Alternatives and similar repositories for tactical-asset-allocation:

Users that are interested in tactical-asset-allocation are comparing it to the libraries listed below

• anthonyng2 / Time-Series-Momentum
  ☆17Updated 8 years ago
• StockGram / Intelligent-Quantitative-Trading
  Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …
  ☆41Updated 2 years ago
• yuba316 / SABR_Volatility_Arbitrage
  A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model
  ☆23Updated 2 years ago
• LSEG-API-Samples / Article.RD.Python.MarketRegimeDetectionUsingStatisticalAndMLBasedApproaches
  ☆34Updated last year
• MiaaaFan / Classifying-and-Predicting-Stock-Market-States-Using-HMM-and-XGBoost
  ☆27Updated 2 years ago
• jshellen / CTA-strategies
  Backtest result archive for Momentum Trading Strategies
  ☆47Updated 5 years ago
• jo-cho / trading-rules-using-machine-learning
  A financial trading method using machine learning.
  ☆59Updated last year
• Sidhus234 / Hurst-Exponent-Trading-Strategy
  ☆39Updated 3 years ago
• Yan1015 / Pairs-Trading-using-Copula
  This project is to apply Copula Function to pair trading strategy both in American stock market.
  ☆24Updated 6 years ago
• werleycordeiro / Dynamic_Nelson_Siegel_Svensson_Kalman_Filter
  Python Package: Fitting and Forecasting the yield curve
  ☆36Updated 3 years ago
• hobinkwak / Portfolio-Optimization-Deep-Learning
  Mean-Variance Optimization using DL (pytorch)
  ☆30Updated 2 years ago
• Marblez / HMM_Trading
  Modeling the S&P500 index as a hidden markov model for regime identification and creating a trading algorithm to capitalize on hidden sta…
  ☆31Updated 4 years ago
• blaahhrrgg / equity-risk-model
  Attribution and optimisation using a multi-factor equity risk model.
  ☆31Updated 11 months ago
• bernhard-pfann / pca-yield-curve-analytics
  Predictive yield curve modeling in reduced dimensionality
  ☆43Updated last year
• rodler / quantinsti_statarb
  ☆57Updated last year
• quantrocket-codeload / pairs-pipeline
  Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …
  ☆35Updated 8 months ago
• EwanKW / Pairs-Trading-with-Robust-Kalman-Filter-and-Hidden-Markov-Model
  ☆15Updated last year
• wangy8989 / Active-Portfolio-Management
  factor return calculation, mean-variance / Black&Litterman portfolio optimization, risk decomposition
  ☆30Updated 5 years ago
• aconstandinou / pairs-trading-equities
  ☆24Updated 6 years ago
• IanLKaplan / pairs_trading
  ☆22Updated last year
• QuhiQuhihi / project_Asset_Allocation
  quantitative asset allocation strategy
  ☆21Updated 2 years ago
• QuhiQuhihi / regime_model
  detecting regime of financial market
  ☆33Updated 2 years ago
• FranklinMa810 / Market-Microstructure
  ☆19Updated 4 years ago
• emoen / Machine-Learning-for-Asset-Managers-Oslo-Bors
  ☆19Updated 3 years ago
• useric / MTH9879-Market-Microstructure-Models
  Baruch MFE 2019 Spring
  ☆36Updated 4 years ago
• AdrienCss / OptionTrading
  Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.
  ☆21Updated last year
• zemengzhoushang / Breakeven_volatility
  Get breakeven volatility through Delta Hedging and Gamma Hedging; Fit the volatility smile by SABR and SVI model
  ☆17Updated 4 years ago
• webn3ewbie / Economic-Data-Terminal
  ☆23Updated 2 years ago
• Yizhan-Oliver-Shu / jump-models
  Statistical Jump Models in Python, with scikit-learn-style APIs
  ☆49Updated this week
• johnsoong216 / pymarkowitz
  Mean Variance (Markowitz) Portfolio Optimization and Beyond
  ☆60Updated 8 months ago