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  1. kaggle_competitions kaggle_competitions Public

    My submissions for Kaggle competitions

    Jupyter Notebook

  2. spyvix spyvix Public

    Forked from wqucapstoneG29/spyvix

    The main repo for the paper "A Linear Process Approach to Short-term Trading Using the VIX Index as a Sentiment Indicator"

    Jupyter Notebook

  3. factor_modeling factor_modeling Public

    Simple factor attribution for stock portfolios

    Jupyter Notebook