Use ensemble GARCH models to assess valuation and error-correction properties of global equity indices.
active 2024-12-20 → 2025-02-07 (UTC)
Complete coverage26,426 / 26,426 hourly files (100%) · 2 absent upstream2023-08-15 → 2026-08-20 (UTC)
Events
33
Pushes
24
Pull requests
0
Issues
4
Stars
1
Forks
0
Activity over time
Daily event counts in the loaded window
Line chart, 50 days from 2024-12-20 to 2025-02-07. Pushes: 24 total, peak 5 in a day. Pull requests: 0 total, peak 0 in a day. Issues: 4 total, peak 3 in a day. Comments: 0 total, peak 0 in a day. Stars: 1 total, peak 1 in a day.
- Pushes
- Pull requests
- Issues
- Comments
- Stars
Top contributors
Pushes, PRs, issues, reviews and comments — stars and forks excluded, so this is contribution rather than popularity
| Contributor | Contributions | Pushes | PRs | Comments |
|---|---|---|---|---|
| GenuineSkill | 25 | 22 | 0 | 0 |
| sterlinm | 3 | 2 | 0 | 0 |
Recent activity
Latest issues, pull requests and releases
- Issue#5GenuineSkill2025-02-07 21:04Use entire data set to calculate GARCH ensemble stats on an expanding window basis with step size = 1 day
- Issue#3GenuineSkill2025-02-07 19:00Continue with ###8 Strategy Returns (from README.md notes)
- Issue#2GenuineSkill2025-02-07 18:55Continue with ###7 Error Correction Model (from README.md notes)
- Issue#1sterlinm2025-02-02 20:57Fix verify_window_sequence logic
Totals cover only the window loaded into ClickHouse and count events, not GitHub's lifetime totals — 1 stars here means stars gained during the window, not the repo's star count.