Data and R code related to my medium article "Custom Factor Models - Build your own in R with a few lines of codes"
☆19Nov 15, 2021Updated 4 years ago
Alternatives and similar repositories for custom-factor-model
Users that are interested in custom-factor-model are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆19Feb 7, 2026Updated 6 months ago
- Enhanced Portfolio Optimization (EPO)☆18Jul 31, 2026Updated last week
- ☆16Oct 7, 2022Updated 3 years ago
- Package to build risk model for factor pricing model☆31Jul 26, 2024Updated 2 years ago
- Discord Bot that turns message history data into a .CSV file for analysis.☆25Jul 29, 2023Updated 3 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- FIX Protocol library implemented in Go☆10Jul 16, 2026Updated 3 weeks ago
- ☆20Dec 28, 2016Updated 9 years ago
- Jupyter notebooks of "Financial Numerical Recipes in C++" written in Python☆17Sep 2, 2016Updated 9 years ago
- Order Book Events ReconstructiON from empirical data☆10Feb 16, 2023Updated 3 years ago
- One factor Vasicek model in Python.☆12Aug 4, 2023Updated 3 years ago
- Finds the Nash equilibrium for river play in No Limit Texas Hold'Em☆32Apr 13, 2017Updated 9 years ago
- Order Book Analytics Database☆12Mar 31, 2020Updated 6 years ago
- ☆12Nov 16, 2025Updated 8 months ago
- Retrieve data for various multi-factor asset pricing models.☆18Feb 11, 2026Updated 6 months ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- ☆17Jul 23, 2026Updated 3 weeks ago
- A terribly-simple data base for time series☆14Mar 25, 2026Updated 4 months ago
- ☆85Dec 12, 2024Updated last year
- Fixed income related calculations in Python☆21Apr 24, 2021Updated 5 years ago
- Scraping Financial Times articles for sentiment analysis☆18Nov 26, 2014Updated 11 years ago
- Marketmaker trading strategy☆29Oct 14, 2016Updated 9 years ago
- TT API Sample Applications in C#☆15Jun 24, 2016Updated 10 years ago
- Web dashboard to visualize equity factor dynamics using solely publicly available data.☆18Feb 11, 2021Updated 5 years ago
- ☆20Mar 23, 2020Updated 6 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Useful functions to analyze Asset Backed Securities deals☆13Oct 22, 2021Updated 4 years ago
- Coalesce 2022 Python models demo with Databricks. Not actively maintained.☆14Dec 4, 2024Updated last year
- Botting TubbyCats NFTs for fun & profit☆13Mar 20, 2024Updated 2 years ago
- Hierarchical Risk Parity☆29Feb 26, 2020Updated 6 years ago
- Write events for TensorBoard☆13Apr 27, 2026Updated 3 months ago
- QuickFIX wrapper library for algorithmic trading in Python 3, providing DMA/STP access to Darwinex liquidity via FIX Protocol v4.4☆17Jun 22, 2022Updated 4 years ago
- Libor curve bootstrapping example from cash, Eurodollar future and interest rate swap instruments.☆24Jan 30, 2019Updated 7 years ago
- ☆22May 1, 2026Updated 3 months ago
- Learning Finite State Machine Models from Data with a Genetic Algorithm☆11Dec 1, 2025Updated 8 months ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- A python library for portfolio optimization and index replication☆18Dec 5, 2024Updated last year
- Kalman Filter, Smoother, and EM Algorithm for Python☆14Sep 4, 2023Updated 2 years ago
- Dashboard to track crypto spot-futures premiums☆55Aug 29, 2022Updated 3 years ago
- Add Methods to R6 Class Definition☆11Jan 16, 2022Updated 4 years ago
- Deribit bot to Delta Hedge Strategy.☆14Oct 2, 2022Updated 3 years ago
- This project is a python virtualisation of the 3 rotors enigma. A machine that was used by german nazy in the Second World War to encrypt…☆27Dec 10, 2019Updated 6 years ago
- Code to find the best stocks for algo-trading.☆16Aug 9, 2020Updated 6 years ago