drawdown-model

There are 3 repositories under drawdown-model topic.

Riskfolio-Lib
dcajasn / Riskfolio-Lib
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
portfolio-optimization convex-optimization stepwise-regression duration-matching drawdown-model sharpe-ratio trading investment finance asset-allocation principal-components-regression cvar-optimization cvxpy risk-parity risk-contribution risk-factors portfolio-management investment-analysis quantitative-finance efficient-frontier
Language:C++ 2671
KWB-R / kwb.wtaq
Interface to WTAQ Drawdown Model (http://water.usgs.gov/ogw/wtaq/)
r rstats groundwater-modelling drawdown-model project-optiwells2 modelling shiny-app wtaq usgs
Language:Fortran 1