Jason jasonstrimpel

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volatility-trading Public

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

Python 746 225
covshrink Public

Python implementation of a sample covariance matrix shrinkage experiment

Python 20 12

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Contributed to jasonstrimpel/zipline-tradeblotter, jasonstrimpel/jasonstrimpel.github.io, jasonstrimpel/volatility-trading and 3 other repositories

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