tschm / TinyCTALinks
Underlying package for the 10-line cta
☆14Updated last week
Alternatives and similar repositories for TinyCTA
Users that are interested in TinyCTA are comparing it to the libraries listed below
Sorting:
- my talk for credit suisse☆41Updated last week
- ☆70Updated 7 months ago
- ☆24Updated last week
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 3 years ago
- Financial Portfolio Optimization Algorithms☆59Updated last year
- Quant finance scripts☆16Updated 9 months ago
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆48Updated 2 years ago
- Quant Invest Lab is a project aimed to provide a set of basic tools for quantitative experiments. By quantitative experiment I mean tryin…☆30Updated 2 years ago
- ☆19Updated this week
- A Python Package for Portfolio Optimization using the Critical Line Algorithm☆26Updated 2 years ago
- Tool to support backtests☆49Updated last week
- Portfolio optimization with cvxopt☆40Updated last month
- This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…☆30Updated 3 years ago
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆64Updated 10 months ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆33Updated 5 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Updated 2 years ago
- Run hierarchical risk parity algorithms☆52Updated last week
- By means of stochastic volatility models☆44Updated 5 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆43Updated 5 years ago
- Code and examples for the project on risk-constrained Kelly gambling☆28Updated 5 years ago
- A modification of traditional random forest for time-series forecasting☆12Updated last year
- ☆25Updated 2 months ago
- ☆28Updated 2 years ago
- Random Forest-based "Correlation" measures☆15Updated 3 years ago
- Code for Undergraduate Dissertation; Exploration of Discrete Time Mean-Variance Hedging strategies 📈☆16Updated 4 years ago
- Alpha model skeletons & examples☆12Updated 2 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 5 years ago
- Development space for PhD in Finance☆34Updated 5 years ago
- Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis☆26Updated 3 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated last year