Design of Portfolio of Stocks to Track an Index
☆59May 28, 2023Updated 3 years ago
Alternatives and similar repositories for sparseIndexTracking
Users that are interested in sparseIndexTracking are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Automated Backtesting of Portfolios over Multiple Datasets☆76May 18, 2026Updated 4 months ago
- Tracking S&P 500 index with deep learning model☆14Jul 2, 2023Updated 3 years ago
- A Higher-order HMM with EM algo.☆16May 4, 2022Updated 4 years ago
- A Zorro Plugin for Alpaca Trade API.☆19Jan 21, 2026Updated 8 months ago
- Design of Risk Parity Portfolios☆122Nov 15, 2022Updated 3 years ago
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- Implement the model of Halperin and Feldshteyn for DJIA and SP500☆10Apr 4, 2019Updated 7 years ago
- Covariance Matrix Estimation via Factor Models☆38Mar 25, 2019Updated 7 years ago
- ☆26Dec 8, 2022Updated 3 years ago
- Built a smart beta portfolio and compared it to a benchmark index by calculating the tracking error. Built a portfolio using quadratic pr…☆69Feb 7, 2019Updated 7 years ago
- OCET, torch, transformers, DeepLOB,limit-order-books☆11Dec 6, 2022Updated 3 years ago
- This repository contains materials for AC295 fall 2020☆19Feb 3, 2021Updated 5 years ago
- create all-weather risk parity weights and back-test☆36Jan 30, 2022Updated 4 years ago
- Structured Graph Learning via Laplacian Spectral Constraints (NeurIPS 2019)☆63Sep 26, 2022Updated 4 years ago
- ☆84Dec 12, 2024Updated last year
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Supporting data package for the Portfolio Optimization Book☆26Feb 17, 2025Updated last year
- Code for "Probabilistic forecasting of cross-sectional returns: A Bayesian dynamic factor model with heteroskedasticity"☆13Jul 6, 2024Updated 2 years ago
- Blaze☆17Jun 19, 2021Updated 5 years ago
- The Fast Kalman Filter (FKF) package for R☆14Sep 3, 2024Updated 2 years ago
- Alpha model skeletons & examples☆12Nov 8, 2023Updated 2 years ago
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆14Feb 25, 2025Updated last year
- High frequency factors based on order and trade data.☆76Dec 16, 2023Updated 2 years ago
- Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis☆28Nov 29, 2022Updated 3 years ago
- Website for a doctoral course on Dynamic Optimization☆19Dec 8, 2023Updated 2 years 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.
- The code for Fuzzy Investment Counselor (FIC) and Markowitz portfolio theory for stock investment☆14Sep 2, 2020Updated 6 years ago
- MATLAB code to produce results and figures in the paper "Stochastic Optimal Control of Pairs Trading Strategies with Absolute and Relativ…☆15Jun 1, 2018Updated 8 years ago
- ☆15Oct 2, 2022Updated 4 years ago
- Retrieve data for various multi-factor asset pricing models.☆21Updated this week
- 多账户-多策略期货交易程序(ctp开发经验分享)☆14Dec 20, 2014Updated 11 years ago
- Corporate Credit Rating Prediction with AWS SageMaker JumpStart☆26Oct 20, 2023Updated 2 years ago
- ☆18Jun 12, 2025Updated last year
- ☆12Sep 5, 2023Updated 3 years ago
- ☆10Jun 19, 2021Updated 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.
- This is a PyTorch reimplementation of Influence Functions from the ICML2017 best paper: Understanding Black-box Predictions via Influence…☆17Jun 20, 2020Updated 6 years ago
- Recently I have been researching emergent complexities through first principles reductionism of Langton's Ant and related cellular automa…☆17Jul 8, 2025Updated last year
- ☆12Feb 1, 2022Updated 4 years ago
- 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
- My PhD thesis titled "Game-calibrated and user-tailored remote detection of emotions"☆11Sep 21, 2020Updated 6 years ago
- Reinforcement Learning (RL) is believe to be a more general approach towards Artificial Intelligence (AI). RL is the foundation for many …☆14Dec 22, 2022Updated 3 years ago
- Prize-winning solution to the M6 Forecasting Competition☆24Jan 16, 2023Updated 3 years ago