enexqnt / RBAALinks
Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference
☆25Updated 2 years ago
Alternatives and similar repositories for RBAA
Users that are interested in RBAA are comparing it to the libraries listed below
Sorting:
- Portfolio optimization with cvxopt☆40Updated 7 months ago
- 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 5 months ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- This collects the scripts and notebooks required to reproduce my published work.☆48Updated last week
- Implements different approaches to tactical and strategic asset allocation☆39Updated 8 months ago
- ☆21Updated 2 weeks ago
- Predictive yield curve modeling in reduced dimensionality☆44Updated 2 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated last year
- ☆42Updated 2 years ago
- Alpha Generation using Data Science and Quantitative Analysis with integrated Risk Model☆48Updated 4 years ago
- Support financial data science workflow, manage large structured and unstructured data sets, and apply financial econometrics and machine…☆48Updated 5 months ago
- A collection of Python notebooks demonstrating the integration of AI with financial strategies.☆18Updated last month
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆49Updated 2 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆21Updated 6 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Updated last year
- Financial Portfolio Optimization Algorithms☆58Updated last year
- Backtesting the thesis paper entitled: Trading volatility Trading strategies based on the VIX term structure☆29Updated 2 years ago
- Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"☆35Updated 2 years ago
- Risk tools for commodities trading and finance☆35Updated 2 months ago
- Development space for PhD in Finance☆33Updated 5 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆65Updated 3 years ago
- PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…☆46Updated 4 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 3 years ago
- Code of paper "Stock Price Prediction Incorporating Market Style Clustering" published in Cognitive Computation.☆26Updated 4 years ago
- A dynamic factor model to forecasts inflation, i.e. CPI, PPI. WindAPI is required to extract vintages.☆15Updated 4 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆32Updated last year
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- Quant Invest Lab is a project aimed to provide a set of basic tools for quantitative experiments. By quantitative experiment I mean tryin…☆28Updated last year
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆14Updated 2 years ago