AlphaUncommon
microprediction/precise
Online Covariance and Correlation Estimation
- Owner
- microprediction (personal account)
- Stars
- Stars: 338
- Forks
- Forks: 59
- Language
- Python
- License
- MIT
- Created
- 2021
- Topics
- covariance-matrixcovariance-estimationinvestment-portfolioportfolio
- Tier
- Alpha (250 to 699 ★) What this tier means
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