tschm / TinyCTALinks
Underlying package for the 10-line cta
☆12Updated this 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☆40Updated this week
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 3 years ago
- Portfolio optimization with cvxopt☆40Updated 9 months ago
- A modification of traditional random forest for time-series forecasting☆12Updated last year
- ☆67Updated 4 months ago
- Tool to support backtests☆46Updated last week
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Updated last year
- Quant finance scripts☆16Updated 6 months ago
- Web dashboard to visualize equity factor dynamics using solely publicly available data.☆18Updated 4 years ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆37Updated 2 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated last year
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆65Updated 3 years ago
- Entropy Pooling in Python with a BSD 3-Clause license.☆41Updated last year
- Codes for the paper 'Clustering Approaches for Global Minimum Variance Portfolio'☆22Updated 3 years ago
- Code for Undergraduate Dissertation; Exploration of Discrete Time Mean-Variance Hedging strategies 📈☆16Updated 4 years ago
- ☆22Updated 3 years ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated last year
- Fama French model on a subset of Canadian Equity data with Python☆48Updated 6 years ago
- Financial Portfolio Optimization Algorithms☆59Updated 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
- ☆22Updated last month
- 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 7 months ago
- 'Portfolio Analysis, methods for portfolio optimization'☆24Updated 4 years ago
- ☆45Updated 2 years ago
- A Python Package for Portfolio Optimization using the Critical Line Algorithm☆27Updated 2 years ago
- A repository for portfolio allocation based on embedding data representation☆12Updated 9 months ago
- ☆17Updated last week
- ☆19Updated 8 years ago
- Alpha model skeletons & examples☆12Updated 2 years ago
- A scikit-learn compatible classifier to perform trade classification in Python.☆19Updated this week