☆19Feb 21, 2026Updated last week
Alternatives and similar repositories for jquantstats
Users that are interested in jquantstats are comparing it to the libraries listed below
Sorting:
- critical line algorithm for efficient frontier☆19Updated this week
- Investment Funnel 📈 is an open-source python platform designed for an easy development and backtesting of outperforming investment strat…☆69Feb 17, 2026Updated last week
- Dr Paul Bilokon's MSc at the University of Oxford: Bayesian methods for solving estimation and forecasting problems in the high-frequency…☆24May 29, 2024Updated last year
- Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis☆27Nov 29, 2022Updated 3 years ago
- This repository contains a reference implementation of the Markowitz portfolio optimization problem discussed in the paper Markowitz Port…☆37Nov 24, 2025Updated 3 months ago
- Simple command line interface to create repos based on templates☆36Feb 22, 2026Updated last week
- Winning submission for the Citadel 2021 Data Open. An Empirical Analysis of New Orleans's Rental Regulations on Airbnb Listings.☆13Oct 6, 2021Updated 4 years ago
- Course website for Quantitative Methods for Monetary Economics☆10Sep 4, 2019Updated 6 years ago
- TVP VAR Workshop☆15Feb 26, 2020Updated 6 years ago
- Pythonic access to the exchange rate API hosted by Magyar Nemzeti Bank (MNB, Central Bank of Hungary)☆12Jan 28, 2023Updated 3 years ago
- R Implementation of the Time Varying Cointegration by Bierens and Martins 2010☆10Apr 14, 2016Updated 9 years ago
- CVQP: An operator splitting method for large-scale CVaR-constrained quadratic programs☆28Sep 29, 2025Updated 5 months ago
- ☆10Apr 6, 2023Updated 2 years ago
- 大类资产配置☆11Jun 3, 2021Updated 4 years ago
- Sparse regression of mixed-frequency VectorAutoregressions☆10May 11, 2022Updated 3 years ago
- ProbPy is a comprehensive repository dedicated to providing an extensive collection of probability puzzles, riddles, and solutions typica…☆11Jun 27, 2023Updated 2 years ago
- ☆12Jan 19, 2019Updated 7 years ago
- R package for Markov regime-switching models☆12Jan 23, 2018Updated 8 years ago
- This repository contains a backend service for fetching VIX index futures data using the vix_index_futures.py library. The app.py script …☆14Mar 19, 2023Updated 2 years ago
- Building up from a simple OLG☆10Feb 2, 2026Updated 3 weeks ago
- Modeling the S&P500 index as a hidden markov model for regime identification and creating a trading algorithm to capitalize on hidden sta…☆40May 23, 2020Updated 5 years ago
- Toolbox for "A Solution Method for Continuous-Time General Equilibrium Models"☆10Sep 20, 2021Updated 4 years ago
- I use TVP-VAR methodology with a stochastic volatility model to investigate the forecasting performance on macroeconomic variables. In pa…☆11Nov 17, 2019Updated 6 years ago
- Affine Term-Structure Models: Theory and Implementation☆14Apr 6, 2020Updated 5 years ago
- ☆12Mar 15, 2023Updated 2 years ago
- Matlab library for Time Varying Parameter Vector Auto Regressions with Stochastic Volatility (Bayesian solution)☆13Jan 11, 2018Updated 8 years ago
- Supporting material for Princeton ORF307☆12Jan 14, 2026Updated last month
- Efficient Bayesian estimation for GARCH-type models via Sequential Monte Carlo☆10Jun 11, 2019Updated 6 years ago
- Materials from the Webinar "How to build better portfolios with Python using Riskfolio-Lib"☆11Feb 4, 2025Updated last year
- AITuberのデモリポジトリです☆10Mar 11, 2023Updated 2 years ago
- Factor model referred by the Barra Model (USE4/CNE5) and decomposition of China mutual/private funds.☆12Jul 24, 2018Updated 7 years ago
- Using policy shocks to construct systematic policy rule counterfactuals☆16Apr 24, 2023Updated 2 years ago
- Python functionality for getting different data from Bloomberg: prices, implied vols, fundamentals☆14Aug 7, 2025Updated 6 months ago
- Run hierarchical risk parity algorithms☆53Updated this week
- Empirical Finance Course (PhD, Julia code)☆38Nov 24, 2024Updated last year
- Replication code for Addressing COVID-19 Outliers in BVARs with Stochastic Volatility“ by Carriero, Clark, Marcellino and Mertens (2021),…☆11Jan 2, 2023Updated 3 years ago
- Worldquant University's Capstone Project☆14Sep 5, 2023Updated 2 years ago
- Financial Machine Learning Repository☆11Apr 25, 2024Updated last year
- Robust Bond Portfolio Construction via Convex-Concave Saddle Point Optimization☆14May 13, 2024Updated last year