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1. ddstats ddstats Public

   Fast drawdown & CED metrics in Rust with NumPy bindings

   Rust 1

2. models-regimes-trend models-regimes-trend Public

   A replication of JungleRocks's 'Models, Regimes, and Trend Following' white paper series

   Jupyter Notebook 8 5

3. trend-following-beta trend-following-beta Public

   A replication of the white paper 'Alpha on Trend-Following Beta: a case study of the SocGen Trend Index' by Jungle Rock Research

   Jupyter Notebook 6 4

4. beta-research beta-research Public

   Research using different methods to estimate betas between assets

   Jupyter Notebook 3 1

5. FinScraps FinScraps Public

   Work in progress public data automated scrapers

   Python 2 1

6. yield-coorve yield-coorve Public

   Nelson-Siegel-Svensson Term Structure model interactive showcase

   TypeScript 1