tracking-error

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Morwane / euronext-etf-quant-lab

ETF market-quality and fair-value analytics framework using Python and LSEG Workspace data.

python nav quantitative-finance financial-data tracking-error market-structure etf-analytics lseg-refinitiv liquidity-bid-ask-spread

Updated Jul 1, 2026
Python

DebadattaLiku / Portfolio_replication_framework

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Sparse S&P 500 portfolio replication using LASSO regression, greedy forward selection, and quadratic programming for tracking-error minimization.

python machine-learning portfolio-optimization quantitative-finance quadratic-programming cvxpy asset-allocation lasso-regression tracking-error index-tracking portfolio-replication

Updated Aug 7, 2026
Python

OussamaMesbah / fundclone

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Clone any mutual fund, ETF or portfolio with a handful of low-cost ETFs, tested out of sample. Is your active fund worth its fee?

python personal-finance quantitative-finance etf mutual-funds backtesting fama-french tracking-error factor-investing index-funds streamlit portfolio-replication

Updated Sep 15, 2026
Python

mpv88 / dl_2022_final_project

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deep learning for tracking stock indexes

neural-networks stock-indexes autoencoders tracking-error

Updated Jan 26, 2023
Python

divyasuranaa / active-portfolio-management-factor-allocation

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Financial analyst project on active portfolio management, factor allocation, benchmark comparison, risk analysis, performance attribution and portfolio optimisation using Excel and Python.

Updated Jul 3, 2026
Python

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