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  1. A complete set of volatility estimators based on Euan Sinclair's Volatility Trading

    Python 997 278

  2. covshrink Public

    Python implementation of a sample covariance matrix shrinkage experiment

    Python 22 13

85 contributions in the last year

Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Mon Wed Fri

Contribution activity

October 2022

1 contribution in private repositories Oct 6

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