☆71Jun 13, 2025Updated 10 months ago
Alternatives and similar repositories for cov_pred_finance
Users that are interested in cov_pred_finance are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆35Jun 13, 2025Updated 10 months ago
- ☆32Updated this week
- Tool to support backtests☆51Apr 9, 2026Updated last week
- Run hierarchical risk parity algorithms☆55Updated this week
- ☆25Apr 9, 2026Updated last week
- Wordpress hosting with auto-scaling - Free Trial • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Covariance prediction via convex optimization☆22Feb 23, 2021Updated 5 years ago
- Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization☆62Jul 5, 2022Updated 3 years ago
- A CVXPY extension for saddle problems☆27Mar 1, 2026Updated last month
- critical line algorithm for efficient frontier☆21Updated this week
- ☆16Dec 11, 2020Updated 5 years ago
- World beating online covariance and portfolio construction.☆320Oct 13, 2025Updated 6 months ago
- A Package for Shrinkage Estimation of Covariance Matrices☆16Feb 8, 2024Updated 2 years ago
- Portfolio optimization and back-testing.☆1,189Mar 10, 2026Updated last month
- Convex optimization over risk-neutral probabilities.☆15Apr 22, 2020Updated 5 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Random Forest-based "Correlation" measures☆15May 3, 2022Updated 3 years ago
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆37Jul 5, 2023Updated 2 years ago
- Covariance Matrix Estimation via Factor Models☆38Mar 25, 2019Updated 7 years ago
- Multivariate GARCH modelling in Python☆16Nov 3, 2024Updated last year
- Robust Bond Portfolio Construction via Convex-Concave Saddle Point Optimization☆13May 13, 2024Updated last year
- Material accompanying the MOSEK Portfolio Optimization Cookbook☆105Jan 12, 2026Updated 3 months ago
- Statistical Jump Models in Python, with scikit-learn-style APIs☆143Jan 12, 2025Updated last year
- Nonlinear Nonparametric Statistics☆104Updated this week
- Python implementation of ARFIMA process with an aim to simulate series.☆22May 17, 2021Updated 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.
- my talk for credit suisse☆41Jan 28, 2026Updated 2 months ago
- Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.☆21May 8, 2024Updated last year
- Backtesting fbprophet prediction of Silver prices for 2017☆14Nov 29, 2017Updated 8 years ago
- A Python based implementation of swap curve bootstrapping using a multi-dimensional solver.☆11Aug 17, 2025Updated 7 months ago
- Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python☆70Apr 8, 2026Updated last week
- Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.☆76Feb 5, 2018Updated 8 years ago
- Materials for a short course on convex optimization.☆362Sep 13, 2025Updated 7 months ago
- Underlying package for the 10-line cta☆15Updated this week
- Fast and scalable construction of risk parity portfolios☆319Dec 2, 2025Updated 4 months ago
- Serverless GPU API endpoints on Runpod - Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- Mean Reversion Trading Strategy☆29Apr 20, 2021Updated 4 years ago
- Finding the conditional distributions of a Gaussian Mixture Model☆13Nov 10, 2019Updated 6 years ago
- Code for the paper Volatility is (mostly) path-dependent☆75Mar 22, 2024Updated 2 years ago
- A Python Package for Portfolio Optimization using the Critical Line Algorithm☆27Aug 1, 2023Updated 2 years ago
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆540Apr 2, 2026Updated 2 weeks ago
- Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis☆27Nov 29, 2022Updated 3 years ago
- Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.☆12Sep 29, 2017Updated 8 years ago