FactorLab is a python library which enables the transformation of raw data into informative alpha and risk factors used in the investment algorithm development process.
☆31Mar 4, 2022Updated 4 years ago
Alternatives and similar repositories for factorlab
Users that are interested in factorlab are comparing it to the libraries listed below
Sorting:
- This repository will be used to organize all the codes and notes written on the Empirical asset pricing course given at the school of eco…☆12Apr 11, 2023Updated 2 years ago
- 'Portfolio Analysis, methods for portfolio optimization'☆24Jan 26, 2021Updated 5 years ago
- Code for "Methodological Uncertainty in Portfolio Sorts".☆20Jun 14, 2024Updated last year
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆93Feb 9, 2021Updated 5 years ago
- Empirical Finance Course (PhD, Julia code)☆38Nov 24, 2024Updated last year
- ☆56Aug 12, 2025Updated 7 months ago
- Modeling conditional betas with DCC-GARCH and COMFORT-DCC models with application in asset allocation.☆16Oct 16, 2019Updated 6 years ago
- Project description: https://medium.com/p/recession-prediction-using-machine-learning-de6eee16ca94?source=email-2adc3d3cd2ed--writer.post…☆41Feb 22, 2025Updated last year
- Semi-automated investing strategy (risk parity)☆29Oct 27, 2016Updated 9 years ago
- This Python code complements the video on the quantpie YouTube channel (https://www.youtube.com/c/quantpie), and contains the various fun…☆10Feb 21, 2020Updated 6 years ago
- A simple template for theoretical computer science assignments☆11Sep 6, 2023Updated 2 years ago
- A package for estimating and regularising correlation and covariance matrices with high frequency financial data☆14Feb 4, 2026Updated last month
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12May 30, 2021Updated 4 years ago
- A collection of python modules and jupyter notebooks for retirement research☆33Mar 25, 2025Updated 11 months ago
- 资产配置方案项目☆33Nov 18, 2020Updated 5 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆27Feb 24, 2025Updated last year
- Stochastic local volatility model calibration☆19Apr 23, 2021Updated 4 years ago
- A market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for vol…☆23Feb 2, 2025Updated last year
- Generalized Method of Moments estimation☆13Mar 23, 2025Updated 11 months ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆52Jun 22, 2022Updated 3 years ago
- Risk_Budgeting is a Python project that uses the risk budgeting approach for portfolio asset allocation☆23Sep 3, 2017Updated 8 years ago
- A very simple app that displays random inspirational quotations. Written in Python using the Kivy library for cross-platform support (And…☆13Nov 2, 2018Updated 7 years ago
- Implements different approaches to tactical and strategic asset allocation☆46Dec 23, 2024Updated last year
- For DEMO purposes - Containerised Rstudio instance running behind an Nginx proxy, using Docker Compose☆12Dec 25, 2018Updated 7 years ago
- A toolbox for simulating and estimating long-term causal effects in the presence of unobserved confounding.☆14Feb 20, 2023Updated 3 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆215Feb 6, 2026Updated last month
- Python Nowcasting☆133Feb 7, 2021Updated 5 years ago
- Zeroth-order Min-max Optimization☆13Jun 28, 2020Updated 5 years ago
- Source code for Multicriteria Portfolio Construction with Python☆31May 5, 2021Updated 4 years ago
- Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis☆27Nov 29, 2022Updated 3 years ago
- Factor Investing Library☆28Nov 12, 2022Updated 3 years ago
- ☆11Mar 19, 2018Updated 8 years ago
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆176Aug 20, 2024Updated last year
- Python and R code for text analysis and topic modeling☆12Jun 14, 2021Updated 4 years ago
- A LaTeX document class to create small hand-outs (flyers)☆13Mar 12, 2024Updated 2 years ago
- ☆109Dec 16, 2021Updated 4 years ago
- Scripts for validating retirement plans using Monte Carlo analysis.☆10Mar 13, 2026Updated last week
- 复现致敬大神的周频选股☆27Mar 16, 2023Updated 3 years ago
- Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.☆15Dec 15, 2019Updated 6 years ago