprenticeship Program☆21Jan 8, 2022Updated 4 years ago
- 一些自用的金融指标分析工具☆26Jul 20, 2026Updated 3 months 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.
- Replicates the script for generating the Wu Xia shadow rate term structure model in python☆10Jan 12, 2016Updated 10 years ago
- Code to simplify data extraction using the Bloomberg desktop API for VBA Users. Can pull reference data, bulk reference data, historical …☆14Oct 18, 2024Updated 2 years ago
- Machine Learning My Way (MLMW): a self-study guide for probability, statistics, econometrics and machine learning.☆12May 22, 2026Updated 5 months ago
- A model simulation shows how pairs trading could be used for two S&P500 traded stocks. It proofs that the strategy is successful on real…☆27Sep 9, 2020Updated 6 years ago
- A forecasting tool for time series, Long Term Prediction.☆12Aug 9, 2014Updated 12 years ago
- Greedy Gaussian Segmentation☆102Jan 2, 2023Updated 3 years ago
- ☆27May 3, 2022Updated 4 years ago