Research and Backtests I have been working on...enjoy
☆72Mar 8, 2021Updated 5 years ago
Alternatives and similar repositories for Public_Research_and_Backtests
Users that are interested in Public_Research_and_Backtests are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Built a smart beta portfolio and compared it to a benchmark index by calculating the tracking error. Built a portfolio using quadratic pr…☆69Feb 7, 2019Updated 7 years ago
- Covariance Matrix Estimation via Factor Models☆38Mar 25, 2019Updated 7 years ago
- Performance Attribution for Equity Portfolios☆24Aug 21, 2023Updated 3 years ago
- PortfolioLab is a python library that enables traders who want to take advantage of the latest portfolio optimisation algorithms used by …☆19Jan 11, 2021Updated 5 years ago
- Analysis of the results of the paper "Predicting the direction of stock market prices using random forest" (2016) by Khaidem et al.☆13Aug 25, 2019Updated 7 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.
- Robust Bond Portfolio Construction via Convex-Concave Saddle Point Optimization☆14May 13, 2024Updated 2 years ago
- This is a finance factor model, risk model, portfolio optimization, strategies research library.☆16Nov 11, 2018Updated 7 years ago
- Web dashboard to visualize equity factor dynamics using solely publicly available data.☆19Feb 11, 2021Updated 5 years ago
- Code and data for my blogs☆91Mar 2, 2021Updated 5 years ago
- ☆64Feb 17, 2023Updated 3 years ago
- Volatility-surface construction and anomaly detection with autoencoders and regime features.☆29Jun 6, 2025Updated last year
- Implemented the paper Kinlaw, W., Kritzman, M., & Turkington, D. (2019). Crowded trades: Implications for sector rotation and factor timi…☆23Sep 22, 2026Updated last month
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆135Dec 31, 2018Updated 7 years ago
- ☆19Oct 30, 2026Updated last week
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Use hidden Markov models to label regimes on S&P 500 data, train three classifiers (naive Bayes, logistic regression, and support vector …☆16Feb 28, 2023Updated 3 years ago
- Value and Momentum Using Machine Learning☆11Jan 3, 2021Updated 5 years ago
- Stochastic volatility models☆19Nov 14, 2018Updated 7 years ago
- ☆10Mar 28, 2022Updated 4 years ago
- ☆11Dec 3, 2020Updated 5 years ago
- ☆12Sep 11, 2023Updated 3 years ago
- A trading algorithm utilizing a Naive Bayes classifier to predict expected returns, GARCH (1,1) volatility forecasting, and the Markowitz…☆10Dec 22, 2017Updated 8 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆35Jan 30, 2024Updated 2 years ago
- A pipeline to optimize a portfolio of assets and test it against unseen data.☆14Jan 17, 2020Updated 6 years ago
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- ☆11Dec 14, 2016Updated 9 years ago
- Python for Trading Meetup (December 3, 2019)☆19Jan 4, 2020Updated 6 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Oct 16, 2022Updated 4 years ago
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆399Aug 7, 2018Updated 8 years ago
- A test showing TimescaleDB integrated into a Django application☆16Oct 4, 2020Updated 6 years ago
- ☆16Dec 16, 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
- ☆17Mar 5, 2022Updated 4 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆36Oct 9, 2026Updated 3 weeks ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- factor return calculation, mean-variance / Black&Litterman portfolio optimization, risk decomposition☆32Feb 10, 2019Updated 7 years ago
- Website dedicated to a book on machine learning for factor investing☆259Jul 17, 2023Updated 3 years ago
- IPython Notebooks from old blog posts☆28Jul 5, 2017Updated 9 years ago
- A Qt GUI interface and build system for QuantConnect's Lean☆20Apr 5, 2021Updated 5 years ago
- ML pipeline for SmartBeta momentum factor on equity portfolio☆12Jan 25, 2016Updated 10 years ago
- ☆32Sep 12, 2025Updated last year
- Contains the code for my financial machine learning articles☆50Oct 1, 2020Updated 6 years ago