Pinned Repositories
factor_modeling
Simple factor attribution for stock portfolios
kaggle_competitions
My submissions for Kaggle competitions
spyvix
The main repo for the paper "A Linear Process Approach to Short-term Trading Using the VIX Index as a Sentiment Indicator"
spyvix
cpowr's Repositories
cpowr/factor_modeling
Simple factor attribution for stock portfolios
cpowr/spyvix
The main repo for the paper "A Linear Process Approach to Short-term Trading Using the VIX Index as a Sentiment Indicator"
cpowr/kaggle_competitions
My submissions for Kaggle competitions