An Open-Source Implementation of the Critical-Line Algorithm for Portfolio Optimization
☆36May 26, 2022Updated 3 years ago
Alternatives and similar repositories for cla
Users that are interested in cla are comparing it to the libraries listed below
Sorting:
- The Value at Risk (VaR) calculation, Python version☆11Nov 1, 2019Updated 6 years ago
- Non-Linear Covariance Shrinkage☆14Jan 1, 2022Updated 4 years ago
- I don't want to pay for a Bloomberg Terminal.☆15Jul 22, 2021Updated 4 years ago
- ☆18Jul 6, 2022Updated 3 years ago
- Talk Materials for "Convex Optimization for Finance"☆30Dec 8, 2022Updated 3 years ago
- Time Alignment Measurement for Time Series☆30Jul 6, 2022Updated 3 years ago
- A high-level Bayesian analysis API written in Python☆27Dec 27, 2022Updated 3 years ago
- This project reads data from a csv(MS Excel) file containing numeric data and then stores it into a 2D array in C++;☆10Mar 13, 2017Updated 8 years ago
- 使用MATLAB开发的量化回测系统☆11Oct 21, 2018Updated 7 years ago
- Conditional Autoregressive Value-at-Risk: all flavors of CAViaR.☆10Jan 15, 2018Updated 8 years ago
- Machine Learning Framework☆10Mar 17, 2016Updated 9 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆35Jan 30, 2024Updated 2 years ago
- 基于论文《Do Industries Explain Momentum》对行业动量策略在A股市场的有效性进行探究☆11Jul 19, 2019Updated 6 years ago
- pstore, a high-performance, read-optimized database system.☆26Nov 14, 2013Updated 12 years ago
- ☆11Oct 30, 2023Updated 2 years ago
- Jupyter Notebook for estimating stock price☆10Dec 19, 2020Updated 5 years ago
- Symbolic Regression from Scratch with Python☆13Dec 6, 2022Updated 3 years ago
- Sparse symmetric indefinite solver implemented with a runtime system☆13May 11, 2020Updated 5 years ago
- Materials and reproducible workflows for working with health care data☆12Apr 11, 2018Updated 7 years ago
- Implementation of panel data regression (first differences, fixed effects) in python (numpy, pandas)☆12May 12, 2016Updated 9 years ago
- Application for processing Chinese text : Sentiment , Keywords , Abstract☆10Apr 13, 2017Updated 8 years ago
- Heuristics for cardinality constrained portfolio optimisation☆12Nov 3, 2018Updated 7 years ago
- Python script for regression of multivariable LSTM neural network.☆11Jun 26, 2021Updated 4 years ago
- Improving the Savitzky-Golay filtering in the presence of noisy data☆11Jan 23, 2016Updated 10 years ago
- Numpy like ndarray and dataframe library for nim-lang.☆13Aug 6, 2020Updated 5 years ago
- Cryptocurrencies algorithmic trading strategies☆12Nov 20, 2018Updated 7 years ago
- [DEPRECATED] Non-blocking TCP or Unix connect☆14May 1, 2021Updated 4 years ago
- critical line algorithm for efficient frontier☆20Updated this week
- A simple martingale system for betting/trading purposes.☆12Jun 27, 2024Updated last year
- Async datagram traits☆11Aug 28, 2019Updated 6 years ago
- Legate Hello World Pedagogical Library☆10Apr 5, 2023Updated 2 years ago
- TikZ version of the standard model graphic from particle fever☆11Apr 23, 2020Updated 5 years ago
- ☆11May 6, 2016Updated 9 years ago
- Estimating Option-Implied Probability Distributions for Equity Pricing☆11Aug 25, 2020Updated 5 years ago
- One script that introduces you to R☆11Oct 15, 2015Updated 10 years ago
- 🗄️ Networked in-memory key-value store.☆11Jan 2, 2018Updated 8 years ago
- fanotify cron system☆21Sep 15, 2015Updated 10 years ago
- Signal Processing for Dummies☆11Mar 13, 2020Updated 5 years ago
- ☆14Feb 25, 2020Updated 6 years ago