eduardomsjr Goto Github PK

a-hybrid-approach-for-generating-investor-views-in-black-litterman-model

Using the ARMA-GARCH and SVR models to predict stock indicators and returns in order to feed the Black-Litterman Model

algorithmic_delta_hedging

A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization

aws-bootcamp-cruddur-2023

black-litterman-model

Black-Litterman model for CQF project

black_litterman_copula_lstm_optimization

blacklittermanend2end

Code for the project Black-Litterman end to end

blacklittermanmodel

Implemented the Black Litterman Asset Allocation Model based on a research paper

blp

Black-Litterman model portfolio optimizer

capstone_project

capstone project with Professor Gordon Ritter _ Black Litterman

elliottwaveanalyzer

Tools to find Elliot Wave count in financial data

elliotwaveanalysis

Elliot Wave Analyzer for OHLC data

engenharia_de_dados_tesouro_nacional_rmd

Projeto para coleta, e organização, de dados, do Anexo 2.2, do Relatório Mensal de Dívida, disponibilizado pelo Tesouro Nacional (BRASIL). Informações sobre fluxo Financeiro, Quantidade, Códigos ISIN, são algumas das variáveis encontradas nesse relatório. É possível busca retroativa.

esg-investing-app

ESG investing web app that takes user inputs to generate personalized equity portfolios and even comparative firm ESG rankings.

fastapi-workshop

Material do workshop - Criando API com FastAPI da LINUXtips

ff3bl

Code for the paper entitled "Ko, H., Son, B., & Lee, J. (2024). A novel integration of the Fama–French and Black-Litterman models to enhance portfolio management. Journal of International Financial Markets, Institutions and Money, 101949."

fipezap_ipca

lstm-combined-with-black-litterman-model-to-find-the-best-investment-portfolio

ml-black-litterman

This study aims to investigate if we can add value to the Black-Litterman model through artificial-intelligence generated views

ms-teams-automation

Automating MS Teams with Python using PyAutoGui

open-interface

Control Any Computer Using LLMs

opstrat

Option visualization python package

portfolio-modelling-black-litterman

Contains an example of how to construct the Black-Litterman Model using the tilt-method to compute the uncertainty matrix Omega.

portfolio-optimization-methods

Testing different (robust) methods of portfolio optimization: classic Markowitz, Black-Litterman, and Resampling

python-base

simulador-previdencia-privada

Simulador de previdência privada desenvolvido em Python que traz para o usuário a melhor modalidade e regime tributário com base em seu perfil e o saldo projetado no período.

stock-and-structured-warrant-portfolio-optimization

The codes are divided into two files, the first one is the main part for the whole simulation, the second one is the LSTM part. Black-Litterman's views were constructed using LSTM model. Both are separated due to Google Colab's GPU limit problem.

streamlit-example

Example Streamlit app that you can fork to test out share.streamlit.io

tcc---black-litterman-model

Repositório do código fonte, dados base e arquivos gerados para a realização do Trabalho de Conclusão de Curso da Graduação de Economia da UFF

wallstreet

Real time stock and option data.