AnnaSkarpalezou / Portfolio-Optimization-using-Machine-LearningLinks
This repository is the result of our work for the course CSCI-SHU 360 Machine Learning
☆77Updated 5 years ago
Alternatives and similar repositories for Portfolio-Optimization-using-Machine-Learning
Users that are interested in Portfolio-Optimization-using-Machine-Learning are comparing it to the libraries listed below
Sorting:
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆88Updated 3 years ago
- Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio retur…☆30Updated 4 years ago
- ☆85Updated last year
- ☆73Updated 5 years ago
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆271Updated last week
- CS7641 Team project☆97Updated 5 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆35Updated last year
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆159Updated 2 years ago
- ☆44Updated 3 years ago
- FinML: A Practical Machine Learning Framework for Dynamic Stock Selection☆166Updated last year
- Including packages that frequently used in quantitative finance field and how to implement classic financial model in Quantopian.☆48Updated 7 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆135Updated 6 years ago
- Portfolio optimization using Genetic algorithm.☆62Updated 4 years ago
- Deep Neural Networks for Options Pricing (Python)☆49Updated 7 years ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- Algo Trading Research & Documentation☆29Updated 4 months ago
- Quant Research☆96Updated last month
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆93Updated 4 years ago
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆45Updated 6 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆30Updated 2 years ago
- This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep …☆87Updated 3 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆171Updated 6 years ago
- Signal processing examples in python☆157Updated 5 years ago
- Using a dataset of hedge fund indices, I had computed various risk parameters, explicitly Value at risk (VaR), drawdown and deviation fro…☆26Updated 5 years ago
- Python Jupyter Notebooks for Financial Portfolio Optimization☆37Updated 7 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 6 years ago
- ☆65Updated 2 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆31Updated 5 years ago
- ☆47Updated 2 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆50Updated 3 years ago