Giters
rubetron

rubetron

Geek Repo

5

followers

1

following

1

stars

Github PK Tool:Github PK Tool

rubetron's repositories

AssetAllocation

R package AssetAllocation

Language:RLicense:GPL-3.0Stargazers:30Issues:0Issues:0

Pairs_trading

Python implementation of the pairs trading strategy in Gatev, Goetzmann and Rouwenhorst (2006). I am not the author of that study; this is an independent replication.

Language:Jupyter NotebookStargazers:2Issues:0Issues:0

MCS

Implementation of the Model Confidence Set procedure of Hansen, Lunde and Nason (2011)

Language:MATLABLicense:MITStargazers:2Issues:0Issues:0