This project is based upon the paper: Frazzini, A. & Pedersen, L. (2014). Betting against beta.
☆24Jan 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. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆24Jan 26, 2020Updated 6 years ago
- Mlfin.py is an advance Machine Learning toolbox for financial applications in Python.☆74Jan 23, 2025Updated last year
- Tool performing NLP on annual 10K filings using Spacy, Gensim etc.☆10May 23, 2023Updated 3 years ago
- experiments with crypto trading☆16Jul 26, 2024Updated last year
- CodeWithMosh_Sql_LearningNotes☆25Feb 21, 2022Updated 4 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Fully automated trading system, strategy based on Kalman filter☆13May 7, 2018Updated 8 years ago
- Repository for algorithmic trading ideas☆10Aug 12, 2021Updated 4 years ago
- Baruch course - Market Microstructure☆14Feb 2, 2016Updated 10 years ago
- Pairs Trading with Alpaca - created on behalf of AlgoTrading101.com for alpaca.markets/learn☆17Dec 8, 2020Updated 5 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
- ☆29Jun 6, 2025Updated last year
- ☆13Mar 20, 2024Updated 2 years ago
- ☆50Jul 22, 2020Updated 5 years ago
- Developed a high-performance trading engine using Rust, leveraging its powerful features for low-level systems programming. Engineered to…☆24Nov 9, 2024Updated last year
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- 机器学习等算法学习笔记☆10Feb 22, 2020Updated 6 years ago
- Robust deep hedging and Non-linear generalized affine processes☆13Mar 7, 2025Updated last year
- ☆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 …☆19Jan 11, 2021Updated 5 years ago
- Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.☆59Jan 5, 2023Updated 3 years ago
- This was a university group project supported by the HSBC Artificial Intelligence team. It involved applying machine learning algorithms …☆15Nov 13, 2023Updated 2 years ago
- Submission for Optiver's 2023 ReadyTraderGo.☆26Mar 26, 2023Updated 3 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
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆23Mar 7, 2024Updated 2 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 powerful machine learning and AI system for constructing sustainable strategies for financial trading.☆15May 10, 2023Updated 3 years ago
- Calculate U.S. equity (portfolio) characteristics☆112Aug 9, 2024Updated last year
- Replication Code for Identifying Price Informativeness☆13Mar 15, 2021Updated 5 years ago
- Limit Orderbook Replay/Analysis Library☆10Nov 19, 2018Updated 7 years ago
- Contains all the Jupyter Notebooks used in our research.☆15Jul 16, 2019Updated 6 years ago
- A template for a presentation using `beamer` in Economics in Nord colour palette.☆12Jan 31, 2022Updated 4 years ago
- ☆26Sep 19, 2021Updated 4 years ago
- baruch mfe mth9814 financial instruments☆22Jun 3, 2018Updated 8 years ago
- Research Repo (Archive)☆77Oct 6, 2020Updated 5 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.
- Code base for the practitioner's guide to the ONC algorithm paper published with the Journal of Financial Data Science☆20Jun 8, 2023Updated 3 years ago
- Kalman Filter, Smoother, and EM Algorithm for Python☆13Sep 4, 2023Updated 2 years ago
- Baruch MFE program quant lab☆31May 29, 2018Updated 8 years ago
- Powerful Stock Screener App written in python using Streamlit☆29Aug 20, 2024Updated last year
- MFM workshop project☆16Jan 25, 2021Updated 5 years ago
- ☆17Feb 15, 2023Updated 3 years ago
- implementing the SA-CCR based on the CRR2 Regulation☆18May 3, 2025Updated last year