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Covariance Matrix Estimation via Factor Models
Portfolio optimization and back-testing.
Robust Bond Portfolio Construction via Convex-Concave Saddle Point Optimization
Generative-AI-Powered Foreign-Language Private Tutor
Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.
MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
An Open Source Portfolio Backtesting Engine for Everyone | 面向所有人的开源投资组合回测引擎
Quantitative analysis, strategies and backtests
Open source person re-identification library in python
High Frequency Pairs Trading Based on Statistical Arbitrage (Python) 💰
Dynamical linear modeling (DLM) regression code for analysis of atmospheric time-series data.
Algorithmic trading with deep learning experiments
Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)
Mostly experiments based on "Advances in financial machine learning" book
Quant/Algorithm trading resources with an emphasis on Machine Learning
for_quant_study
中国人民大学财政金融学院“金融计量与量化策略分析”课程与“量化投资交易策略分析与系统设计”课程。
Contains Python code and files used to estimate shadow rate using Krippner's K-ANSM(2) with an estimated lower bound term structure model
Yield Spread Curve as Recession Indicator in the framework of Machine Learning "On the trails of Dragon Kings"
Yield curve Interpolation using cubic spline and nelson Seigel model
This repository provides the implementation of a handful of forecasting methods in yield curve modelling.
Implementation of the Nelson-Siegel-Svensson interest rate curve model.
Website dedicated to a book on machine learning for factor investing
Research and Backtests I have been working on...enjoy