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68 search results found

Pyportfolioopt ⭐ 3,936

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

Mlfinlab ⭐ 3,567

MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

Vectorbt ⭐ 3,189

Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.

Riskfolio Lib ⭐ 2,508

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

Eiten ⭐ 1,557

Statistical and Algorithmic Investing Strategies for Everyone

The Operator Splitting QP Solver

Machine Learning Asset Management ⭐ 1,159

Machine Learning in Asset Management (by @firmai)

Deepdow ⭐ 790

Portfolio optimization with deep learning.

Empyrial ⭐ 761

An Open Source Portfolio Backtesting Engine for Everyone | 面向所有人的开源投资组合回测引擎

Cvxportfolio ⭐ 717

Portfolio optimization and back-testing.

Skfolio ⭐ 699

Python library for portfolio optimization built on top of scikit-learn

Financeops ⭐ 568

Research in investment finance with Python Notebooks

Investments ⭐ 454

Helps you with managing your investments

Arima Lstm Hybrid Corrcoef Predict ⭐ 374

Applied an ARIMA-LSTM hybrid model to predict future price correlation coefficients of two assets

Turingtrader ⭐ 369

The Open-Source Backtesting Engine/ Trading Simulator by Bertram Solutions.

Optimalportfolio ⭐ 262

An open source library for portfolio optimisation

Riskparity.py ⭐ 255

Fast and scalable construction of risk parity portfolios

Crypto_trader ⭐ 186

Q-Learning Based Cryptocurrency Trader and Portfolio Optimizer for the Poloniex Exchange

Investment portfolio and stocks analyzing tools for Python with free historical data

Portfolio_allocation_js ⭐ 148

A JavaScript library to allocate and optimize financial portfolios.

Poptimizer ⭐ 147

Оптимизация долгосрочного портфеля акций

Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics

Fortitudo.tech ⭐ 89

Conditional Value-at-Risk (CVaR) portfolio optimization and Entropy Pooling views / stress-testing in Python.

Asset Allocation application

Constrained and Unconstrained Risk Budgeting / Risk Parity Allocation in Python

Portfoliolab ⭐ 57

PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professionals in the industry.

Quantinveststrats ⭐ 54

Quantitative Investment Strategies (QIS) package implements analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.

DcaPal is a free, no registration, online tool to help you keep your portfolio balanced with dollar cost averaging investments

Okama Dash ⭐ 46

Python financial widgets with okama and Dash (plotly)

Financial Portfolio Optimization Algorithms

Algorithmic Trading ⭐ 33

I have been deeply interested in algorithmic trading and systematic trading algorithms. This Repository contains the code of what I have learnt on the way. It starts form some basic simple statistics and will lead up to complex machine learning algorithms.

Riskportfolios ⭐ 30

Functions for the construction of risk-based portfolios

Python_ds_research ⭐ 29

Python based Quant Finance Models, Tools and Algorithmic Decision Making

Adp Portfolio Selection ⭐ 27

Approximate Dynamic Programming for Portfolio Selection Problem

Quantropy ⭐ 27

Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeling, stock screening, portfolio optimization, and broker API.

Quantitavefinanceexamplespy ⭐ 23

Financial analysis, algorithmic trading, portfolio optimization examples with Python (DISCLAIMER - No Investment Advice Provided, YASAL UYARI - Yatırım tavsiyesi değildir).

Portbalance ⭐ 23

Determine optimal rebalancing of a passive stock portfolio.

Markowitz Portfolio Optimization ⭐ 22

Markowitz portfolio optimization on synthetic and real stocks

Codes for the paper 'Clustering Approaches for Global Minimum Variance Portfolio'

Sandbox Portfolio Optimization Cvxpy ⭐ 18

CVXPY Portfolio Optimization Sample

Qc_portfolio_optimization ⭐ 16

A program that implements the portfolio optimization experiments using a hybrid quantum computing algorithm from arXiv:1911.05296. The code was developed as part of the 2020 Quantum mentorship program. Many thanks to my mentor Guoming Wang from Zapata Computing!

Usage of policy gradient reinforcement learning to solve portfolio optimization problems (Tactical Asset Allocation).

Python For Finance Notes ⭐ 14

Python notes on finance

Ai For Trading ⭐ 14

📈This repo contains detailed notes and multiple projects implemented in Python related to AI and Finance. Follow the blog here: https://purvasingh.medium.com

Trading Algorithms ⭐ 14

This repository contains the customized trading algorithms that I have created using the Quantopian IDE.

Pymarkowitz ⭐ 14

Mean Variance (Markowitz) Portfolio Optimization and Beyond

Automatic sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Dependency is handled with vine copulas.

Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization

Investment Portfolio ⭐ 11

A student Investment portfolio web app built with various optimization techniques and screening parameters from core finance

Investops ⭐ 11

Tools for investing in Python

Chameleonquant ⭐ 11

chameleonQuant was born as an open-source Java framework to help enthusiast quants to implement system trading strategies and dynamic portfolio trading systems using advanced optimization techniques, machine learning, and deep learning techniques.

Cryplicity ⭐ 10

A Crypto Portfolio Tracker Tool

Portfolio Optimizer ⭐ 9

A collection of various computational methods to optimize a user's investment portfolio using Modern Portfolio Theory and optimizing various factors such as Returns, Sharpe Ratio and Risk.

Finance And Risk Management Algorithms ⭐ 9

applications for risk management through computational portfolio construction methods

Pyportfolioanalysis ⭐ 8

'Portfolio Analysis, methods for portfolio optimization'

A python application that wraps around various financial APIs, calculates statistics and optimizes portfolio allocations.

Stock Market Analysis

📈Financial Markowitz Portfolio Optimization (Bonds, Stocks, Commodities), including classical Efficient Frontier, Utility Function etc.

Smart Beta Portfolio Optimization ⭐ 7

Built a smart beta portfolio and compared it to a benchmark index by calculating the tracking error. Built a portfolio using quadratic programming to optimize the weights..

Statmetrics Android ⭐ 6

Mobile App Solution for Portfolio Analytics and Investment Management

Roboadvisorsystem ⭐ 6

Portfolio optimization package in Python.

Portfolio Optimization ⭐ 5

Dynamic portfolio optimization

🔬 Quantitative analysis and management for financial applications.

Statistical Learning Based Portfolio Optimization ⭐ 5

This R Shiny App utilizes the Hierarchical Equal Risk Contribution (HERC) approach, a modern portfolio optimization method developed by Raffinot (2018).

Robo Advisor Backtesting ⭐ 5

理財機器人實作－包含單因子選股策略、投資組合最佳化、停損再平衡、定期再平衡（下載可直接執行）

Scikit Portfolio ⭐ 5

A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.

1-68 of 68 search results

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