dppalomar/covFactorModel
Covariance Matrix Estimation via Factor Models
No description.
Appears on
Quick read
Latest capture 2026-08-14 03:04
0 paths
Agent instructions and tool configuration found in this repository.
No config files detected.
4 observed captures since 2026-06-19. Observed captures are shown by default.
Stars from first capture 0
Observed captures only
All tracked data
Observed snapshots
Observed snapshots
Nearest indexed repositories by embedding similarity.
Covariance Matrix Estimation via Factor Models
R package with helper functions for developers and researchers familiar with Tidy Finance
No description.
No description.
Machine Learning in Asset Management (by @firmai)
Performance analysis of predictive (alpha) stock factors