All Python algorithms published by Open Source Modelling in one place.

All Matlab algorithms published by Open Source Modelling in one place.

Systematic comparison of econometric models and modern machine learning methods for regime-based dynamic asset allocation and sequence-of-returns risk reduction.

Test the d-invariance hypothesis of the fixed-width fractional differencing operator across VIX-based volatility segmentation using a leakage-controlled research pipeline; methodology is public, proprietary information and raw data are excluded.