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  1. mebfaber_gtaa_model_backtest mebfaber_gtaa_model_backtest Public

    Replication and Sensitivity Analysis of Meb Faber's Momentum Based Timing Strategy + Dynamic Weighting Asset Allocation Extension

    Jupyter Notebook 1

  2. gsindice_cluster_analysis gsindice_cluster_analysis Public

    Cluster/Principal Component Analysis of Goldman Sachs Indices For Grouping into More Organized and Easily Allocated Factor Investments.

    Jupyter Notebook

  3. momentum_signals_creation-comparison momentum_signals_creation-comparison Public

    Creation and Comparison of 3 New Momentum Based Timing Strategy Signals with Existing Signals

    Jupyter Notebook