GitHub - quantsdynamics/QG_Lab: These files are developed by quantsdynamics team. You can use them for education as well as your work implementation freely.

quantsdynamics / QG_Lab Public

These files are developed by quantsdynamics team. You can use them for education as well as your work implementation freely.

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Name		Name	Last commit message	Last commit date
Latest commit History 28 Commits
Academic Paper		Academic Paper
Content		Content
Kelly Criterion Lab		Kelly Criterion Lab
Monte Carlo Simulation - Case Study		Monte Carlo Simulation - Case Study
PCA_EconStages		PCA_EconStages
Portfolio Optimization Constrained		Portfolio Optimization Constrained
Portfolio Optimization Non Constrained		Portfolio Optimization Non Constrained
Skewness Test/FTX Case		Skewness Test/FTX Case
Time Series Analysis - AR and MA Process		Time Series Analysis - AR and MA Process
Time Series Analysis - GARCH		Time Series Analysis - GARCH
Time Series Analysis - Stationary Breakdown		Time Series Analysis - Stationary Breakdown
Value at Risk - Parametric Method with Scaling		Value at Risk - Parametric Method with Scaling
Volatility Series_QG/GARCH_SPX		Volatility Series_QG/GARCH_SPX
Winterschool 3th Dec24		Winterschool 3th Dec24
Introduction to YFinance Library_QG.ipynb		Introduction to YFinance Library_QG.ipynb
Winterschool 3th_Dec24		Winterschool 3th_Dec24
erc_factor.py		erc_factor.py
inverse_vol.py		inverse_vol.py
montecarlo.py		montecarlo.py
risk_budgeting_VAR_sensitivity.py		risk_budgeting_VAR_sensitivity.py
risk_budgeting_compare.py		risk_budgeting_compare.py
risk_budgeting_compare_ES.py		risk_budgeting_compare_ES.py
risk_budgeting_compare_VAR.py		risk_budgeting_compare_VAR.py