GitHub - matus-jan-lavko/quant_finance: Repository for teachings on Quant Finance

matus-jan-lavko / quant_finance Public

forked from mrefermat/quant_finance

Repository for teachings on Quant Finance

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Name		Name	Last commit message	Last commit date
Latest commit History 42 Commits
All Factor ARP.ipynb		All Factor ARP.ipynb
Benefits of Diversification.ipynb		Benefits of Diversification.ipynb
Convexity in Markets.ipynb		Convexity in Markets.ipynb
Drawdown Analysis.ipynb		Drawdown Analysis.ipynb
EquityCrisis.ipynb		EquityCrisis.ipynb
FactorPerformance.ipynb		FactorPerformance.ipynb
LightGBM example.ipynb		LightGBM example.ipynb
Portfolio archetypes.ipynb		Portfolio archetypes.ipynb
Risk Parity for blog.ipynb		Risk Parity for blog.ipynb
Risk Parity.ipynb		Risk Parity.ipynb
S&P500 Drawdowns.ipynb		S&P500 Drawdowns.ipynb
S&P500 Zscore moves.ipynb		S&P500 Zscore moves.ipynb
Sequence Risk Model.ipynb		Sequence Risk Model.ipynb
Signal_To_Trading.ipynb		Signal_To_Trading.ipynb
Testing Factor Regressions.ipynb		Testing Factor Regressions.ipynb
Value Factor Compared to 2-10s spreads.ipynb		Value Factor Compared to 2-10s spreads.ipynb
Value and Momentum portfolio.ipynb		Value and Momentum portfolio.ipynb
core.py		core.py
data.py		data.py
factor_data.ipynb		factor_data.ipynb
factor_portfolio_construction_meetup_aug18.ipynb		factor_portfolio_construction_meetup_aug18.ipynb
heatmaps.ipynb		heatmaps.ipynb
hierarchical_risk_parity.ipynb		hierarchical_risk_parity.ipynb
portfolio_construction_sept18_meetup-Solution.ipynb		portfolio_construction_sept18_meetup-Solution.ipynb
portfolio_construction_sept18_meetup.ipynb		portfolio_construction_sept18_meetup.ipynb
stock_data.py		stock_data.py