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  • Vilnius, Lithuania
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Popular repositories

  1. Adaptive_Regime_Estimation Adaptive_Regime_Estimation Public

    Adaptive regime estimation of market conditions based on Maewal and Bock (2018)

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    This is a python script that annually rebalances a portfolio to optimise for the best Sharpe ratio

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    Code to download a user's tweet from Twitter bypassing the API limit of 3200

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