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 5 years ago
• cmimlg / YieldCurveModeling
  Yield Curve Modeling Using Dynamic Gaussian Processes
  ☆17Updated 3 years ago
• returnandrisk / meucci-python
  Python Code for Meucci Related Blog Posts
  ☆16Updated 8 years ago
• gwigniolle / Hedge-Fund-Replication
  ☆10Updated 7 years ago
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆35Updated 6 years ago
• Dekalog / Data-Snooping-Tests
  Code for various data snooping tests on financial time series.
  ☆20Updated 10 years ago
• andi-jo / ML_projection_toolbox
  Simple wrapper for machine learning models in the context of lead-lag projection modelling.
  ☆25Updated 6 years ago
• TommasoBelluzzo / HistoricalVolatility
  A framework for historical volatility estimation and analysis.
  ☆35Updated 5 years ago
• cvxgrp / kelly_code
  Code and examples for the project on risk-constrained Kelly gambling
  ☆27Updated 4 years ago
• gavincyi / TickTickBacktest
  Backtesting tool on tick data
  ☆11Updated 8 years ago
• quantlabs / db-fx-strategy
  Roll model for trading strategy to C++ or FPGA via Matlab tool
  ☆10Updated 10 years ago
• Quantoria / Risk_Budgeting
  Risk_Budgeting is a Python project that uses the risk budgeting approach for portfolio asset allocation
  ☆22Updated 7 years ago
• chicago-joe / Python-ML-for-Financial-Applications
  Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling
  ☆19Updated 6 years ago
• Globe-Research / bitfear
  Fear and volatility in crypto markets
  ☆14Updated 2 years ago
• algoquant / lecture_slides
  NYU Tandon lecture slides
  ☆31Updated this week
• kokoff / deep-forecast
  Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject
  ☆13Updated 7 years ago
• clisztian / iMetrica
  A fast, interactive, graphical-user-interface oriented software suite for predictive modeling, multivariate time series analysis, real-t…
  ☆18Updated 8 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
• broughtj / Fin6470
  Finance 6470: Derivatives Markets
  ☆10Updated 4 years ago
• marcinbielecki / Applied_Macroeconomics
  Applied Macroeconomics, a course taught at the University of Warsaw
  ☆20Updated 4 years ago
• YalDan / JumpDetectR
  Scalable implementation of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy hig…
  ☆14Updated 3 years ago
• lakshmiDRIP / DROP-Asset-Allocation
  DRIP Asset Allocation is a collection of model libraries for MPT framework, Black Litterman Strategy Incorporator, Holdings Constraint, a…
  ☆10Updated 6 years ago
• aaaquants / option-volatility-surface
  ☆22Updated 7 years ago
• WayneDW / Automated-Equity-Asset-Selection-and-Allocation
  Optimal portfolio selection
  ☆33Updated 8 years ago
• bashtage / AFE2020
  Advanced Financial Econometrics - Trinity Term 2020
  ☆31Updated 4 years ago
• FranklinMa810 / PortfolioManagement
  ☆16Updated 4 years ago
• QuantEcon / dynamic_factor_models
  ☆40Updated 6 years ago
• HoangT1215 / Finance-papers-replication
  My replication of financial papers.
  ☆19Updated 6 years ago
• thertrader / Using-random-forest-to-model-limit-order-book-dynamic
  I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead
  ☆28Updated 5 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