Technical-Incerto-Reading-Club / code-examplesLinks
Repository for the code examples backing each meet-up session
☆30Updated 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:
- This repository contains a website for the Technical Incerto Reading Club meetup group.☆68Updated last year
- Code and Notes for fat-tailed statistics.☆69Updated 9 months ago
- Python / R / Mathematica / ___ code and commentaries based on Nassim Taleb's "Statistical Consequences of Fat Tails" - Feel free to contr…☆87Updated 4 years ago
- Material for Antoine Savine's Computational Finance Lectures at Copenhagen University & Kings College London☆68Updated 5 years ago
- Bayesian models to compute performance and uncertainty of returns and alpha.☆111Updated 2 years ago
- Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…☆144Updated 3 years ago
- Nonlinear Nonparametric Statistics☆95Updated this week
- Solid Numerai pipelines☆122Updated 2 months ago
- A portfolio management algorithm for the 21st century.☆93Updated 5 years ago
- Mathematical finance cheat sheet.☆238Updated 6 years ago
- Depricated repo. Please refer to mlfinlab☆113Updated 5 years ago
- Jupyter notebooks on time series econometrics topics.☆296Updated 2 years ago
- World beating online covariance and portfolio construction.☆311Updated last month
- Source files for "Lectures in Quantitative Economics" -- Python version☆194Updated 5 years ago
- If you can measure it, consider it predicted☆365Updated last month
- Implements Path Shadowing Monte Carlo (PSMC).☆83Updated 11 months ago
- Code that I show on my YouTube Channel☆104Updated 2 years ago
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆135Updated 4 years ago
- Notebooks for https://python.quantecon.org☆238Updated last week
- Economic scenario generator for python: simulate stocks, interest rates, and other stochastic processes.☆141Updated 2 years ago
- Probabilistic programming framework that facilitates objective model selection for time-varying parameter models.☆168Updated last year
- Replication codes for Deep Learning Credit Risk Modeling by Manzo, Qiao☆21Updated 3 years ago
- Quant Research☆93Updated 2 weeks ago
- How to detect stock market crashes with topology.☆82Updated 4 years ago
- ☆77Updated 4 years ago
- Website dedicated to a book on machine learning for factor investing☆236Updated 2 years ago
- This repository contains a reference implementation of the Markowitz portfolio optimization problem discussed in the paper Markowitz Port…☆35Updated this week
- Streamlit App and Notebook For CWARP☆84Updated 2 years ago
- ☆195Updated 5 years ago
- ☆17Updated 8 years ago