tschm / TinyCTALinks
Underlying package for the 10-line cta
☆12Updated 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☆38Updated last week
- ☆68Updated 2 months ago
- Portfolio optimization with cvxopt☆41Updated 7 months ago
- A modification of traditional random forest for time-series forecasting☆13Updated last year
- A repository for portfolio allocation based on embedding data representation☆11Updated 7 months ago
- Code for Undergraduate Dissertation; Exploration of Discrete Time Mean-Variance Hedging strategies 📈☆16Updated 3 years ago
- Quant finance scripts☆16Updated 4 months ago
- Financial Portfolio Optimization Algorithms☆58Updated last year
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Updated last year
- Quant Invest Lab is a project aimed to provide a set of basic tools for quantitative experiments. By quantitative experiment I mean tryin…☆28Updated last year
- Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python☆54Updated 2 weeks ago
- Entropy Pooling in Python with a BSD 3-Clause license.☆40Updated 10 months ago
- Tool to support backtests☆46Updated last week
- 'Portfolio Analysis, methods for portfolio optimization'☆23Updated 4 years ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆35Updated 2 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 4 months ago
- Web dashboard to visualize equity factor dynamics using solely publicly available data.☆18Updated 4 years ago
- Random Forest-based "Correlation" measures☆15Updated 3 years ago
- ☆19Updated 8 years ago
- ☆42Updated 2 years ago
- ☆20Updated this week
- ☆41Updated 4 years ago
- Fama French model on a subset of Canadian Equity data with Python☆48Updated 6 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆64Updated 3 years ago
- Codes for the paper 'Clustering Approaches for Global Minimum Variance Portfolio'☆22Updated 3 years ago
- Alpha model skeletons & examples☆12Updated last year
- ☆20Updated 5 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 5 years ago
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆49Updated 2 years ago