deanfantazzini / bubble

Related projects ⓘ

Alternatives and complementary repositories for bubble

• Bazman76 / ilmanen_expected_returns
  ☆14Updated 2 years ago
• BessieChen / Algorithmic-Portfolio-Management-in-R-programming-language
  The course, authored by Prof. Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading)…
  ☆12Updated 6 years ago
• justinlent / PairTradeR
  Web GUI for backtesting pair trading statistical arbitrage portfolio strategies
  ☆25Updated 8 years ago
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆33Updated 5 years ago
• algoquant / HighFreq
  R package for high frequency time series data management
  ☆61Updated 3 weeks ago
• ArdiaD / RiskPortfolios
  Functions for the construction of risk-based portfolios
  ☆51Updated 3 years ago
• Reckziegel / epo
  Enhanced Portfolio Optimization (EPO)
  ☆10Updated 8 months ago
• Robot-Wealth / stat-arb-book
  ☆11Updated 8 months ago
• monty-se / PINstimation
  A comprehensive bundle of utilities for the estimation of probability of informed trading models: original PIN in Easley and O'Hara (1992…
  ☆34Updated last month
• TYtianyang / scbnn
  Implied volatility surface interpolation with shape-constrained bayesian neural network.
  ☆14Updated 3 years ago
• PortfolioEffect / PE-HFT-R
  R package for high frequency trading (HFT) backtests, intraday portfolio analysis and portfolio optimization.
  ☆16Updated 8 years ago
• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆15Updated last year
• anhdanggit / volatility-garch-VaR
  Simulate and estimate volatility by GARCH with/without leverage, riskmetriks. Compute Value-at-Risk and Test on VaR Violation
  ☆19Updated 6 years ago
• kurupjayesh / Dispersion-Trading-using-Options
  Dispersion Trading using Options
  ☆26Updated 7 years ago
• returnandrisk / meucci-python
  Python Code for Meucci Related Blog Posts
  ☆16Updated 8 years ago
• TommasoBelluzzo / HistoricalVolatility
  A framework for historical volatility estimation and analysis.
  ☆34Updated 4 years ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 4 years ago
• enexqnt / RBAA
  Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference
  ☆25Updated 2 years ago
• anre005 / pinbasic
  R Package for Fast and Stable Estimation of the Probability of Informed Trading (PIN)
  ☆13Updated 2 years ago
• DonaldPG / PyTAAADL
  Tactical Asset Allocation Advisor using Deep Learning
  ☆16Updated 5 years ago
• rubetron / AssetAllocation
  R package AssetAllocation
  ☆34Updated 11 months ago
• larryleihua / fmlr
  Financial Machine Learning with R
  ☆14Updated 4 years ago
• yye9701 / KR_example
  ☆19Updated 2 years ago
• JustinMShea / ExpectedReturns
  ☆41Updated 2 months ago
• shuangology / Machine-Learning-for-Asset-Managers
  Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.
  ☆15Updated 4 years ago
• white07S / Pricing-Models
  Implementation of option pricing models using Numba that performs better. This entire project has utilized as little libraries as possibl…
  ☆16Updated 2 years ago
• LastAncientOne / SimpleStockAnalysisR
  Tutor step-by-step on how to analyze stock data using the R language.
  ☆16Updated 8 months ago
• RiskLabAI / RiskLabAI.py
  Financial AI with Python
  ☆31Updated 3 months ago
• n4tg / MSGARCH_comp
  Comparison of Markov-Switching GARCH models, namely symmetric GARCH, EGARCH, GJR-GARCH, performances in Value-at-Risk forecasting.
  ☆24Updated 7 years ago