Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference
☆25Oct 16, 2022Updated 3 years ago
Alternatives and similar repositories for RBAA
Users that are interested in RBAA are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Capturar e modelar curvas de juros (ettj) usadas no Brasil.☆17Updated this week
- Alpha model skeletons & examples☆12Nov 8, 2023Updated 2 years ago
- Implementation and tests of MAMR and PAMR active portfolio management for binance cryptocurrency assets.☆18Feb 19, 2023Updated 3 years ago
- Jupyter notebooks que acompanham o livro "Modelos de Volatilidade para Derivativos"☆59Aug 19, 2023Updated 2 years ago
- Factor Risk Parity Portfolio Construction algorithm. Built during my Master's. final project. Backtested on the S&P500.☆11Sep 18, 2022Updated 3 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Portfolio optimization with cvxopt☆41Feb 8, 2026Updated 2 months ago
- select stock automatically, trade manually☆12Jul 26, 2020Updated 5 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆13May 30, 2021Updated 4 years ago
- Script do R para criação de gráfico com mapa do Brasil☆13Dec 12, 2017Updated 8 years ago
- This software automatizes the estimation of Yang & Zhang's RV proxy for financial securities☆17Dec 7, 2023Updated 2 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10May 11, 2020Updated 5 years ago
- Portfolio Construction using Stratified Models☆12Mar 25, 2021Updated 5 years ago
- Dynamic adjusted BL portfolio based on GARCH model☆10Aug 23, 2018Updated 7 years ago
- Algo Trading Research & Documentation☆33Jul 29, 2025Updated 9 months ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- 📚 MesoSim's Strategy Library☆22Apr 6, 2024Updated 2 years ago
- quantitative asset allocation strategy☆36Jan 19, 2025Updated last year
- This is a program for strategic asset allocation research for negative investment FOF.☆14Jul 26, 2020Updated 5 years ago
- Fetch Brazil economic data to Excel from webservices, including FOCUS (market expectations); SGS, ipeadata, and IBGE (economic indicators…☆13Jul 30, 2024Updated last year
- Option Volatility and Pricing Models.☆13Feb 24, 2025Updated last year
- ☆36Apr 8, 2026Updated 3 weeks ago
- Source code for Deep Partial Least Squares for Empirical Asset Pricing.☆15Jun 22, 2022Updated 3 years ago
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 5 years ago
- Modern Portfolio Theorem for portfolio optimization and asset allocation☆13May 27, 2022Updated 3 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.
- Crypto-Options Volatility Surface Calibration and Arbitrage☆17Dec 26, 2022Updated 3 years ago
- A python package for robust statistics☆22Sep 9, 2025Updated 7 months ago
- Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization☆62Jul 5, 2022Updated 3 years ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆37Aug 25, 2021Updated 4 years ago
- A dynamic factor model to forecasts inflation, i.e. CPI, PPI. WindAPI is required to extract vintages.☆16Jan 1, 2021Updated 5 years ago
- Time Series Prediction of Volume in LOB☆60Apr 17, 2024Updated 2 years ago
- Tools for Stochastic Simulation using diffusion models (R).☆13Feb 12, 2026Updated 2 months ago
- Two y-axes considered harmful☆12Jan 17, 2016Updated 10 years ago
- ☆28Jan 1, 2026Updated 4 months 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.
- An R package for analysis of Aswath Damodaran's weighted average cost of capital (WACC) data☆12May 14, 2024Updated last year
- ☆11Mar 31, 2021Updated 5 years ago
- Quantitative finance and derivative pricing☆28Updated this week
- Winning solution of the Kaggle "Google Brain - Ventilator Pressure Prediction" competition☆10Nov 12, 2021Updated 4 years ago
- Python package for generating Directional Changes - a technical analysis indicator - from time series.☆20Jul 19, 2018Updated 7 years ago
- A Python package to ease writing tables of data to Excel☆17Feb 12, 2018Updated 8 years ago
- A repository to create a quick sales application☆16May 19, 2025Updated 11 months ago