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portfolio

5 repositories

World beating online covariance and portfolio construction.

Jupyter Notebook 299 50 Updated May 8, 2025

Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python

Python 45 18 Updated May 26, 2025

众人的因子回测框架 stock factor test

Python 26 8 Updated May 30, 2025

复现方正金工的”适度冒险“因子,并进行测试

Jupyter Notebook 4 Updated Jul 25, 2024

Portfolio Construction Utilizing Lead-Lag Relationship Discovery: Identify leaders and followers in financial markets to inform strategic portfolio construction.

Jupyter Notebook 18 4 Updated Dec 6, 2023
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