Implemented the paper Kinlaw, W., Kritzman, M., & Turkington, D. (2019). Crowded trades: Implications for sector rotation and factor timing. The Journal of Portfolio Management, 45(5), 46-57.
☆22Mar 18, 2021Updated 5 years ago
Alternatives and similar repositories for Crowded-trades-Sector-rotation
Users that are interested in Crowded-trades-Sector-rotation are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- マケデコハッカソン LT大会 presented by J-Quants☆10Sep 19, 2023Updated 2 years ago
- jquants-api-clientのデリバティブ用ラッパー☆22Oct 13, 2023Updated 2 years ago
- ☆16Dec 8, 2022Updated 3 years ago
- 多因子选股框架☆27Dec 9, 2020Updated 5 years ago
- ☆12Sep 21, 2023Updated 2 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.
- alpha投研示例☆92Feb 5, 2026Updated 2 months ago
- ☆20Jun 24, 2024Updated last year
- Code for the 15th place submission at Trading at the Close competition☆18Jun 22, 2024Updated last year
- Seeking Alpha, Machine Learning, ETFs Strategy☆19Nov 2, 2022Updated 3 years ago
- To predict weekly games of the National Football League using game stats☆13Jun 13, 2020Updated 5 years ago
- A tool integrating mean-variance optimization, machine learning strategies, Black-Litterman model adjustments, and comprehensive factor a…☆22Mar 11, 2026Updated last month
- A dashboard for helping beginners identify trading opportunities through technical analysis, fundamental analysis, and possible future pr…☆12Sep 1, 2021Updated 4 years ago
- Markowitzify will implement a variety of portfolio and stock/cryptocurrency analysis methods to optimize portfolios or trading strategies…☆38Feb 26, 2026Updated last month
- Automate daily stock market reports in PDF with diverse data sources using this open-source solution. Stay informed about global market t…☆18Aug 21, 2023Updated 2 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.
- 多因子打分选股☆13Jan 12, 2022Updated 4 years ago
- This repo contains the Python script that automates the production of ADO report for Russia☆14Feb 23, 2021Updated 5 years ago
- 😱 This Python script provides a comprehensive analysis of stock options using data retrieved from Yahoo Finance. It calculates various m…☆15Mar 1, 2024Updated 2 years ago
- ☆16Jan 15, 2022Updated 4 years ago
- Study repo for David Silver's Reinforcement Learning Course☆12Apr 26, 2019Updated 6 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆36Aug 26, 2024Updated last year
- Python probabilistic PCA (PPCA) implementation.☆13Nov 28, 2018Updated 7 years ago
- Research and Backtests I have been working on...enjoy☆72Mar 8, 2021Updated 5 years ago
- ☆14Dec 8, 2022Updated 3 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Replication of "Taming the Factor Zoo: A Test of New Factors (Feng, Giglio, and Xiu, 2020, JF)"☆10Mar 4, 2024Updated 2 years ago
- BTC、ETHを使った取引所間アービトラージ☆13Nov 16, 2022Updated 3 years ago
- Easily handle Slack app mentions.☆15Dec 30, 2025Updated 3 months ago
- FEM programs written in Python 3.☆11Jul 2, 2022Updated 3 years ago
- The homework assignments finished for the coursera specialization "Probabilistic Graphical Models"☆13Jun 16, 2017Updated 8 years ago
- A Survey of Multi-Factor Models☆40Jul 17, 2015Updated 10 years ago
- High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.☆18Mar 10, 2023Updated 3 years ago
- This Jupyter notebook (Python) enables the user to perform an automated YTD stock market analysis for the sector of interest.☆14Dec 23, 2020Updated 5 years ago
- NBA Three-Point Model for Sports Betting☆20Mar 8, 2023Updated 3 years ago
- Wordpress hosting with auto-scaling - Free Trial • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- 基于 LangChain1.0和DeepAgents的代码优化Agent☆24Dec 28, 2025Updated 3 months ago
- ☆14Feb 28, 2019Updated 7 years ago
- Alpha,deap,数字货币☆14Dec 9, 2020Updated 5 years ago
- 基于资金流 的择时选股策略☆18May 25, 2018Updated 7 years ago
- Backtesting & Tradebot by the programmer, for the programmer. 一款温柔地对待程序员的量化框架 🤟☆48Apr 15, 2024Updated 2 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆133Dec 31, 2018Updated 7 years ago
- ☆13Mar 3, 2024Updated 2 years ago