pyAA

All around finance resources. This library started as an asset allocation project (hence the name, pyAA) but evolved to include more subjects.

Name	Name	Last commit message	Last commit date
Latest commit gusamarante Changes to PCA routines Mar 29, 2025 ea96d0d · Mar 29, 2025 History 327 Commits
.github/workflows	.github/workflows	Create publish.yml	Dec 4, 2024
.idea	.idea	Moving files around and new environment	Feb 18, 2025
allocation	allocation	Progress on the TSMOM class	Jun 25, 2024
book	book	Moving files around and new environment	Feb 18, 2025
calendars	calendars	Progress on performance	Feb 19, 2025
courses	courses	Changes to PCA routines	Mar 29, 2025
curves	curves	Add bootstrapp function	Mar 2, 2024
data	data	Changes to PCA routines	Mar 29, 2025
models	models	Adding the FIHP	Feb 22, 2025
pricing	pricing	Moving in a bunch of stuff (that needs to be reviewed... eventually)	May 16, 2024
pyaa	pyaa	chart updates	Dec 4, 2024
simulation	simulation	Moving in a bunch of stuff (that needs to be reviewed... eventually)	May 16, 2024
utils	utils	Progress on performance	Feb 19, 2025
LICENSE	LICENSE	Initial commit	Aug 6, 2023
README.md	README.md	update README.md	Dec 4, 2024
hmm.py	hmm.py	Progress on HMM	Jun 14, 2024
principal_portfolios.py	principal_portfolios.py	Moving in a bunch of stuff (that needs to be reviewed... eventually)	May 16, 2024
setup.py	setup.py	Progress on the q01_c	Feb 26, 2025
trendfollowing.py	trendfollowing.py	minor changes	Oct 28, 2023

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