Solutions to Active Portfolio Management (Second Edition) by Grinold and Kahn
☆109Sep 26, 2021Updated 4 years ago
Alternatives and similar repositories for Active_Portfolio_Management
Users that are interested in Active_Portfolio_Management are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆16Dec 11, 2020Updated 5 years ago
- Quantitative investing blog☆16Sep 19, 2020Updated 5 years ago
- ☆15Apr 6, 2022Updated 3 years ago
- Reading notes and Python implementation for book "Machine Learning for Factor Investing" by Silkdust☆14Nov 21, 2023Updated 2 years ago
- Asset allocation and Portfolio Management Course @ Baruch MFE☆16Feb 1, 2020Updated 6 years ago
- Wordpress hosting with auto-scaling on Cloudways • AdFully Managed hosting built for WordPress-powered businesses that need reliable, auto-scalable hosting. Cloudways SafeUpdates now available.
- A library for portfolio optimization algorithms with python interface.☆31Jan 9, 2021Updated 5 years ago
- Quantamental finance research with python☆153Jun 3, 2022Updated 3 years ago
- Backtesting tool on tick data☆11Jan 30, 2017Updated 9 years ago
- These are notes for macroeconomic analysis, summarised in past years for macro trading/analysis.☆31Jun 5, 2022Updated 3 years ago
- Adaptation of Monte Carlo and SARSA algorithms (Reinforcement Learning) for learning the policy of sellers/ buyers in stock market☆12Jul 23, 2018Updated 7 years ago
- Q-quant和因子投资实证汇总☆24Jul 5, 2021Updated 4 years ago
- High Frequency Trading Strategy☆12Dec 20, 2018Updated 7 years ago
- a new simulator for statistical arbitrage☆15Sep 12, 2015Updated 10 years ago
- ☆71Jun 13, 2025Updated 9 months ago
- DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Processing and performing financial calculations on HFT data☆10Dec 19, 2018Updated 7 years ago
- Quantlib学习研究☆13May 6, 2013Updated 12 years ago
- Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.☆21May 8, 2024Updated last year
- ☆13Nov 20, 2020Updated 5 years ago
- Implementing some electrodynamics stuff in python☆16May 26, 2017Updated 8 years ago
- ☆88Jan 22, 2019Updated 7 years ago
- Bitmex market microstructure analytics☆23Feb 24, 2021Updated 5 years ago
- Barra-Multiple-factor-risk-model☆150Apr 7, 2017Updated 8 years ago
- ☆14Nov 24, 2016Updated 9 years ago
- Wordpress hosting with auto-scaling on Cloudways • AdFully Managed hosting built for WordPress-powered businesses that need reliable, auto-scalable hosting. Cloudways SafeUpdates now available.
- Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.☆15Oct 11, 2017Updated 8 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆129Oct 11, 2025Updated 5 months ago
- Generalized empirical likelihood and generalized method of moments estimators for Python☆11Feb 12, 2018Updated 8 years ago
- Pricing autocallable barrier reverse convertibles (aka snowball structure contract) using monte carlo☆14Feb 2, 2023Updated 3 years ago
- 获取经典的量化多因子模型数据☆93Oct 13, 2021Updated 4 years ago
- Covariance Matrix Estimation via Factor Models