yuyingfeng / MostHarmlessQuantitativeFinanceLinks
Codes for Mostly Harmless Quantitative Finance
☆37Updated 3 years ago
Alternatives and similar repositories for MostHarmlessQuantitativeFinance
Users that are interested in MostHarmlessQuantitativeFinance are comparing it to the libraries listed below
Sorting:
- ☆23Updated 2 years ago
- Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…☆43Updated 4 years ago
- Elements of Financial Risk Management in Python☆12Updated 4 years ago
- Bayesian Statistics-Econometrics☆88Updated last year
- This is a program for strategic asset allocation research for negative investment FOF.☆14Updated 5 years ago
- Empirical Data and Some Simulation Codes☆105Updated 6 years ago
- ☆28Updated 4 years ago
- Machine Learning-Driven Quantamental Investing☆140Updated 5 years ago
- ☆78Updated 2 years ago
- A dynamic factor model to nowcast quarterly GDP using many high-frequency series. Implemented in Python☆31Updated 4 years ago
- 基于QFactor模型的A股实证研究☆20Updated 6 years ago
- Replication of key GARCH model papers☆36Updated 9 years ago
- Factor model referred by the Barra Model (USE4/CNE5) and decomposition of China mutual/private funds.☆12Updated 7 years ago
- Affine Term-Structure Models: Theory and Implementation☆13Updated 5 years ago
- Website dedicated to a book on machine learning for factor investing☆236Updated 2 years ago
- Solutions to Active Portfolio Management (Second Edition) by Grinold and Kahn☆108Updated 4 years ago
- Repository for MS_Regress, a matlab package for estimation and simulation of markov regime switching models☆53Updated 5 years ago
- Risk Parity and Factors Model on multi asseet management☆23Updated 4 years ago
- Pricing the Term Structure with Linear Regressions☆42Updated 7 years ago
- Implementation of 5-factor Fama French Model☆136Updated 4 years ago
- This repository hosts my reading notes for academic papers.☆91Updated 4 years ago
- Reimplementing QuantLib examples by Python☆66Updated 3 years ago
- Python Nowcasting☆130Updated 4 years ago
- empirical asset pricing☆49Updated 2 years ago
- Python modules for time-series analysis and empirical asset pricing.☆18Updated 5 years ago
- This course, taught by Prof.Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), …☆52Updated 7 years ago
- Event Study package is an open-source python project created to facilitate the computation of financial event study analysis.☆67Updated last year
- ☆41Updated 6 years ago
- My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"☆50Updated 5 years ago
- https://arxiv.org/abs/1805.01104☆120Updated 5 years ago