Alternatives and similar repositories for Regime-Switching:

Users that are interested in Regime-Switching are comparing it to the libraries listed below

• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 4 years ago
• returnandrisk / meucci-python
  Python Code for Meucci Related Blog Posts
  ☆16Updated 8 years ago
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆32Updated 5 years ago
• cmimlg / YieldCurveModeling
  Yield Curve Modeling Using Dynamic Gaussian Processes
  ☆16Updated 2 years ago
• cajohnst / Optimized_FX_Portfolio
  Quadratic program minimizing risk while maintaining an expected return with the addition of rollover in the foreign exchange market
  ☆12Updated 8 years ago
• gavincyi / TickTickBacktest
  Backtesting tool on tick data
  ☆11Updated 8 years ago
• TommasoBelluzzo / HFMRD
  A framework for detecting misreported returns in hedge funds.
  ☆16Updated 5 years ago
• Globe-Research / bitfear
  Fear and volatility in crypto markets
  ☆14Updated 2 years ago
• TommasoBelluzzo / HistoricalVolatility
  A framework for historical volatility estimation and analysis.
  ☆34Updated 4 years ago
• kokoff / deep-forecast
  Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject
  ☆13Updated 6 years ago
• vgreg / python-finance-unimelb2018
  Material for a Python for Finance workshop at the University of Melbourne in 2018
  ☆16Updated 6 years ago
• gwigniolle / Hedge-Fund-Replication
  ☆10Updated 6 years ago
• Quantoria / Risk_Budgeting
  Risk_Budgeting is a Python project that uses the risk budgeting approach for portfolio asset allocation
  ☆21Updated 7 years ago
• Dekalog / Data-Snooping-Tests
  Code for various data snooping tests on financial time series.
  ☆18Updated 9 years ago
• thalesians / bayestsa
  A Python library implementing Bayesian methods for solving estimation and forecasting problems in time series analysis
  ☆21Updated 8 years ago
• WayneDW / Automated-Equity-Asset-Selection-and-Allocation
  Optimal portfolio selection
  ☆33Updated 8 years ago
• algoquant / lecture_slides
  NYU Tandon lecture slides
  ☆31Updated this week
• HoangT1215 / Finance-papers-replication
  My replication of financial papers.
  ☆19Updated 6 years ago
• BessieChen / Algorithmic-Portfolio-Management-in-R-programming-language
  The course, authored by Prof. Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading)…
  ☆13Updated 6 years ago
• xuruilong100 / ATSMTI
  Affine Term-Structure Models: Theory and Implementation
  ☆12Updated 4 years ago
• ljump12 / Pairs-Trading
  Code for researching and backtesting pairs trading
  ☆24Updated 15 years ago
• vsmolyakov / fin
  finance
  ☆43Updated 7 years ago
• RoughStochVol / regularity_structure_finance
  Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.
  ☆10Updated 7 years ago
• TommasoBelluzzo / BaselTools
  A framework for estimating Basel IV capital requirements.
  ☆23Updated 5 years ago
• pingfcc99 / FixedIncomeQuantTrading
  ☆17Updated 6 years ago
• bayesiancointegration / python
  Python code for Bayesian Conditional Cointegration
  ☆17Updated 7 years ago
• mfrdixon / alpha-RNN
  alpha-RNN
  ☆29Updated 4 years ago
• cvxgrp / kelly_code
  Code and examples for the project on risk-constrained Kelly gambling
  ☆26Updated 4 years ago
• quantlabs / db-fx-strategy
  Roll model for trading strategy to C++ or FPGA via Matlab tool
  ☆10Updated 10 years ago
• tzhangwps / Turbulence-and-Systemic-Risk
  Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…
  ☆26Updated 3 weeks ago