Estimation of the lead-lag parameter from non-synchronous data.
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Apr 1, 2025 - Jupyter Notebook
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lead-lag
Here are 12 public repositories matching this topic...
A Quantitative Finance Engineering Project
finance time-series clustering stock-market option-pricing monte-carlo-methods levy-processes change-point-detection lead-lag black-sholes
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Apr 29, 2026 - R
Academic project done to control and optimize an inverted pendulum
optimization matlab optimal-control inverted-pendulum step-response pid-controller simulink-model lead-lag
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Sep 25, 2024 - C
Cyclicity Analysis of Time-Series Data
python finance data-science time-series linear-algebra pattern-recognition topological-data-analysis time-series-analysis lead-lag leader-follower cyclicity
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Sep 28, 2023 - Python
Complex PCA & SVD to study lead-lag correlations in financial data
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Jun 21, 2023 - Jupyter Notebook
Crypto lead-lag trading bot: captures the delay between BTC moves and altcoin reactions using regime-aware signals.
python crypto bitcoin quantitative-finance algorithmic-trading kraken altcoins backtesting paper-trading lead-lag trading-bot-analytics
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Mar 18, 2026 - Python
Insurance CX Weekly Reporting Automation-NLP topic modeling, hybrid sentiment analysis, and AI-generated weekly reports for 4 Korean insurers (MetLife, Samsung Life, Hanwha Life, Kyobo Life)
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May 17, 2026 - Python
Statistical lead–lag analysis for paired time series with overlapping returns using IC curves and HAC inference.
statistics time-series econometrics financial-data hac signal-analysis quantitative-analysis lead-lag information-coefficient newey-west
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Dec 21, 2025 - Python
Global sportswear brand performance monitoring system-search trend leading indicators + KPI dashboard for NB Korea BDC
dtw lstm chronos csi prophet anomaly-detection sarimax etl-pipeline sports-analytics lead-lag sportswear leakage-detection seasonality-analysis
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May 20, 2026 - Python
Asynchronous quantitative engine calculating T+n day lead/lag effects across asset classes to validate conservative spot market entries.
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May 25, 2026 - C#
Binance to MEXC lead-lag trading bot research, replay, paper trading, and guarded MetaScalp demo execution.
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May 15, 2026 - Python
Directed-network framework for S&P 500 crisis regimes: A-DCC GARCH, Graphical Lasso, a lead/follower cascade, network-topology metrics, and a composite Network Stress Index across twenty 1985-2024 regimes.
reproducible-research pagerank network-science network-motifs graphical-lasso econophysics sp500 lead-lag systemic-risk directed-networks dcc-garch financial-networks
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Jun 3, 2026 - Python
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