Statistical and Algorithmic Investing Strategies for Everyone
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Updated
Jul 30, 2022 - Python
Statistical and Algorithmic Investing Strategies for Everyone
High level linear algebra library for Dlang
funds are the future!
This project tries to replicate hedge funds returns.
WIP Jupyter notebook for the D programming language / DSLs written in D
Hedge fund replication via machine learning
Brainstellar gives step-wise approach to interview puzzles and written tests for analytics and Quant jobs.
POC Event-Driven Architecture (EDA) in Hedge Fund, using golang nats client
Algorithm for hedge fund (principles and algorithms that hedge funds and investment professionals use to maximize return and reduce risk in equity portfolios.)
weekly data dump from the numer.ai competition. data is re-structured to fit my needs.
Pseudo delta neutral strategy built on top of Rivera ALM vaults.
My personal notes from quantitative finance books.
Brief ideas about how the make to world a better world
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