Projects in Awesome Lists tagged with factor-models
A curated list of projects in awesome lists tagged with factor-models .
https://github.com/purvasingh96/AI-for-Trading
📈This repo contains detailed notes and multiple projects implemented in Python related to AI and Finance. Follow the blog here: https://purvasingh.medium.com
ai-for-trading alpha-factors backtesting cosine-similarity factor-models momentum-trading-strategy nanodegree nlp-tasks pairs-trading portfolio-optimization risk-factor-models trading udacity volatility
Last synced: 27 Apr 2025
https://github.com/quantbelt/ib_fundamental
Interactive Brokers Fundamental data for humans
algorithmic-trading factor-models ibkr python3 quant tws-api
Last synced: 08 Jan 2026
https://github.com/wecarsoniv/augmented-pca
Repository for the AugmentedPCA Python package.
adversarial-autoencoder adversarial-autoencoders adversarial-machine-learning augmented-pca augmentedpca autoencoder autoencoders dimension-reduction dimensionality-reduction factor-model factor-models fair-machine-learning linear-models machine-learning pca principal-component-analysis representation-learning supervised-autoencoder supervised-autoencoders
Last synced: 14 Jan 2026
https://github.com/zjwang1013/sparsegfm
sparseGFM implements sparse generalized factor models for dimension reduction and variable selection in high-dimensional continuous, count, and binary data. Stable release available on CRAN (https://cran.r-project.org/package=sparseGFM); development version hosted on GitHub.
dimension-reduction factor-models penalized-regression variable-selection
Last synced: 22 Oct 2025
https://github.com/princeoncada/quant-pca-risk
Applies Principal Component Analysis (PCA) to daily returns of 20 US equities (2015–2025) to uncover hidden risk factors. Explores variance explained, scree, loadings, factor returns, covariance reconstruction, and Varimax rotation. Results show 3–5 PCs capture ~75% of portfolio risk.
correlation-analysis covariance-matrix dimensionality-reduction factor-models matplotlib numpy pandas pca portfolio-risk principal-component-analysis python quantitative-finance time-series-analysis variance varimax
Last synced: 06 May 2026
https://github.com/leaalonzo/quant-portfolio-analytics-dev
End-to-end portfolio optimization engine with robust numerical methods, DuckDB analytics, and real-time visualization for equity and crypto assets
crypto duckdb equity factor factor-models portfolio quant quantitative-finance risk-analysis streamlit trading visualization
Last synced: 18 May 2026
https://github.com/chirindaopensource/high_dimensional_matrix_variate_diffusion_index_models
End-to-end Python implementation of Ma et al.'s (2025) matrix-variate diffusion index models for macroeconomic forecasting. Features α-PCA factor extraction, supervised screening, and ILS estimation for high-dimensional forecasting with preserved structural information.
diffusion-index dimension-reduction econometrics factor-models financial-modeling high-dimensional-statistics macroeconomic-forecasting matrix-factorization monte-carlo-simulation numpy principal-component-analysis python quantitative-finance research-replication scientific-computing statistical-computing statistical-modeling supervised-learning time-series-analysis time-series-forecasting
Last synced: 29 Apr 2026
