Comprendre pourquoi un fonds qui multiplie les hausses et les baisses chaque jour peut finir au-dessus ou au-dessous du multiple du gain total.
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Updated
Sep 8, 2026 - Python
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volatility-drag
Here are 3 public repositories matching this topic...
[2026 연합 경제 학술제] 이토 보조정리 × TSFM(Chronos-Bolt) 기반 동적 자산배분 및 변동성 항력(Volatility Drag) 제어 연구 - 기하성장률 극대화 볼록 최적화(Itô-Kelly), 모멘트 추정, NDE 꼬리위험 세이프가드 기반 동적 자산배분 시스템
portfolio-optimization quantitative-finance anomaly-detection cvar dynamic-asset-allocation time-series-foundation-models chronos-bolt volatility-drag
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Oct 14, 2026 - Python
Real-market empirical reproduction companion for the AlphaQuant Itô × TSFM volatility-drag portfolio framework: pre-registered backtests, lightweight datasets, and interactive Next.js web lab.
reproducible-research nextjs portfolio-optimization quantitative-finance risk-management kelly-criterion pre-registration financial-machine-learning empirical-finance vercel time-series-foundation-models volatility-drag
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Oct 14, 2026 - Python
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