☆10Mar 23, 2018Updated 8 years ago
Alternatives and similar repositories for Hedge-Fund-Replication
Users that are interested in Hedge-Fund-Replication are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Quadratic program minimizing risk while maintaining an expected return with the addition of rollover in the foreign exchange market☆12Nov 2, 2016Updated 9 years ago
- This project tries to replicate hedge funds returns.☆29Apr 1, 2019Updated 6 years ago
- PCA, Factor Analysis, CCA, Sparse Covariance Matrix Estimation, Imputation, Multiple Hypothesis Testing☆10Nov 6, 2021Updated 4 years ago
- R Implementation of the Time Varying Cointegration by Bierens and Martins 2010☆10Apr 14, 2016Updated 9 years ago
- Presentation for QuantCon 2016☆11Apr 9, 2016Updated 9 years 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.
- ONC public datasets derived from programs, projects, and research & analysis.☆13Updated this week
- ☆20Jul 7, 2018Updated 7 years ago
- Accompanying package of the book 'Financial Risk Modelling and Portfolio Optimisation with R', second edition. The data sets used in the …☆13Dec 7, 2016Updated 9 years ago
- Wrapper for Addepar☆16Jun 9, 2025Updated 9 months ago
- Optimal Rebalancing Strategy Using Dynamic Programming for Institutional Portfolios☆22May 3, 2014Updated 11 years ago
- this will have only list of commands used during the training☆12Nov 25, 2022Updated 3 years ago
- An R package for nonparametric covariance matrix estimation in high dimensions☆14Feb 17, 2024Updated 2 years ago
- Non-Linear Covariance Shrinkage☆14Jan 1, 2022Updated 4 years ago
- Deep Recurrent Neural Networks (RNNs) for Time-Series Prediction☆21Oct 24, 2017Updated 8 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Repository for simulation and estimation of CIR one factor model parameters☆12Mar 2, 2018Updated 8 years ago
- Predicting a Stock Price Using a Genetic Algorithm☆16Feb 8, 2018Updated 8 years ago
- Quantitative strategies portfolio index [DEPRECATED].☆16Jul 16, 2018Updated 7 years ago
- Python Code for Meucci Related Blog Posts☆16Jul 5, 2016Updated 9 years ago
- dat wikipedia☆25Mar 6, 2018Updated 8 years ago
- Rewrite to use vanilla JS to run calculations locally☆18Apr 18, 2024Updated last year
- Functions for the construction of risk-based portfolios☆54May 16, 2021Updated 4 years ago
- R package for adaptive correlation and covariance matrix shrinkage.☆23Jan 23, 2019Updated 7 years ago
- A collection of option trading related utilities☆14Jul 28, 2013Updated 12 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.
- RESTful API for Unipacker (https://github.com/unipacker/unipacker)☆15Mar 12, 2021Updated 5 years ago
- Rebalancing a portfolio with optimal buy/sell decisions using Metaheuristics☆12Mar 11, 2021Updated 5 years ago
- ☆13Dec 28, 2021Updated 4 years ago
- Implementations of extended PCA methods, such as IPCA and EWMPCA☆15Aug 31, 2021Updated 4 years ago
- Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject☆13Jun 11, 2018Updated 7 years ago
- Get the list of all the stokcs, etf, indices, mutual funds, Exchange-Traded Notes (ETN) listed on the New York Stock Exchange (NYSE), Nas…☆10Jan 9, 2022Updated 4 years ago
- Estimation of the Covariance Matrix - linear and nonlinear shrinkage☆23Jul 17, 2022Updated 3 years ago
- Backtesting toolbox for trading strategies - DEPRECATED☆110Jul 31, 2020Updated 5 years ago
- Quantitative Finance & Algorithmic Trading in Python course of Udemy☆13Nov 14, 2017Updated 8 years ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- Import from https://code.wolfmud.org/WolfMUD☆16Jul 17, 2023Updated 2 years ago
- Financial modeling in R☆25Oct 15, 2020Updated 5 years ago
- A portfolio rebalancing tool.☆34Dec 9, 2022Updated 3 years ago
- Materials for IBM Spark contest. About the real-world application of big data and spark.☆81Jan 13, 2019Updated 7 years ago
- A simple application designed to automate a covered calls trading strategy https://arkm97.github.io/covered-calls/)☆11Feb 9, 2022Updated 4 years ago
- OpenRedukti is a C++ library for Interest Rate Swaps and Fras, supports bootstrapping of Interest Rate Curves, computing NPV and sensitiv…☆10Jul 28, 2023Updated 2 years ago
- ☆15Apr 27, 2021Updated 4 years ago