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QuantConnect-Trading-Strategies
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Ritchken-Trevor
Ritchken-Trevor PublicForked from Leyard/Ritchken-Trevor
Ritchken & Trevor algorithm to price American put options
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copula-MSM-and-copula-Garch-VaR
copula-MSM-and-copula-Garch-VaR PublicForked from Nassim-cha/copula-MSM-and-copula-Garch-VaR
Backtest tool to assess VaR of portfolio using copula-MSM copula-Garch and Copula-Unscented Kalman Filter models
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Kalman-and-Bayesian-Filters-in-Python
Kalman-and-Bayesian-Filters-in-Python PublicForked from rlabbe/Kalman-and-Bayesian-Filters-in-Python
Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filte…
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TFs_do_KF_ICL
TFs_do_KF_ICL PublicForked from sultandaniels/TFs_do_KF_ICL
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