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

    Python 938 263

  2. covshrink Public

    Python implementation of a sample covariance matrix shrinkage experiment

    Python 22 13

73 contributions in the last year

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

Contribution activity

August 2022

Created 1 commit in 1 repository
7 contributions in private repositories Aug 10 – Aug 12

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