Stars
Contains a lot of useful free resources for learning SQL
Publicly available Python and Gretl code from posts at my blog Prognostikon
A curated list of data science & AI guided projects to start building your portfolio
Vizro is a toolkit for creating modular data visualization applications.
Investment Research for Everyone, Everywhere.
Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
A package for shrinkage estimation of covariance matrices
This project is based upon the paper: Ledoit, O. & Wolf, M. (2003). Honey I Shrunk the Covariance Matrix.
Forecasting the performance of an asset and quantifying the uncertainty associated with such a forecast is a difficult task: one that is frequently made more difficult by a shortage of observed mar…
Project description: https://medium.com/p/recession-prediction-using-machine-learning-de6eee16ca94?source=email-2adc3d3cd2ed--writer.postDistributed&sk=2f1dab9738769f9658634e61576a08bd
Robust portfolio using resampling method (Michaud)
Introduction to Analytics Modeling - Georgia Tech OMDS
An R Package for testing the Efficient Market Hypothesis
18 Lessons, Get Started Building with Generative AI 🔗 https://microsoft.github.io/generative-ai-for-beginners/
Instrumental Variables Mixtape Track taught by Peter Hull
Folder with files to create presentations and testimony I've given.
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
Exploring the use of C-Vine Copulas for statistical arbitrage