SSMIF

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1. Factor-Model Factor-Model Public archive

   R 11 4

2. Asset-Allocation Asset-Allocation Public archive

   Python 1

3. info-dbot info-dbot Public

   Go

4. dataloader dataloader Public

   A general-purpose utility for the bulk import of data from ClickHouse.

   Python

5. holdings-ingester holdings-ingester Public

   TypeScript

6. SP500-vs-Global-TBill-Yields SP500-vs-Global-TBill-Yields Public

   Using 10 yr yield across countries to predict monthly spx returns, will add 11 sectors return and the difference between spx return and sectors return to make data stationary

   Jupyter Notebook