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
- A Python Package for Portfolio Optimization using the Critical Line Algorithm☆27Updated last year
- ☆15Updated last week
- By means of stochastic volatility models☆44Updated 5 years ago
- Code for Undergraduate Dissertation; Exploration of Discrete Time Mean-Variance Hedging strategies 📈☆14Updated 3 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated last year
- Portfolio optimization with cvxopt☆38Updated 5 months ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆34Updated 2 years ago
- Random Forest-based "Correlation" measures☆15Updated 3 years ago
- Run hierarchical risk parity algorithms☆46Updated last week
- Quant finance scripts☆16Updated 2 months ago
- ☆66Updated last week
- Tool to support backtests☆45Updated last week
- Financial applications focusing on portfolio management for Python☆16Updated 2 years ago
- ☆27Updated last week
- Entropy Pooling in Python with a BSD 3-Clause license.☆39Updated 8 months ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- openseries is a project with tools to analyze financial timeseries of a single asset or a group of assets. It is solely made for daily or…☆28Updated this week
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 4 years ago
- ☆26Updated 9 months ago
- Code and examples for the project on risk-constrained Kelly gambling☆27Updated 4 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆14Updated last year
- critical line algorithm for efficient frontier☆16Updated last week
- ☆22Updated 3 years ago
- Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python☆47Updated 3 weeks ago
- Algorithmic multi-greek hedges using Python☆20Updated 4 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆62Updated 2 years ago
- ☆41Updated 2 years ago
- This paper studies how a machine learning algorithm can generate tactical allocation which outperforms returns for a pre-defined benchmar…☆12Updated 4 years ago