Daniel P. Palomar (@dppalomar)
github

dppalomar

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  • Stars
    star
    314
  • Global Rank 85,798 (Top 3 %)
  • Followers 390
  • Following 13
  • Registered about 8 years ago
  • Most used languages
    R
         60.0 %
    HTML
         30.0 %
    Python
         10.0 %
  • Location πŸ‡­πŸ‡° Hong Kong
  • Country Total Rank 295
  • Country Ranking
    R
         1
    HTML
         15
    Python
         168

Top repositories

1

riskparity.py

Fast and scalable design of risk parity portfolios
Python
197
star
2

riskParityPortfolio

Design of Risk Parity Portfolios
R
104
star
3

portfolioBacktest

Automated Backtesting of Portfolios over Multiple Datasets
R
56
star
4

sparseIndexTracking

Design of Portfolio of Stocks to Track an Index
HTML
49
star
5

covFactorModel

Covariance Matrix Estimation via Factor Models
R
30
star
6

highOrderPortfolios

Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis
HTML
23
star
7

imputeFin

Imputation of Financial Time Series with Missing Values and/or Outliers
R
23
star
8

fitHeavyTail

Mean and Covariance Matrix Estimation under Heavy Tails
R
15
star
9

pob

Supporting package for the Portfolio Optimization Book
HTML
13
star
10

sparseEigen

Computation of Sparse Eigenvectors of a Matrix
R
11
star