pypi.org : covregpy
Regularised covariance regression software based on Hoff and Niu (2012).
Registry
-
Source
- Homepage
- Documentation
- JSON
purl: pkg:pypi/covregpy
Keywords:
Portfolio Optimisation
, Regularised Covariance Regression (RCR)
, Empirical Mode Decomposition (EMD)
, Singular Spectrum Analysis (SSA)
, Singular Spectrum Decomposition (SSD)
, X11
, Implicit Factors
, Risk Premia Parity
, Risk Parity
, Long\Short Equity
License: CC-BY-NC-4.0
Latest release: about 1 year ago
First release: over 2 years ago
Downloads: 16 last month
Stars: 1 on GitHub
Forks: 0 on GitHub
Total Commits: 56
Committers: 2
Average commits per author: 28.0
Development Distribution Score (DDS): 0.107
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Last synced: 8 days ago