This project's aim is to 1) build macro (inflation, interest rates) factor mimicking portfolios (FMPs), 2) compare the performance of different forecasting models for macro variables and 3) build a dynamic allocation process between the macro FMPs based on models' predictions.
☆17Jan 27, 2026Updated 5 months ago
Alternatives and similar repositories for dynamic-allocation-macro-fmp
Users that are interested in dynamic-allocation-macro-fmp are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆25Feb 11, 2026Updated 5 months ago
- End-to-end solution to process TRACE corporate bond data.☆53Mar 23, 2026Updated 3 months ago
- Co-pricing factor zoo☆18Apr 13, 2026Updated 3 months ago
- This repository accompanies our paper, “The BIS Multisector Model: A Multi-Country Environment for Macroeconomic Analysis”, authored by M…☆19May 4, 2026Updated 2 months ago
- Step by Step Reinforcement Learning Tutorials.☆12Nov 19, 2022Updated 3 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- Estimating Option-Implied Probability Distributions for Equity Pricing☆11Aug 25, 2020Updated 5 years ago
- ☆13Feb 14, 2021Updated 5 years ago
- Hedge fund replication via machine learning☆13Oct 31, 2022Updated 3 years ago
- Financial Strategy Resources☆18May 21, 2022Updated 4 years ago
- Testing Code abount quantitative finance algorithms☆11Aug 14, 2025Updated 11 months ago
- Volatility trading☆21Apr 18, 2026Updated 3 months ago
- Codes for Mostly Harmless Quantitative Finance☆40Oct 18, 2022Updated 3 years ago
- StockTreading☆14Dec 27, 2025Updated 6 months ago
- Project description: https://medium.com/p/recession-prediction-using-machine-learning-de6eee16ca94?source=email-2adc3d3cd2ed--writer.post…☆41Jun 14, 2026Updated last month
- 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.
- Implements different approaches to tactical and strategic asset allocation☆50Dec 23, 2024Updated last year
- This course is designed to provide a clear, intuitive, and practical introduction to the core mathematical concepts and pricing technique…☆48May 1, 2026Updated 2 months ago
- Geometric Algebra for Data Science Open Source☆18Jan 12, 2026Updated 6 months ago
- 股票短线复盘工具 - MVP版本（大盘指数+市场情绪+涨停池+热门概念）☆15Dec 11, 2025Updated 7 months ago
- Fast MVSK portfolio optimization: no tensor storage, solves 800 assets in 0.05s☆19May 11, 2026Updated 2 months ago
- ☆35Jul 13, 2026Updated last week
- Code and templates for Linzenich, J., and Meunier, B. (2024). "Nowcasting Made Easier: a Toolbox for Real-Time Predictions". Working Pape…☆57Jul 9, 2025Updated last year
- MATLAB toolbox for high frequency portfolio analysis, intraday backtesting and optimization☆32Feb 10, 2016Updated 10 years ago
- My personal repository☆17Nov 1, 2025Updated 8 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.
- 获取股票历史数据，并实现快速绘图。计算买入和卖出过程中的收益，并标记出涨跌转折点。最后，使用机器学习方法对数据进行建模，并给出股票未来走势的预测结果。☆16Oct 10, 2019Updated 6 years ago
- This is the repository for the TPQ Bootcamp about Algorithmic Trading with Python and GenAI.☆18Jul 24, 2025Updated 11 months ago
- This repo provides instructions on how to build an R docker image that can serve as the basis for interactive or automated reproducible p…☆24Nov 27, 2023Updated 2 years ago
- 可转债策略及量化回测☆102Jan 23, 2022Updated 4 years ago
- ☆13May 14, 2017Updated 9 years ago
- Composite Indicators Framework for Business Cycle Analysis☆66Jun 18, 2022Updated 4 years ago
- Python codebase to create the global dataset of factor returns, stock returns, and firm characteristics from “Is there a Replication Cris…☆45Updated this week
- A complete toolkit for quantitative research and development of options trading strategies.☆27Jun 5, 2025Updated last year
- A python implementation of R's PerformanceAnalytics package☆21Feb 4, 2014Updated 12 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- Quant Research☆114Jun 21, 2026Updated 3 weeks ago
- File-based memory system for AI Agents with automatic TTL, LLM compression, and multi-agent sharing☆21Mar 16, 2026Updated 4 months ago
- Financial Prior-Data Fitted Network (regression)☆23Jul 1, 2026Updated 2 weeks ago
- 股票相关数据爬取整理, 行情实时监控☆14Nov 7, 2024Updated last year
- Machine Learning for Econometrics -- ENSAE Paris☆27Mar 12, 2020Updated 6 years ago
- Binance Futures Bot: Negative Funding Arbitrage Automation☆23Mar 31, 2026Updated 3 months ago
- Multiple Treatment Effects☆24Jul 18, 2025Updated last year