Ledoit-Wolf covariance matrix estimator of stock returns
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Aug 23, 2019 - Python
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ledoit-wolf
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SIM Swap Fraud Prevention via Behavioral Biometrics
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Apr 8, 2026 - TypeScript
Estimation error in portfolio construction — Ledoit-Wolf shrinkage from the paper, walk-forward horserace vs 1/N, and a 2×2 VaR backtest with Kupiec, Christoffersen and Basel traffic-light tests
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Jul 7, 2026 - Python
Python library for mean-variance portfolio optimization — Black-Litterman returns, Ledoit-Wolf covariance, efficient frontier, risk parity, CVaR minimization, and walk-forward backtesting with transaction costs.
python portfolio-optimization quantitative-finance black-litterman backtesting modern-portfolio-theory covariance-estimation risk-parity efficient-frontier ledoit-wolf cvar mean-variance
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Mar 16, 2026 - Jupyter Notebook
From-scratch mean-variance portfolio optimization toolkit reproducing canonical literature results.
python portfolio-optimization quantitative-finance cvxpy black-litterman ledoit-wolf mean-variance walk-forward-backtest
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Jun 22, 2026 - Python
Portfolio optimization in NumPy: Markowitz mean-variance (with efficient frontier), Black-Litterman with investor views, risk parity (ERC), and Ledoit-Wolf shrinkage.
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Jun 3, 2026 - Python
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