Alternatives and similar repositories for MPT_BlackLitterman

Users that are interested in MPT_BlackLitterman are comparing it to the libraries listed below

• nburgessx / QuantResearch
  Quant Research
  ☆98Updated last month
• enexqnt / RBAA
  Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference
  ☆25Updated 3 years ago
• cantaro86 / python-machine-learning-book-2nd-edition
  The "Python Machine Learning (2nd edition)" book code repository and info resource
  ☆14Updated 6 years ago
• GiulioRossetti94 / PyBondLab
  ☆33Updated 6 months ago
• bernhard-pfann / pca-yield-curve-analytics
  Predictive yield curve modeling in reduced dimensionality
  ☆43Updated 2 years ago
• AIM-IT4 / StochasticModelsAssetPricing
  ☆18Updated 2 years ago
• tinoproductions / DirtyQuant
  Code that I show on my YouTube Channel
  ☆103Updated 2 years ago
• luphord / yield_curve_dynamics
  A cursory look at the dynamics of zero coupon bond yield curves.
  ☆15Updated 3 years ago
• cuemacro / teaching
  Teaching Resources for Cuemacro courses
  ☆55Updated 8 months ago
• MaximumBeings / public
  Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)
  ☆83Updated last year
• deepintomlf / mlfbook
  ☆80Updated 4 years ago
• keyvantaj / Quantitative
  Alpha Generation using Data Science and Quantitative Analysis with integrated Risk Model
  ☆52Updated 5 years ago
• yitaohu88 / Empirical-Method-in-Finance
  Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…
  ☆44Updated 4 years ago
• luphord / longstaff_schwartz
  A Python implementation of the Longstaff-Schwartz linear regression algorithm for the evaluation of call rights an American options.
  ☆43Updated 2 years ago
• AIM-IT4 / QuantitativeDerivativeModels
  ☆47Updated 2 years ago
• chenandrewy / flex-mining
  code for turning data sets into trading strategies
  ☆38Updated 3 weeks ago
• Pangjing-Wu / market-style-rotation-analysis
  Code of paper "Stock Price Prediction Incorporating Market Style Clustering" published in Cognitive Computation.
  ☆26Updated 4 years ago
• luphord / nelson_siegel_svensson
  Implementation of the Nelson-Siegel-Svensson interest rate curve model.
  ☆122Updated 2 years ago
• weijie-chen / Notes_For_Macroeconomic_Analyst
  These are notes for macroeconomic analysis, summarised in past years for macro trading/analysis.
  ☆30Updated 3 years ago
• viniesposito / py-mlfactor
  Rewriting the code in "Machine Learning for Factor Investing" in Python
  ☆94Updated 4 years ago
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆37Updated 6 years ago
• supreeth8 / Term_structure_modeling
  Yield curve Interpolation using cubic spline and nelson Seigel model
  ☆15Updated 6 years ago
• gmanzog / DeepLearningCreditRiskModeling
  Replication codes for Deep Learning Credit Risk Modeling by Manzo, Qiao
  ☆21Updated 3 years ago
• McCloud77 / Portfolio-Construction-and-Analysis
  Jupyter notebooks on portfolio construction and analysis - EDHEC
  ☆45Updated 6 years ago
• differential-machine-learning / notebooks
  Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…
  ☆144Updated 3 years ago
• AIM-IT4 / InterestRateModelsCpp
  ☆24Updated last year
• LechGrzelak / PyStochasticVolatility
  This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…
  ☆15Updated 3 years ago
• MerinoRaul / IntroFinancialDerivatives
  ☆32Updated 3 years ago
• ahgperrin / PyCurve
  PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…
  ☆50Updated 4 years ago
• shokru / mlfactor.github.io
  Website dedicated to a book on machine learning for factor investing
  ☆236Updated 2 years ago