microprediction / precise

World beating online covariance and portfolio construction.

Date Created 2021-12-30 (3 years ago)

Commits 1,065 (last one 2 days ago)

Stargazers 274 (0 this week)

Watchers 9 (0 this week)

Forks 48

License other

Ranking

RepositoryStats indexes 598,732 repositories, of these microprediction/precise is ranked #144,479 (76th percentile) for total stargazers, and #226,277 for total watchers. Github reports the primary language for this repository as Jupyter Notebook, for repositories using this language it is ranked #3,234/17,660.

microprediction/precise is also tagged with popular topics, for these it's ranked: portfolio (#142/688)

Other Information

microprediction/precise has Github issues enabled, there are 26 open issues and 3 closed issues.

There have been 70 releases, the latest one was published on 2024-12-16 (14 days ago) with the name fix to EMA.

All Topics

portfolio covariance-matrix investment-portfolio covariance-estimation

Star History

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Watcher History

Github watchers over time, collection started in '23

Recent Commit History

1,054 commits on the default branch (main) since jan '22

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Issue History

Languages

The primary language is Jupyter Notebook but there's also others...

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updated: 2024-12-29 @ 01:51pm, id: 443121611 / R_kgDOGml_yw