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:
- A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)☆20Dec 31, 2023Updated 2 years ago
- Solana Farms☆18Dec 5, 2022Updated 3 years ago
- ☆19Feb 7, 2026Updated 4 months ago
- ☆16Oct 7, 2022Updated 3 years ago
- Enhanced Portfolio Optimization (EPO)☆18Mar 5, 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.
- Functions for various methods to rank assets☆17Feb 20, 2013Updated 13 years ago
- FIX Protocol library implemented in Go☆10Oct 22, 2025Updated 8 months ago
- ☆12Aug 24, 2021Updated 4 years ago
- Order Book Events ReconstructiON from empirical data☆10Feb 16, 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
- One factor Vasicek model in Python.☆12Aug 4, 2023Updated 2 years ago
- ☆21Mar 6, 2023Updated 3 years ago
- ☆20Dec 28, 2016Updated 9 years ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- ☆17Jun 19, 2026Updated 2 weeks ago
- ☆85Dec 12, 2024Updated last year
- Scraping Financial Times articles for sentiment analysis☆18Nov 26, 2014Updated 11 years ago
- Marketmaker trading strategy☆29Oct 14, 2016Updated 9 years ago
- The aim of this repository is to merge several methods into one library to allow the user to establish the dynamics followed and to make …☆12Jan 19, 2023Updated 3 years ago
- TT API Sample Applications in C#☆15Jun 24, 2016Updated 10 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆136Dec 31, 2018Updated 7 years ago
- 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
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Write events for TensorBoard☆13Apr 27, 2026Updated 2 months ago
- Botting TubbyCats NFTs for fun & profit☆12Mar 20, 2024Updated 2 years ago
- Official Code for the ICCPS 2023 conference paper (nominated for best paper award) and ICML 2022 PODS workshop paper.☆16Nov 15, 2024Updated last year
- The Adaptive Multi-Factor (AMF) asset pricing model with the Groupwise Interpretable Basis Selection (GIBS) algorithm.☆10Dec 12, 2021Updated 4 years ago
- Libor curve bootstrapping example from cash, Eurodollar future and interest rate swap instruments.☆24Jan 30, 2019Updated 7 years ago
- Learning Finite State Machine Models from Data with a Genetic Algorithm☆11Dec 1, 2025Updated 7 months ago
- A series of examples in Python across the different provided API Protocols offered by Deribit.com☆15Dec 11, 2020Updated 5 years ago
- Add Methods to R6 Class Definition☆11Jan 16, 2022Updated 4 years ago
- Kalman Filter, Smoother, and EM Algorithm for Python☆12Sep 4, 2023Updated 2 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- ☆20May 1, 2026Updated 2 months ago
- Dashboard to track crypto spot-futures premiums☆54Aug 29, 2022Updated 3 years ago
- online ordering bot using python-selenium library and converting captcha code to to string using tesseract and opencv☆13May 20, 2019Updated 7 years ago
- Code to find the best stocks for algo-trading.☆16Aug 9, 2020Updated 5 years ago
- ☆23Sep 8, 2021Updated 4 years ago
- API Client for US Treasury Fiscal Data☆10Jan 28, 2024Updated 2 years ago
- replication of micro-price on crytocurrency data☆10Feb 27, 2022Updated 4 years ago