microprediction / preciseLinks
World beating online covariance and portfolio construction.
☆311Updated 2 months ago
Alternatives and similar repositories for precise
Users that are interested in precise are comparing it to the libraries listed below
Sorting:
- If you can measure it, consider it predicted☆367Updated 2 months ago
- Python library for asset pricing☆125Updated last year
- Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial…☆328Updated 2 years ago
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆271Updated this week
- ☆50Updated 2 years ago
- Macrosynergy Quant Research☆162Updated last week
- 📦 Python library for Stochastic Processes Simulation and Visualisation☆346Updated 8 months ago
- Data, Benchmarks, and methods submitted to the M6 forecasting competition☆129Updated last year
- ☆141Updated 2 years ago
- Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices☆120Updated 2 months ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆175Updated 4 years ago
- Multivariate Volatility Models (ARCH) for stock prices and other time series☆20Updated last year
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆128Updated 5 years ago
- Machine Learning Trading Toolkit☆41Updated 5 months ago
- Scikit-learn style cross-validation classes for time series data☆284Updated 3 years ago
- ☆146Updated last year
- Code that I show on my YouTube Channel☆103Updated 2 years ago
- Quantreo's Quant Library☆73Updated 2 months ago
- Financial AI with Python☆98Updated last month
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆195Updated 3 months ago
- Material for QuantUniversity talk on Sythetic Data Generation for Finance.☆123Updated 5 years ago
- Using Dask, a Python framework, I handle 900 million rows of S&P E-mini futures trade tick data directly on a local machine. Through expl…☆41Updated last year
- Material accompanying the MOSEK Portfolio Optimization Cookbook☆98Updated last year
- Instrumented Principal Components Analysis☆245Updated 3 years ago
- This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (…☆262Updated 3 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆125Updated 2 months ago
- Implements Path Shadowing Monte Carlo (PSMC).☆83Updated last year
- Algo Trading Research & Documentation☆29Updated 4 months ago
- Quant Research☆96Updated last month
- Portfolio Construction and Risk Management book's Python code.☆157Updated last week