microprediction / preciseLinks
World beating online covariance and portfolio construction.
☆309Updated 3 weeks 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☆361Updated 2 weeks ago
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆264Updated last month
- Python library for asset pricing☆117Updated last year
- ☆50Updated 2 years ago
- Macrosynergy Quant Research☆155Updated this week
- Machine Learning Trading Toolkit☆38Updated 3 months ago
- Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial…☆323Updated last year
- 📦 Python library for Stochastic Processes Simulation and Visualisation☆339Updated 5 months ago
- Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices☆118Updated 7 months ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆129Updated 4 years ago
- ☆141Updated 2 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆172Updated 3 years ago
- Material accompanying the MOSEK Portfolio Optimization Cookbook☆97Updated last year
- Portfolio Construction and Risk Management book's Python code.☆124Updated last week
- Data, Benchmarks, and methods submitted to the M6 forecasting competition☆121Updated last year
- ☆144Updated last year
- Statistical Jump Models in Python, with scikit-learn-style APIs☆100Updated 8 months ago
- Financial AI with Python☆92Updated 6 months ago
- Quant Research☆90Updated last month
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆176Updated last month
- Ikaros is a free financial library built in pure python that can be used to get information for single stocks, generate signals and build…☆67Updated 4 years ago
- Implements Path Shadowing Monte Carlo (PSMC).☆81Updated 9 months ago
- Code that I show on my YouTube Channel☆102Updated 2 years ago
- Code to accompany the paper "Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks"☆128Updated last year
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆584Updated 8 months ago
- Quantreo's Quant Library☆39Updated last week
- 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…☆40Updated last year
- Multivariate Volatility Models (ARCH) for stock prices and other time series☆20Updated last year
- Website dedicated to a book on machine learning for factor investing☆234Updated 2 years ago
- This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (…☆257Updated 2 years ago