Reckziegel

🕶️

Bernardo Reckziegel Reckziegel

🕶️

Porto Alegre, Brazil
18:13 (UTC -03:00)
bernardo.codes
@ReckziegelB

Achievements

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timetravel Public

R Other Updated May 29, 2024
invariance Public

Simple invariance tests for statistical analysis

R Other Updated May 29, 2024
epo Public

Enhanced Portfolio Optimization (EPO)

robust-optimization bayesian-optimization principal-component-analysis black-litterman mean-variance-optimization

R 12 4 Other Updated Mar 5, 2024
uncorbets Public

Diversification Distribution via Minimum Torsion Bets

R 7 1 Other Updated Mar 5, 2024
ettj Public
Forked from luketesser/ettj

Yield curve estimation via the two step method of decay parameters optimization.

R 1 Other Updated Jan 16, 2024
PortfolioSorts_NSE Public
Forked from patrick-weiss/PortfolioSorts_NSE

Code for "Non-Standard Errors in Portfolio Sorts".

TeX 1 MIT License Updated Jan 11, 2024
idexr Public

JGP CDI Debenture Index.

R 1 Other Updated Jan 5, 2024
nefin Public

NEFIN datasets in R

brazil equity capm risk-premium equity-premium

R Other Updated Jan 5, 2024
BR-Fama-French-Factors Public
Forked from JoaoJungblut/BR-Fama-French-Factors

Due to the absence of Fama-French factors for the Brazilian market, this repository aims to provide an open database for comprehensive analysis of assets and portfolios in the Brazilian financial …

R MIT License Updated Jan 3, 2024
aqrr Public

AQR Asset Management datasets in R

dataset premia factor-investing aqr

R 2 1 Other Updated Aug 21, 2023
rba Public

Robust Bayesian Allocation

Updated Oct 28, 2022
snoop Public

R 1 issue needs help Updated Sep 30, 2022
FFP Public

Fully Flexible Probabilities for Stress-Testing and Portfolio Construction

views bayesian-inference scenarios risk-management entropy-pooling flexible-probabilities portolio-optimization

R 17 3 Other Updated Sep 29, 2022
site Public

My Personal Website

HTML Updated Aug 17, 2022
valuer Public

Updated Jul 22, 2022
CMA Public

Copula Marginal Algorithm

copula worst-case-analyses marginal-distribution panic-distribution

R Other Updated Jul 13, 2022
understress Public

R Other Updated Jul 8, 2022
uncover Public

R Other Updated Jul 8, 2022
michaud Public

Michaud Resampling Portfolios done in R

Updated Jul 4, 2022
YahooTickers Public

Download and Model Stock Index Constituents From Yahoo Finance

time-series econometrics stocks yahoo-finance constituents

R 6 1 Other Updated Jun 28, 2022
pray Public

Updated Nov 30, 2021
capmr Public

An equilibrium approach to model asset prices

Updated Oct 4, 2021
mydownloads Public

Updated Sep 27, 2021
ShadowRates Public

Model near-zero interest-rates

interest-rates zerolowerbound

R Other Updated Sep 23, 2021
DynamicStrategies Public

Convex vs Concave Portfolio Management

R 1 1 Other Updated Sep 21, 2021
tcc Public
Forked from rcviale/tcc

Codes for Bachelor's thesis.

R Updated Sep 6, 2021
GEVSimulation Public

A shiny app to demonstrate the impact of the parameters `mu`, `sigma` and `xi` in the GEV distribution.

HTML Updated Aug 15, 2021
SimGHYP Public

Shiny app on the GHYP distribution

HTML Updated Aug 15, 2021
tcopula Public

Estimation of Structured t-Copulas

econometrics copula shrinkage

R Other Updated Jul 15, 2021
Yahoo-Quandl-Market-Data-Donwloader Public
Forked from Lenskiy/Yahoo-Quandl-Market-Data-Donwloader

Matlab functions for market data downloading

MATLAB Updated Mar 7, 2021

Bernardo Reckziegel Reckziegel

Achievements

Achievements

timetravel Public

Uh oh!

invariance Public

Uh oh!

epo Public

Uh oh!

uncorbets Public

Uh oh!

ettj Public

Uh oh!

PortfolioSorts_NSE Public

Uh oh!

idexr Public

Uh oh!

nefin Public

Uh oh!

BR-Fama-French-Factors Public

Uh oh!

aqrr Public

Uh oh!

rba Public

Uh oh!

snoop Public

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FFP Public

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site Public

Uh oh!

valuer Public

Uh oh!

CMA Public

Uh oh!

understress Public

Uh oh!

uncover Public

Uh oh!

michaud Public

Uh oh!

YahooTickers Public

Uh oh!

pray Public

Uh oh!

capmr Public

Uh oh!

mydownloads Public

Uh oh!

ShadowRates Public

Uh oh!

DynamicStrategies Public

Uh oh!

tcc Public

Uh oh!

GEVSimulation Public

Uh oh!

SimGHYP Public

Uh oh!

tcopula Public

Uh oh!

Yahoo-Quandl-Market-Data-Donwloader Public

Uh oh!