Replication of https://ssrn.com/abstract=3984925
☆55Mar 27, 2024Updated 2 years ago
Alternatives and similar repositories for replication-the-virtue-of-complexity-in-return-prediction
Users that are interested in replication-the-virtue-of-complexity-in-return-prediction are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- This is a Repo for the econ working paper template.☆21Apr 11, 2026Updated 2 months ago
- ☆30Jun 6, 2025Updated last year
- QuantMinds Rough Volatility Workshop lectures☆71Sep 6, 2025Updated 9 months ago
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆40Jul 5, 2023Updated 2 years ago
- ☆56Mar 14, 2021Updated 5 years ago
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- ☆19Jun 13, 2022Updated 4 years ago
- Data processing and visualization of (crypto) currencies dynamics and technical indicator☆12Apr 16, 2020Updated 6 years ago
- ☆16Dec 11, 2020Updated 5 years ago
- ☆11Mar 12, 2021Updated 5 years ago
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆242May 31, 2024Updated 2 years ago
- Functions for the construction of risk-based portfolios☆54May 16, 2021Updated 5 years ago
- Efficient and easy to use fractional differentiation transformations for stationarizing time series data in Python.☆22Feb 10, 2023Updated 3 years ago
- Code repository for "Machine Learning and the Implementable Efficient Frontier" by Jensen, Kelly, Malamud, and Pedersen (2024)☆32Mar 6, 2025Updated last year
- Public code for our paper https://ssrn.com/abstract=3958331☆26Dec 6, 2021Updated 4 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- CNNpred: CNN-based stock market prediction using a diverse set of variables☆70Nov 20, 2020Updated 5 years ago
- Code for Exploring the Scale-Free Nature of Stock Markets: Hyperbolic Graph Learning for Algorithmic Trading at WWW 2021☆20Jul 11, 2021Updated 4 years ago
- A HMM application in Kritzman Regime Detection☆15Jan 3, 2020Updated 6 years ago
- Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)☆374May 29, 2026Updated 2 weeks ago
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading☆54Oct 22, 2023Updated 2 years ago
- Code to support my Master's thesis☆22Sep 10, 2023Updated 2 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17May 9, 2024Updated 2 years ago
- An expansion of the Triple-Barrier Method by Marcos López de Prado☆54Nov 7, 2023Updated 2 years ago
- Option Strategy for Futures☆19Jul 29, 2020Updated 5 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.
- ☆11Sep 6, 2023Updated 2 years ago
- getSymbols() reboot☆17Oct 17, 2024Updated last year
- A Julia implementation of the Quadratic Kalman Filter as in Monfort, Renne, & Roussellet (2014, Journal of Econometrics).☆11May 30, 2025Updated last year
- PyTorch autoencoder implementation of asset pricing model using monthly returns/metrics☆52May 19, 2020Updated 6 years ago
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆15Aug 28, 2022Updated 3 years ago
- Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations☆16May 16, 2021Updated 5 years ago
- ☆31Jan 1, 2026Updated 5 months ago
- ☆15Mar 22, 2022Updated 4 years ago
- ☆61Feb 17, 2023Updated 3 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- VAE in feature extraction help predicting stock☆41Aug 21, 2022Updated 3 years ago
- Modular backtesting tools (Python)☆14Aug 18, 2025Updated 10 months ago
- A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is cate…☆22Nov 21, 2021Updated 4 years ago
- simple utility to convert metastockdata to pandas dataframe☆11Oct 1, 2022Updated 3 years ago
- Julia package providing access to the Fama-French data available on the Ken French Data Library☆11Oct 26, 2025Updated 7 months ago
- This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.☆33Jul 28, 2020Updated 5 years ago
- Website☆13Jun 2, 2026Updated 2 weeks ago