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9 search results found

Awesome Algorithmic Trading ⭐ 157

A curated list of awesome algorithmic trading frameworks, libraries, software and resources

R package for fitting high-dimensional multivariate linear mixed effect models

FactorVAE (a deep learning mode to predict stock cross-sectional returns)

Multi Factor Model ⭐ 19

Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulations.

Portfolio_construction ⭐ 18

Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.

Ai For Trading ⭐ 14

📈This repo contains detailed notes and multiple projects implemented in Python related to AI and Finance. Follow the blog here: https://purvasingh.medium.com

Covfactormodel ⭐ 8

Covariance Matrix Estimation via Factor Models

Implementation of the FNETS methodology proposed in Barigozzi, Cho and Owens (2024+) for network estimation and forecasting of high-dimensional time series

Esg Portfolio ⭐ 5

ESG investment portfolio system

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