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aarongilman / index_tracking

Replication of Financial Index Tracking computations reported in: arXiv:2008.12050

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index_tracking

Replication of Financial Index Tracking computations reported in: arXiv:2008.12050

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Replication of Financial Index Tracking computations reported in: arXiv:2008.12050

License:MIT License

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Language:Jupyter Notebook 84.7%Language:Python 15.3%