Skip to content
View reishin0's full-sized avatar
5 followers · 5 following

Block or report reishin0

Block user

Prevent this user from interacting with your repositories and sending you notifications. Learn more about blocking users.

You must be logged in to block users.

Content in all repositories owned by your account will be closed.
Maximum 250 characters. Please don’t include any personal information such as legal names or email addresses. This note will only be visible to you.
Report abuse

Contact GitHub support about this user’s behavior. Learn more about reporting abuse.

Report abuse

Pinned Loading

  1. quant-portfolio-research quant-portfolio-research Public

    Reproducible quant research: Black–Litterman multi-asset allocation, walk-forward evaluation, and issuer credit/funding diagnostics.

    Jupyter Notebook

  2. kelly-criterion kelly-criterion Public

    Applying the Kelly Criterion for optimal capital allocation

    Jupyter Notebook 4

  3. optimal-trading-rules optimal-trading-rules Public

    Based on the paper by Peter P. Carr and Marcos Lopez de Prado on "Deterimining Optimal Trading Rules without Backtesting" this Python script simulates optimal trading strategies using the Ornstein-…

    Jupyter Notebook 3