Package to build risk model for factor pricing model
☆32Jul 26, 2024Updated 2 years ago
Alternatives and similar repositories for factor-pricing-model-risk-model
Users that are interested in factor-pricing-model-risk-model are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Bot for fetching the latest funding rate to check for cross exchanges funding arb opportunities☆17Sep 13, 2024Updated 2 years ago
- Portfolio tracking and stock monitor☆12Updated this week
- Machine learning for portfolio management and trading with scikit-learn☆49Sep 28, 2026Updated last month
- Orderflow trading bot based on BSI☆22Aug 14, 2024Updated 2 years ago
- A fundamental equity risk model that decomposes the risk of a portfolio by factors and individual securities☆48Apr 16, 2018Updated 8 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- ☆11Aug 27, 2024Updated 2 years ago
- Mid price estimation in LOB using Markov model☆13May 11, 2022Updated 4 years ago
- A multi-factor investment strategy based on high frequency data and machine learning.☆11Feb 25, 2023Updated 3 years ago
- Benchmarks to measure the cost of sleeping☆34Jun 27, 2023Updated 3 years ago
- Community version of quantitative backtesting framework☆13Nov 15, 2025Updated 11 months ago
- Binance cash-and-carry arbitrage bot☆81Dec 31, 2022Updated 3 years ago
- Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.☆24May 8, 2024Updated 2 years ago
- Exponentially-weighted recursive least squares (EW-RLS) for online linear regression.☆16Sep 28, 2026Updated last month
- Collection of DPDK Experiments☆12Nov 5, 2018Updated 7 years ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- Combines alpha signals using a random forest, and demonstrates solutions to overlapping labels issue (rolling autocorrelation) proposed b…☆10Sep 3, 2026Updated last month
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 6 years ago
- Benchmarking Tail-Risk Objectives for Intraday Short-Squeeze Protection in Binance Perpetual Futures☆16Jul 29, 2026Updated 3 months ago
- This was a university group project supported by the HSBC Artificial Intelligence team. It involved applying machine learning algorithms …☆16Nov 13, 2023Updated 2 years ago
- Hedge long only portfolio using structural entropy☆16Jul 27, 2022Updated 4 years ago
- ☆15Feb 7, 2021Updated 5 years ago
- Dynamic portfolio optimization☆32Dec 21, 2023Updated 2 years ago
- Production multi-asset portfolio construction and rolling backtesting in Python☆99Updated this week
- Baruch MFE 2019 Spring☆48May 29, 2020Updated 6 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Volume-Synchronized Probability of Informed Trading☆118Oct 13, 2013Updated 13 years ago
- Contains all the Jupyter Notebooks used in our research☆15Mar 18, 2020Updated 6 years ago
- ☆132Dec 12, 2017Updated 8 years ago
- Code of paper "Stock Price Prediction Incorporating Market Style Clustering" published in Cognitive Computation.☆26Aug 6, 2021Updated 5 years ago
- Hardware-based tick counters for high-precision benchmarks in Rust☆28May 27, 2024Updated 2 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆60Jan 15, 2024Updated 2 years ago
- ☆12Apr 17, 2021Updated 5 years ago
- Python implementation of random-forest-based nonlinear dependence and correlation measures.☆15May 3, 2022Updated 4 years ago
- This repository shows the application of PCA technique for risk factor modelling of financial securities.☆19Apr 29, 2020Updated 6 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- A collection of homeworks of market microstructure models.☆304Sep 26, 2026Updated last month
- ☆48Jun 16, 2019Updated 7 years ago
- ☆21May 9, 2024Updated 2 years ago
- exotx provides a simple and user-friendly interface for pricing and analyzing financial derivatives using QuantLib's advanced numerical m…☆15Dec 2, 2023Updated 2 years ago
- Limit Order Book Convolutional Neural Network trading bot☆14Jul 24, 2022Updated 4 years ago
- ☆42Aug 29, 2022Updated 4 years ago
- Market data collector for crypto exchanges (Coinbase, Bitfinex, Bitmex, Kraken) written in C++☆14Feb 3, 2026Updated 8 months ago