GitHub - rwuebker/quant_modeling: A repo to explore quantitative finance models, libraries and tooling.

rwuebker / quant_modeling Public

A repo to explore quantitative finance models, libraries and tooling.

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Name		Name	Last commit message	Last commit date
Latest commit History 28 Commits
alpha_factor_modeling		alpha_factor_modeling
factor_returns_and_variances		factor_returns_and_variances
momentum		momentum
optimization		optimization
pairs_trading		pairs_trading
pca_risk_model		pca_risk_model
transaction_costs		transaction_costs
.gitignore		.gitignore