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FX_Statistical_Arbitrage-Kalman_Filter_Dynamic_Hedging
FX_Statistical_Arbitrage-Kalman_Filter_Dynamic_Hedging PublicJupyter Notebook
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Regime-Dependent-Beta-Optimization
Regime-Dependent-Beta-Optimization PublicForked from anas-mouden/Regime-Dependent-Beta-Optimization
This project is a Quantitative Finance Framework designed to stress-test the limits of passive investing. It replaces traditional Dollar-Cost Averaging (DCA) with a Dynamic Factor Rotation strategy.
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