Technical-Incerto-Reading-Club / code-examplesLinks
Repository for the code examples backing each meet-up session
☆29Updated 3 years ago
Alternatives and similar repositories for code-examples
Users that are interested in code-examples are comparing it to the libraries listed below
Sorting:
- Code and Notes for fat-tailed statistics.☆68Updated 7 months ago
- This repository contains a website for the Technical Incerto Reading Club meetup group.☆67Updated last year
- Python / R / Mathematica / ___ code and commentaries based on Nassim Taleb's "Statistical Consequences of Fat Tails" - Feel free to contr…☆86Updated 4 years ago
- Material for Antoine Savine's Computational Finance Lectures at Copenhagen University & Kings College London☆67Updated 5 years ago
- Nonlinear Nonparametric Statistics☆92Updated last week
- Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…☆144Updated 3 years ago
- Bayesian models to compute performance and uncertainty of returns and alpha.☆111Updated 2 years ago
- World beating online covariance and portfolio construction.☆309Updated this week
- Solid Numerai pipelines☆116Updated last month
- Economic scenario generator for python: simulate stocks, interest rates, and other stochastic processes.☆139Updated 2 years ago
- If you can measure it, consider it predicted☆362Updated this week
- Python API and command line interface for the numer.ai machine learning competition☆190Updated 3 weeks ago
- Probabilistic programming framework that facilitates objective model selection for time-varying parameter models.☆169Updated last year
- Code that I show on my YouTube Channel☆103Updated 2 years ago
- Streamlit App and Notebook For CWARP☆83Updated 2 years ago
- Notebooks for https://python.quantecon.org☆239Updated this week
- An Open-Source Implementation of the Critical-Line Algorithm for Portfolio Optimization☆35Updated 3 years ago
- Mathematical finance cheat sheet.☆237Updated 6 years ago
- ☆52Updated last year
- A Python implementation of the rough Bergomi model.☆128Updated 7 years ago
- Implements Path Shadowing Monte Carlo (PSMC).☆81Updated 10 months ago
- Website dedicated to a book on machine learning for factor investing☆235Updated 2 years ago
- implementation of the two-factor quintic OU model☆10Updated 7 months ago
- Ikaros is a free financial library built in pure python that can be used to get information for single stocks, generate signals and build…