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Using the ARMA-GARCH and SVR models to predict stock indicators and returns in order to feed the Black-Litterman Model
A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization
Black-Litterman model for CQF project
Code for the project Black-Litterman end to end
Implemented the Black Litterman Asset Allocation Model based on a research paper
Black-Litterman model portfolio optimizer
capstone project with Professor Gordon Ritter _ Black Litterman
Análise quantitativa em série histórica de mini dólar sobre breakout + pullback em linha de resistência em canais de alta ou de baixa
Tools to find Elliot Wave count in financial data
Elliot Wave Analyzer for OHLC data
Projeto para coleta, e organização, de dados, do Anexo 2.2, do Relatório Mensal de Dívida, disponibilizado pelo Tesouro Nacional (BRASIL). Informações sobre fluxo Financeiro, Quantidade, Códigos ISIN, são algumas das variáveis encontradas nesse relatório. É possível busca retroativa.
ESG investing web app that takes user inputs to generate personalized equity portfolios and even comparative firm ESG rankings.
Material do workshop - Criando API com FastAPI da LINUXtips
Code for the paper entitled "Ko, H., Son, B., & Lee, J. (2024). A novel integration of the Fama–French and Black-Litterman models to enhance portfolio management. Journal of International Financial Markets, Institutions and Money, 101949."
This study aims to investigate if we can add value to the Black-Litterman model through artificial-intelligence generated views
Automating MS Teams with Python using PyAutoGui
Estrutura rápida para implementação de novas estratégias e sinais de entradas em trades no Mini Índice Bovespa
Control Any Computer Using LLMs
Option visualization python package
Contains an example of how to construct the Black-Litterman Model using the tilt-method to compute the uncertainty matrix Omega.
Testing different (robust) methods of portfolio optimization: classic Markowitz, Black-Litterman, and Resampling
Previsão de preços no timeframe de 1 hora do mini índice do Ibov.
Simulador de previdência privada desenvolvido em Python que traz para o usuário a melhor modalidade e regime tributário com base em seu perfil e o saldo projetado no período.
The codes are divided into two files, the first one is the main part for the whole simulation, the second one is the LSTM part. Black-Litterman's views were constructed using LSTM model. Both are separated due to Google Colab's GPU limit problem.
Example Streamlit app that you can fork to test out share.streamlit.io
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.