This paper studies how a machine learning algorithm can generate tactical allocation which outperforms returns for a pre-defined benchmark. We use three distinct and diverse data sets to implement the model which tries to forecast the next month’s a selected equity index price. The algorithm used to accomplish this task is Elastic Net. Once the …
☆15Dec 3, 2020Updated 5 years ago
Alternatives and similar repositories for TACTICAL-ASSET-ALLOCATION-AND-MACHINE-LEARNING
Users that are interested in TACTICAL-ASSET-ALLOCATION-AND-MACHINE-LEARNING are comparing it to the libraries listed below
Sorting:
- Risk Parity and Factors Model on multi asseet management☆23Apr 6, 2021Updated 4 years ago
- This is a program for strategic asset allocation research for negative investment FOF.☆14Jul 26, 2020Updated 5 years ago
- ☆41Jan 22, 2019Updated 7 years ago
- A dynamic factor model to forecasts inflation, i.e. CPI, PPI. WindAPI is required to extract vintages.☆16Jan 1, 2021Updated 5 years ago
- Implements different approaches to tactical and strategic asset allocation☆45Dec 23, 2024Updated last year
- Modelling the implicit volatility, using multi-factor statistical models.☆22Apr 22, 2025Updated 10 months ago
- Deep Dynamic Factor Models☆25Feb 12, 2026Updated 3 weeks ago
- 上证50成分股、马科维茨有效前沿、CML、资本市场线、最高夏普比率、最低风险☆28Nov 29, 2018Updated 7 years ago
- A highly scalable architecture to start your digital product in clean way☆13Jan 29, 2024Updated 2 years ago
- Replication of "Taming the Factor Zoo: A Test of New Factors (Feng, Giglio, and Xiu, 2020, JF)"☆10Mar 4, 2024Updated 2 years ago
- The Adaptive Multi-Factor (AMF) asset pricing model with the Groupwise Interpretable Basis Selection (GIBS) algorithm.☆10Dec 12, 2021Updated 4 years ago
- ASM-HEMT is industry standard compact model for GaN RF and power devices. This repository is the source of the open source version of the…☆15Mar 28, 2021Updated 4 years ago
- ☆18Feb 8, 2026Updated last month
- Apache Polaris Tools, additional tooling for Apache Polaris☆25Updated this week
- ☆11Oct 24, 2025Updated 4 months ago
- Learn Python for Economic Computation☆14Feb 24, 2025Updated last year
- Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation☆12Mar 7, 2024Updated 2 years ago
- This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep …☆92Oct 16, 2022Updated 3 years ago
- Alpha mining with DEAP-based genetic programming.☆11Jul 7, 2023Updated 2 years ago
- Deep dive into stock portfolio☆14Mar 20, 2023Updated 2 years ago
- Indonesian portfolio scraper and visualizer to automate the purchase of index-based stocks.☆13Jan 10, 2024Updated 2 years ago
- This repository contains all the materials related to the basic MOSFET theory, CMOS technology, circuit and layout design, and basic PDK …☆14Dec 15, 2023Updated 2 years ago
- Admin general base for development boosting☆12Mar 22, 2025Updated 11 months ago
- a B2C modern react template☆13Nov 19, 2025Updated 3 months ago
- The Things Uno☆10Feb 1, 2018Updated 8 years ago
- Fit hidden Markov model to stock returns and backtest strategy with hidden volatility regime filter☆11Nov 12, 2018Updated 7 years ago
- Programmatically generated PCB libraries facilitating robust electronic product design.☆17Dec 15, 2025Updated 2 months ago
- Awesome Stock Market Game written in Python☆12Dec 29, 2021Updated 4 years ago
- A Cryptocurrency Dashboard build with Vue JS, PWA enabled, Binance Websocket API for realtime price, amChart for displaying historical ch…☆11Jan 5, 2023Updated 3 years ago
- OIKAN is a neuro-symbolic machine learning framework inspired by Kolmogorov-Arnold representation theorem. It combines the power of moder…☆17Oct 13, 2025Updated 4 months ago
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆14Feb 6, 2026Updated last month
- Bispectral analysis with xarray, dask and numba☆10May 26, 2021Updated 4 years ago
- Digitize scientific plots with Python☆10Nov 6, 2020Updated 5 years ago
- Analog and RF blocks on Skywaters 130nm☆11Jul 30, 2022Updated 3 years ago
- Cornerstone PDK☆16Feb 25, 2026Updated last week
- KLayoutPhotonicPCells Core Library. Functionallities to extend KLayout PCells for Photonics☆10Jan 10, 2020Updated 6 years ago
- A Python based implementation of swap curve bootstrapping using a multi-dimensional solver.☆11Aug 17, 2025Updated 6 months ago
- Get the list of all the stokcs, etf, indices, mutual funds, Exchange-Traded Notes (ETN) listed on the New York Stock Exchange (NYSE), Nas…☆10Jan 9, 2022Updated 4 years ago
- Primitives for GF180MCU provided by GlobalFoundries.☆12Jul 6, 2025Updated 8 months ago