A python library for portfolio optimization and index replication
☆17Dec 5, 2024Updated last year
Alternatives and similar repositories for PorQua
Users that are interested in PorQua are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- A python library for metabolic networks sampling and analysis☆67Updated this week
- Practical volume computation and sampling in high dimensions☆16Mar 9, 2026Updated last month
- Practical volume computation and sampling in high dimensions☆182Apr 4, 2026Updated 3 weeks ago
- C++ genetic algorithms scientific library☆15Aug 12, 2023Updated 2 years ago
- This is a C++ library meant to provide implementation of the most commonly used geodetic algorithms.☆12Dec 30, 2025Updated 4 months ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Highly Optimized Polytope Sampling☆13Mar 10, 2026Updated last month
- GeomScale in Google Summer of Code 2021☆10Feb 10, 2021Updated 5 years ago
- Parallel Navier-Stokes solver for coupled diffusion-convection PDEs☆11Nov 17, 2022Updated 3 years ago
- range tree for interval query☆13Jul 10, 2019Updated 6 years ago
- PolytopeWalk: fast sparse and dense random walks on polytope, with C++ backend and Python interface☆17Jul 25, 2025Updated 9 months ago
- GeomScale in Google Summer of Code 2020☆13Jan 14, 2020Updated 6 years ago
- Rich and fast user-defined functions in relational databases☆20Sep 8, 2022Updated 3 years ago
- [Quantitative Finance 2019] Sovereign Risk Zones in Europe During and After the Debt Crisis☆12May 12, 2020Updated 5 years ago
- ☆19Jan 17, 2023Updated 3 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- A matlab implementation for sampling log-concave distributions with polytope constraints☆17Oct 5, 2024Updated last year
- Data and R code related to my medium article "Custom Factor Models - Build your own in R with a few lines of codes"☆19Nov 15, 2021Updated 4 years ago
- The definitive open-source discussion forum software.☆29Feb 26, 2019Updated 7 years ago
- SudoPy. A Python based sudoku project. Sudoku generator (five levels of difficulty), solver and difficulty rater. Create a printable pdf …☆27Jan 10, 2018Updated 8 years ago
- Collection of tools to help initialize and manipulate geometries in two and three dimensions.☆24Updated this week
- The Adaptive Multi-Factor (AMF) asset pricing model with the Groupwise Interpretable Basis Selection (GIBS) algorithm.☆10Dec 12, 2021Updated 4 years ago
- Robust geometric predicates without the agonising pain.☆26Nov 6, 2025Updated 5 months ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆13May 30, 2021Updated 4 years ago
- ☆12Apr 17, 2021Updated 5 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- High Frequency Trading Strategy☆12Dec 20, 2018Updated 7 years ago
- End-to-end tool for performing portfolio optimization on a given set of assets and historical stock data.☆10Sep 17, 2023Updated 2 years ago
- optlang - sympy based mathematical programming language☆268Mar 23, 2026Updated last month
- Replication of "Taming the Factor Zoo: A Test of New Factors (Feng, Giglio, and Xiu, 2020, JF)"☆10Mar 4, 2024Updated 2 years ago
- Regime detection in historical markets using Hidden Markov Models (HMM) and Support Vector Machines (SVM).☆34Nov 10, 2021Updated 4 years ago
- Alpha mining with DEAP-based genetic programming.☆11Jul 7, 2023Updated 2 years ago
- 致力于多因子，AI策略，可盈利模型的研究☆12Apr 14, 2023Updated 3 years ago
- Intraday trading strategy for futures calendar spreads. Uses crude oil futures and 1-minute bid/ask bars from Interactive Brokers with a …☆15Apr 23, 2024Updated 2 years ago
- ☆11Oct 24, 2025Updated 6 months ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Replicate Barra CNE5 multi-factor model and conduct portfolio risk analysis☆16Jun 17, 2025Updated 10 months ago
- Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation☆13Mar 7, 2024Updated 2 years ago
- duckdb-etl-framework☆15Dec 20, 2024Updated last year
- This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orga…☆41Feb 20, 2024Updated 2 years ago
- ☆15Feb 16, 2026Updated 2 months ago
- This was a university group project supported by the HSBC Artificial Intelligence team. It involved applying machine learning algorithms …☆14Nov 13, 2023Updated 2 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆14Dec 11, 2022Updated 3 years ago