kaiwenShen / Do-You-Really-Need-to-Pay-2-20-Hedge-Fund-Strategy-Replication-via-Machine-Learning
Hedge fund replication via machine learning
☆10Updated 2 years ago
Related projects ⓘ
Alternatives and complementary repositories for Do-You-Really-Need-to-Pay-2-20-Hedge-Fund-Strategy-Replication-via-Machine-Learning
- Python library for asset pricing☆103Updated 8 months ago
- Implementation of 5-factor Fama French Model☆113Updated 3 years ago
- ☆68Updated 4 years ago
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆215Updated this week
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆81Updated 3 years ago
- Using a dataset of hedge fund indices, I had computed various risk parameters, explicitly Value at risk (VaR), drawdown and deviation fro…☆19Updated 4 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆21Updated last year
- Attribution and optimisation using a multi-factor equity risk model.☆30Updated 9 months ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆41Updated 2 years ago
- Investment Funnel 📈 is an open-source python platform designed for an easy development and backtesting of outperforming investment strat…☆55Updated this week
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆121Updated 8 months ago
- Source code for Multicriteria Portfolio Construction with Python☆28Updated 3 years ago
- The code used for the free quants@dev Webinar series on Reinforcement Learning in Finance☆92Updated 2 years ago
- CS7641 Team project☆84Updated 4 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆141Updated 3 weeks ago
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆89Updated 11 months ago
- This repository contains the python codes as well as data files which have been included in the ML for Trading ebook☆94Updated 2 years ago
- This repository hosts my reading notes for academic papers.☆76Updated 3 years ago
- This notebook is devoted to exploring some aspects of the Capital Asset Pricing Model (CAPM) using Python☆18Updated 5 years ago
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆28Updated 10 months ago
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆41Updated 5 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆119Updated 5 years ago
- DCC GARCH modeling in Python☆85Updated 4 years ago
- ☆63Updated last year
- Macrosynergy Quant Research☆98Updated this week
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆58Updated 4 years ago
- Quantamental finance research with python☆137Updated 2 years ago
- Mean Variance (Markowitz) Portfolio Optimization and Beyond☆60Updated 6 months ago
- Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.☆23Updated 8 years ago
- Python package designed to construct and replicate datasets from Ken French's online library by accessing WRDS remotely through its cloud…☆37Updated 3 months ago