Ecosyste.ms: Packages

An open API service providing package, version and dependency metadata of many open source software ecosystems and registries.

pypi.org "Risk Premia Parity" keyword

covregpy 0.0.3

Regularised covariance regression software project based on Hoff and Niu (2012).
3 versions - Latest release: 5 months ago - 15 downloads last month - 1 stars on GitHub - 1 maintainer

Related Keywords

Portfolio Optimisation 1 Regularised Covariance Regression (RCR) 1 Empirical Mode Decomposition (EMD) 1 Singular Spectrum Analysis (SSA) 1 Singular Spectrum Decomposition (SSD) 1 X11 1 Implicit Factors 1 Risk Parity 1 Long\Short Equity 1