| OpenSourceAP/CrossSection |
516 |
|
0 |
0 |
over 2 years ago |
0 |
|
11 |
gpl-2.0 |
Stata |
| Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing" |
| MBKraus/Python_Portfolio__VaR_Tool |
62 |
|
0 |
0 |
about 5 years ago |
0 |
|
1 |
|
Python |
| Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics and many other (ex-post) risk/return characteristics both on an individual stock and portfolio-basis, stand-alone and vs. a benchmark of choice (constructed with wxPython) |
| yl2/pa |
21 |
|
0 |
0 |
over 2 years ago |
0 |
|
1 |
|
R |
| Performance Attribution for Equity Portfolios |
| jaungiers/Random-Portfolio-vs-Benchmark-Strategy |
14 |
|
0 |
0 |
about 11 years ago |
0 |
|
0 |
|
Python |
| Python Monte Carlo Simulation to model returns from randomly generated portfolios against a benchmark index. |
| Betterment/crsp-whitepaper |
13 |
|
0 |
0 |
over 12 years ago |
0 |
|
0 |
gpl-3.0 |
Python |
| Center for Research of Securities Prices |
| 0x647A/data-science |
9 |
|
0 |
0 |
almost 5 years ago |
0 |
|
|
|
Jupyter Notebook |
| My road to becoming a deep learning master! |
| sanjeevai/smart-beta-portfolio-optimization |
7 |
|
0 |
0 |
about 7 years ago |
0 |
|
0 |
|
HTML |
| Built a smart beta portfolio and compared it to a benchmark index by calculating the tracking error. Built a portfolio using quadratic programming to optimize the weights.. |
