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Achievement: QuickdrawAchievement: YOLOAchievement: Starstruckx3Achievement: Arctic Code Vault ContributorAchievement: Pull Sharkx2

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  1. volatility-trading volatility-trading Public

    A complete set of volatility estimators based on Euan Sinclair's Volatility Trading

    Python 1.8k 397

  2. covshrink covshrink Public

    Python implementation of a sample covariance matrix shrinkage experiment

    Python 32 13