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☆72May 18, 2026Updated 3 weeks ago
- Tracking S&P 500 index with deep learning model☆14Jul 2, 2023Updated 2 years ago
- A Higher-order HMM with EM algo.☆16May 4, 2022Updated 4 years ago
- 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
- 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.
- ☆27Dec 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…☆70Feb 7, 2019Updated 7 years ago
- Einstein Summation for Arrays in R☆12Apr 6, 2026Updated 2 months ago
- OCET, torch, transformers, DeepLOB,limit-order-books☆10Dec 6, 2022Updated 3 years ago
- ☆16Oct 3, 2025Updated 8 months ago
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆11Apr 8, 2020Updated 6 years ago
- Financial Portfolio Quintile Probability Forecaster #2 winner of M6 Financial Forecasting Competition☆14Feb 20, 2023Updated 3 years ago
- ☆85Dec 12, 2024Updated last year
- This repository contains important takeaways from the google data analytics professional certificate at Coursera☆27Dec 11, 2021Updated 4 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.
- Supporting data package for the Portfolio Optimization Book☆26Feb 17, 2025Updated last year
- Blaze☆17Jun 19, 2021Updated 4 years ago
- Code for "Probabilistic forecasting of cross-sectional returns: A Bayesian dynamic factor model with heteroskedasticity"☆13Jul 6, 2024Updated last year
- The Fast Kalman Filter (FKF) package for R☆14Sep 3, 2024Updated last year
- Code along the Data Shenanigans blog☆19May 24, 2016Updated 10 years ago
- Relational Data Modeler in R☆19May 19, 2026Updated 3 weeks ago
- R Tools For Working In The Lab☆19Apr 16, 2026Updated last month
- ☆13Jul 15, 2022Updated 3 years ago
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆14Feb 25, 2025Updated last year
- 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.
- ☆23Jul 15, 2025Updated 10 months ago
- Alpha model skeletons & examples☆12Nov 8, 2023Updated 2 years ago
- Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis☆28Nov 29, 2022Updated 3 years ago
- The code for Fuzzy Investment Counselor (FIC) and Markowitz portfolio theory for stock investment☆14Sep 2, 2020Updated 5 years ago
- High frequency factors based on order and trade data.☆74Dec 16, 2023Updated 2 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
- ☆45Jun 14, 2014Updated 11 years ago
- This is code for Multi-period Learning for Financial Time Series Forecasting (MLF, published in KDD 2025), which incorporates multiple in…☆34May 1, 2026Updated last month
- DeepMarket is a framework for performing Limit Order Book simulation with Deep Learning. This is also the official repository for the pap…☆78Jan 27, 2026Updated 4 months ago
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- This Python Jupyter notebook explores conservative "all weather" investment portfolios☆26Sep 8, 2022Updated 3 years ago
- ☆12Sep 5, 2023Updated 2 years ago
- This is a PyTorch reimplementation of Influence Functions from the ICML2017 best paper: Understanding Black-box Predictions via Influence…☆17Jun 20, 2020Updated 5 years ago
- ☆10Jun 19, 2021Updated 4 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
- ☆76Nov 16, 2022Updated 3 years ago
- Stock-Robo-Advisor project including backtesting, simulating and practicality for future.☆13Apr 24, 2021Updated 5 years ago