DUCKQUANT / THE QUANT & AI DIRECTORY
139 resources, ranked by in-directory PageRank
Python toolkit for tax-aware portfolio rebalancing with Canadian ACB, U.S. tax lots, tracking-error constraints, and convex optimization.
A Portfolio Rebalancing and Tax Optimization Calculator
Python code to aid in Exchange-Traded Funds (ETFs) portfolio rebalancing
This project studies the effects of the shape parameter estimator uncertainty at different threshold levels on the value-at-risk confidence interval for quantitative risk management…
Method of calculating VaR ( Value at risk) using ARMA-GJR_GARCH and COPULA method
Akka Cluster for Value-at-Risk calculation
Simulate and estimate volatility by GARCH with/without leverage, riskmetriks. Compute Value-at-Risk and Test on VaR Violation
Replication and extension of paper on Conditional Value at Risk (CoVaR) by Adrian and Brunnermeier.
Using SEC 13F Filings to Rebalance Portfolio
Data collection and Brinson Performance Attribution Model built with AI agents
Public repository by Kedibin-Win. Primary language: Python.
Sectoral Investment Performance Attribution Model for Mutapa Investment Fund - A comprehensive financial analytics project demonstrating portfolio performance analysis, risk-adjusted returns, and Brinson-Fachler attribution…
Public repository by G-WEAZY. Primary language: HTML.
Factor-based return attribution and performance decomposition.
Public repository by MattTheEconomist. Primary language: Jupyter Notebook.
Performance attribution analysis for HFT trading strategies
investor advisor performance attribution system
Working document illustrating mechanics of performance attribution measured as dollar value add.
Public repository by WangZixiong. Primary language: Python.
Public repository by IM-team-mx. Primary language: Python.
Public repository by wgcgxp. Primary language: Python.
Portfolio performance attribution using the Brinson-Hood-Beebower (BHB) model. Interactive Streamlit dashboard with sector attribution, risk analytics, NAV validation, and PDF report export.
Trying to build a python library for performance attribution for quant developers.
Quantitative performance attribution of a multi-asset fund using CAPM, multivariate regression, GARCH volatility modeling, and Monte Carlo simulation. Includes structural inference of allocation strategy…
Plataforma de PLN financeiro em tempo real: análise de sentimento (SVM, F1 0,885), grafo de entidades com versionamento temporal (SCD-2) e stream de notícias…
Public repository by Only1Chris. Primary language: Python.
Institutional portfolio performance attribution analysis
Public repository by NidhiSingh10. Primary language: Jupyter Notebook.
QuantFAA is a comprehensive Python library for performance attribution analysis in quantitative finance, supporting multiple attribution methods, factor models, and risk metrics.
The purpose of this project is to measure how much of the performance of a diversified quantitative investment portfolio is significantly impacted by random…
Performance attribution analysis, value investment, original investment ideas, alpha seeking
Portfolio analytics for quants, written in Python
