Xinyi2016 / FInstruct
☆14Updated last year
Related projects ⓘ
Alternatives and complementary repositories for FInstruct
- Fama French model on a subset of Canadian Equity data with Python☆44Updated 5 years ago
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆61Updated last year
- Code of paper "Stock Price Prediction Incorporating Market Style Clustering" published in Cognitive Computation.☆26Updated 3 years ago
- Python library for asset pricing☆104Updated 8 months ago
- ☆54Updated 2 weeks ago
- Democratizing Index Tracking for Small Investors in Europe: A Meta-Learning Method for Sparse Portfolio Optimization☆80Updated last year
- Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices☆100Updated 3 months ago
- ☆20Updated 2 years ago
- Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis☆24Updated last year
- ☆50Updated last year
- Some implementations from the paper robust risk aware reinforcement learning☆34Updated 2 years ago
- ☆19Updated last year
- This Jupyter Notebook illustrates investment portfolio optimization in Modern Portfolio Theory.☆10Updated 3 years ago
- ☆36Updated last year
- ☆27Updated 7 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆61Updated 2 years ago
- Implements Path Shadowing Monte Carlo (PSMC).☆62Updated 2 weeks ago
- ☆31Updated 2 years ago
- Code relating to the paper - Stock Embeddings: Learning Distributed Representations for Financial Assets☆67Updated last week
- ☆41Updated 3 years ago
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆60Updated 3 months ago
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆28Updated 11 months ago
- Statistical Jump Models in Python, with scikit-learn-style APIs☆38Updated last month
- Portfolio optimization with cvxopt☆15Updated last year
- Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization☆48Updated 2 years ago
- 🪁 A fast Adaptive Machine Learning library for Time-Series, that lets you build, deploy and update composite models easily. An order of …☆101Updated 8 months ago
- ☆97Updated 2 years ago
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆46Updated last year