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#

multi-asset

Here are 21 public repositories matching this topic...

Systematic multi-asset allocation strategy using Hidden Markov Models to identify VIX volatility regimes and dynamically rotate between TLT, GLD, and SPY

  • Updated Jan 18, 2026
  • Jupyter Notebook

This C++ program prices multi-asset options (Basket, Rainbow, Exchange, Spread) using Monte Carlo simulation based on Geometric Brownian Motion, supporting interactive parameter input, correlation modeling via Cholesky decomposition, and sensitivity analysis.

  • Updated Jul 1, 2025
  • C++

MATLAB multi-asset intelligent research dashboard with agentic AI analysis, portfolio risk, technical indicators, crypto data, and DeepSeek reports.

  • Updated May 19, 2026
  • MATLAB

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