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1. Financial-Market-Regime-Classification Financial-Market-Regime-Classification Public

   Value or Momentum? Comparing Random Forests, Support Vector Machines, and Multi-layer Perceptrons for Financial Time Series Prediction & Tactical Asset Allocation

   Jupyter Notebook 34 2

2. Statistical-Learning-based-Portfolio-Optimization Statistical-Learning-based-Portfolio-Optimization Public

   This R Shiny App utilizes the Hierarchical Equal Risk Contribution (HERC) approach, a modern portfolio optimization method developed by Raffinot (2018).

   R 13 1

3. Efficient-Tests-of-Stock-Return-Predictability Efficient-Tests-of-Stock-Return-Predictability Public

   This R code implements the Bonferroni Q test from Yogo and Campbell's (2006) paper "Efficient Tests of Stock Return Predictability."

   2

4. Fund-Replication Fund-Replication Public

   This repository provides a notebook for checking whether a fund or other security can be replicated by others.

   Jupyter Notebook 4 1

5. Evaluating-Investment-Strategies Evaluating-Investment-Strategies Public

   This repository contains a collection of functions to evaluate investment strategies regarding multiple testing concerns.

   Python 8

6. Interest-Rate-Simulation Interest-Rate-Simulation Public

   This repository contains the code for the R Shiny tool "Interest Rate Simulation", an interactive tool for gaining intuition for one-factor equilibrium models.

   R