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.
☆23Mar 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:
- Using LSTM to execute a sector rotation trading strategy☆13Oct 4, 2019Updated 6 years ago
- マケデコハッカソン LT大会 presented by J-Quants☆10Sep 19, 2023Updated 2 years ago
- ☆16Dec 8, 2022Updated 3 years ago
- This is a finance factor model, risk model, portfolio optimization, strategies research library.☆16Nov 11, 2018Updated 7 years ago
- 多因子选股框架☆27Dec 9, 2020Updated 5 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- ☆12Sep 21, 2023Updated 2 years ago
- ☆20Jun 24, 2024Updated 2 years ago
- C++ code for a reversible jump Markov chain Monte Carlo algorithm to sample changepoints☆16Feb 14, 2019Updated 7 years ago
- alpha投研示例☆96Feb 5, 2026Updated 6 months ago
- Seeking Alpha, Machine Learning, ETFs Strategy☆21Nov 2, 2022Updated 3 years ago
- Code for the 15th place submission at Trading at the Close competition☆18Jun 22, 2024Updated 2 years ago
- To predict weekly games of the National Football League using game stats☆13Jun 13, 2020Updated 6 years ago
- A dashboard for helping beginners identify trading opportunities through technical analysis, fundamental analysis, and possible future pr…☆13Sep 1, 2021Updated 4 years ago
- This repo contains the Python script that automates the production of ADO report for Russia☆14Feb 23, 2021Updated 5 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.
- ☆14May 16, 2022Updated 4 years ago
- 多因子打分选股☆13Jan 12, 2022Updated 4 years ago
- ☆16Jan 15, 2022Updated 4 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
- Research and Backtests I have been working on...enjoy☆72Mar 8, 2021Updated 5 years ago
- ☆15Dec 8, 2022Updated 3 years ago
- Python library for retrieving the CFTC Commitment of Traders reports☆19Jul 7, 2025Updated last year
- Easily handle Slack app mentions.☆15Dec 30, 2025Updated 7 months ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆36Aug 26, 2024Updated last year
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- A Survey of Multi-Factor Models☆40Jul 17, 2015Updated 11 years ago
- ☆16May 11, 2026Updated 3 months ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆136Dec 31, 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 🤟☆51Aug 7, 2026Updated last week
- An easy DLL mod loader for Age of Empires 2: The Conquerors and custom UserPatch expansions☆10Mar 9, 2020Updated 6 years ago
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…☆55Jul 13, 2023Updated 3 years ago
- ☆13Mar 3, 2024Updated 2 years ago
- Full stack stock trading application with focus on "premarket gapper" stocks and opening range breakout strategy☆13May 7, 2021Updated 5 years ago
- A super-powered version of devmem/devmem2 that uses a kernel module to reach all addresses☆11Dec 15, 2020Updated 5 years ago
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- 2-D FDTD - Language Comparison☆18Aug 29, 2018Updated 7 years ago
- ☆15Sep 3, 2021Updated 4 years ago
- ☆10Dec 24, 2023Updated 2 years ago
- Coursera Course --- Probabilistic Graphical Model☆15Jan 5, 2015Updated 11 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
- 本项目为深度学习在多因子量化选股中的一种实践☆117Mar 19, 2019Updated 7 years ago
- AoE2 Random Map Scripting for humans☆13Sep 8, 2018Updated 7 years ago