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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

    This repository stores code and notebooks to replicate JungleRocks's Models, Regimes, and Trend Following white paper series

    Jupyter Notebook 8 5

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

    This project is a replication of the 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