SSMIF

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1. Factor-Model Factor-ModelPublic archive

   R 11 4

2. Asset-Allocation Asset-AllocationPublic archive

   Python 1

3. info-dbot info-dbotPublic

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4. dataloader dataloaderPublic

   A general-purpose utility for the bulk import of data from ClickHouse.

   Python

5. holdings-ingester holdings-ingesterPublic

   TypeScript

6. SP500-vs-Global-TBill-Yields SP500-vs-Global-TBill-YieldsPublic

   Using 10 yr yield across countries to predict monthly spx returns, will add 11 sectors return and the difference between spx return and sectors return to make data stationary

   Jupyter Notebook