1 | Portfolio Optimization One | link |
2 | Value at Risk One | link |
3 | Classical Linear Regression | link |
4 | Bayesian Linear Regression | link |
5 | MCMC Linear Regression | link |
6 | Kalman Filter Linear Regression | link |
7 | Tensorflow Linear Regression | link |
8 | quanttrader | link |
9 | Mean Reversion | link |
10 | Cointegration and Pairs Trading | link |
11 | Kalman Filter and Pairs Trading | link |
12 | Hidden Markov Chain | link |
13 | RNN Stock Prediction | link |
14 | Principal Componenet Analysis | link |
15 | ARIMA and GARCH Models | link |
16 | Fama-French three-factor | |
17 | Vector AutoRegression | |
18 | Gaussian Mixture and Markov Switching | link |
19 | Portfolio Optimization Two | link |
20 | Volume Factor Evaluation Alphalens | |
21 | Reinforcement Backtest | |
22 | Reinforcement Option Pricing | link |
23 | Irregular Interval EMA | link |
24 | Free Historical Market Data Download | link |
25 | Market Profile and Volume Profile | link |
26 | From Reinforcement Gamer to Reinforcement Trader | link |
27 | Reinforcement Portfolio Manager | wip |