This project is based upon the paper: Frazzini, A. & Pedersen, L. (2014). Betting against beta.
☆23Jan 20, 2022Updated 4 years ago
Alternatives and similar repositories for Betting-Against-Beta
Users that are interested in Betting-Against-Beta are comparing it to the libraries listed below
Sorting:
- ☆24Jan 26, 2020Updated 6 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
- Tool performing NLP on annual 10K filings using Spacy, Gensim etc.☆10May 23, 2023Updated 2 years ago
- Fully automated trading system, strategy based on Kalman filter☆13May 7, 2018Updated 7 years ago
- Repository for algorithmic trading ideas☆10Aug 12, 2021Updated 4 years ago
- Quadratic program minimizing risk while maintaining an expected return with the addition of rollover in the foreign exchange market☆12Nov 2, 2016Updated 9 years ago
- experiments with crypto trading☆16Jul 26, 2024Updated last year
- A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation …☆16Nov 10, 2021Updated 4 years ago
- ☆13Nov 20, 2020Updated 5 years ago
- PortfolioLab is a python library that enables traders who want to take advantage of the latest portfolio optimisation algorithms used by …☆17Jan 11, 2021Updated 5 years ago
- Pairs Trading with Alpaca - created on behalf of AlgoTrading101.com for alpaca.markets/learn☆17Dec 8, 2020Updated 5 years ago
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆22Mar 7, 2024Updated 2 years ago
- The purpose of this script is to implement a very simple trading strategy with Python. This strategy is based on the difference between s…☆19Jul 5, 2019Updated 6 years ago
- Baruch course - Market Microstructure☆14Feb 2, 2016Updated 10 years ago
- My solutions for the “C++ Programming for Financial Engineering” Online Certificate. It is a joint project by the Baruch MFE program, Dr.…☆52Feb 9, 2019Updated 7 years ago
- ☆50Jul 22, 2020Updated 5 years ago
- CodeWithMosh_Sql_LearningNotes☆19Feb 21, 2022Updated 4 years ago
- ☆24Sep 19, 2021Updated 4 years ago
- Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.☆58Jan 5, 2023Updated 3 years ago
- Powerful Stock Screener App written in python using Streamlit☆28Aug 20, 2024Updated last year
- modeling FICC market with QuantLib☆22Nov 16, 2022Updated 3 years ago
- The purpose of this notebook is to explore different methods for the valuation of options within the framework of the Black-Scholes prici…☆27Jul 17, 2019Updated 6 years ago
- In this repository you will find code for our capstone project "How to Predict Stock Movements Using NLP Techniques". The code has been a…☆28Feb 16, 2021Updated 5 years ago
- ☆33Sep 12, 2025Updated 5 months ago
- Submission for Optiver's 2023 ReadyTraderGo.☆26Mar 26, 2023Updated 2 years ago
- Baruch MFE program quant lab☆31May 29, 2018Updated 7 years ago
- Stock Market Decision Support System using Deep Learning & Sentiment Analysis☆26Aug 15, 2018Updated 7 years ago
- Code base for the practitioner's guide to the ONC algorithm paper published with the Journal of Financial Data Science☆20Jun 8, 2023Updated 2 years ago
- This notebook provides some skills to perform financial analysis on economical data.☆31Feb 26, 2022Updated 4 years ago
- A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will inc…☆28Aug 25, 2023Updated 2 years ago
- A convenient class for scraping all the existing FOMC meeting statements☆31Sep 25, 2023Updated 2 years ago
- materials from past webinars☆43Mar 11, 2025Updated 11 months ago
- Research Repo (Archive)☆76Oct 6, 2020Updated 5 years ago
- Secure Interrogation of Genomic Databases (SIG-DB) using Homomorphic Encryption☆10May 16, 2018Updated 7 years ago
- ☆36Nov 27, 2017Updated 8 years ago
- presents an in-depth exploration of a cutting-edge trading architecture that combines the predictive power of Long Short-Term Memory (LST…☆14Mar 13, 2025Updated 11 months ago
- The annual coding competition hosted by Optiver in collaboration with LSE☆18Jul 18, 2022Updated 3 years ago
- Removes all forbidden characters from the file name.☆10Dec 16, 2024Updated last year
- Attribution and optimisation using a multi-factor equity risk model.☆36Jan 30, 2024Updated 2 years ago