Alternatives and similar repositories for pob

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

• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆37Updated 6 years ago
• convexfi / fitHeavyTail
  Mean and Covariance Matrix Estimation under Heavy Tails
  ☆22Updated 2 years ago
• ArdiaD / RiskPortfolios
  Functions for the construction of risk-based portfolios
  ☆54Updated 4 years ago
• dppalomar / highOrderPortfolios
  Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis
  ☆26Updated 3 years ago
• rbeeli / dynamic_conditional_beta
  Modeling conditional betas with DCC-GARCH and COMFORT-DCC models with application in asset allocation.
  ☆16Updated 6 years ago
• algoquant / HighFreq
  R package for high frequency time series data management
  ☆64Updated 7 months ago
• Reckziegel / epo
  Enhanced Portfolio Optimization (EPO)
  ☆17Updated last year
• YalDan / JumpDetectR
  Scalable implementation of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy hig…
  ☆14Updated 3 years ago
• mfrdixon / Deep_Fundamental_Factors
  Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
  ☆66Updated 3 years ago
• shabbychef / SharpeR
  R package for inference on the Sharpe ratio.
  ☆20Updated last year
• tschm / jquantstats
  ☆18Updated this week
• dppalomar / imputeFin
  Imputation of Financial Time Series with Missing Values and/or Outliers
  ☆25Updated 4 years ago
• mfrdixon / GP-CVA
  ☆14Updated 6 years ago
• sauxpa / Quant
  Quant finance scripts
  ☆16Updated 8 months ago
• amuguruza / LDP-VolOptions
  Large Deviations for volatility options
  ☆13Updated 6 years ago
• enricoschumann / NMOF
  Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Mar…
  ☆38Updated 2 weeks ago
• yye9701 / KR_example
  ☆22Updated 3 years ago
• Farmhouse121 / Adventures-in-Financial-Data-Science
  Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…
  ☆64Updated 9 months ago
• dppalomar / riskParityPortfolio
  Design of Risk Parity Portfolios
  ☆117Updated 3 years ago
• quantgirluk / ICMM
  📝 Introduction to Monte Carlo methods in Finance Workshop Materials
  ☆21Updated 2 years ago
• rubetron / AssetAllocation
  R package AssetAllocation
  ☆33Updated 2 years ago
• dppalomar / portfolioBacktest
  Automated Backtesting of Portfolios over Multiple Datasets
  ☆69Updated 3 years ago
• quantgirluk / Quant-Girl-Blog
  👾 This repository contains files related to my personal website. Charts, Jupyter notebooks, random notes, etc.
  ☆18Updated last year
• ClarkQTIM / A-Survey-of-Deep-Learning-Architectures-for-Algorithmic-Cryptocurrency-Trading
  This repository is for my master's project, A Survey of Deep Learning Architectures for Algorithmic Cryptocurrency Trading, delivered on …
  ☆10Updated 3 years ago
• cvxgrp / kelly_code
  Code and examples for the project on risk-constrained Kelly gambling
  ☆28Updated 5 years ago
• 59alireza59 / Quantitative-Finance
  A Quantitative Finance Engineering Project
  ☆15Updated 2 years ago
• bashtage / AFE2020
  Advanced Financial Econometrics - Trinity Term 2020
  ☆32Updated 4 years ago
• cvxgrp / exp_util_gm_portfolio_opt
  Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.
  ☆22Updated last year
• LeopoldoCatania / GAS
  GAS models
  ☆35Updated 4 years ago
• nickpoison / Stochastic-Volatility-Models
  R Code to accompany "A Note on Efficient Fitting of Stochastic Volatility Models"
  ☆13Updated 3 years ago