8000 hachemathieu (Mathieu Haché) / Starred · GitHub
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goldmansachs / gs-quant

Python toolkit for quantitative finance

Jupyter Notebook 9,057 1,171 Updated Jul 4, 2025

johntwk / Diebold-Mariano-Test

This Python function dm_test implements the Diebold-Mariano Test (1995) to statistically test forecast accuracy equivalence for 2 sets of predictions with modification suggested by Harvey et. al (1…

Python 119 38 Updated Dec 7, 2017
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