tinoproductions/dirtyquant

Code that I show on my YouTube Channel

• 👋 Hi, I’m @tinoproductions
• 👀 I’m interested in statistics, finance and machine learning
• 🌱 I’m currently learning how to be a better content creator on my Dirty Quant YouTube channel https://www.youtube.com/channel/UCIoQfXlCVniyWyvul2iZlVQ
• 💞️ I’m looking to collaborate on finance projects using stat-arb, equity factor scoring, FI RV and most ML things.
• 📫 You can reach me on dirtyquant.com

dirtyquant's Issues

Skewed T

Hi Tino,

What is the source you use for the PPF and CDF of Hansen's skewed T? I read his paper, but he only shows the PDF. Is there a follow up paper that derives the PPF and CDF?

Thanks,

License Missing

Hi Tino

I just wanted to point out that there is no license in this repo.

I really want to use your material and extend it but I would really appreciate if you can use some permissive license like MIT to do that. I think it will make future contributions easier

I will give you attribution of course.