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quantopian/bayesalpha

Bayesian models to compute performance and uncertainty of returns and alpha.

Owner
quantopian (organization)
Stars
Stars: 113
Forks
Forks: 59
Language
Python
License
None
Created
2017
Topics
bayesianprobabilistic-programmingquantitative-finance
Tier
Prototype (100 to 249 ★) What this tier means
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