A python library for portfolio optimization and index replication
☆18Dec 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:
- Transformer Models for Long-Term Series Forecasting implemented by High-Flyer AI☆23Jun 10, 2022Updated 4 years ago
- [Quantitative Finance 2019] Sovereign Risk Zones in Europe During and After the Debt Crisis☆12May 12, 2020Updated 6 years ago
- Retrieve data for various multi-factor asset pricing models.☆18Feb 11, 2026Updated 6 months ago
- Implemented a LightLGM model capable of predicting the closing price movements for hundreds of NASDAQ listed stocks using data from the…☆19Jan 8, 2024Updated 2 years ago
- 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
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- The Adaptive Multi-Factor (AMF) asset pricing model with the Groupwise Interpretable Basis Selection (GIBS) algorithm.☆10Dec 12, 2021Updated 4 years ago
- This paper studies how a machine learning algorithm can generate tactical allocation which outperforms returns for a pre-defined benchmar…☆16Dec 3, 2020Updated 5 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆13May 30, 2021Updated 5 years ago
- ☆12Apr 17, 2021Updated 5 years ago
- End-to-end tool for performing portfolio optimization on a given set of assets and historical stock data.☆12Sep 17, 2023Updated 2 years ago
- High Frequency Trading Strategy☆12Dec 20, 2018Updated 7 years ago
- ☆11Oct 24, 2025Updated 9 months ago
- Replication of "Taming the Factor Zoo: A Test of New Factors (Feng, Giglio, and Xiu, 2020, JF)"☆10Mar 4, 2024Updated 2 years ago
- ☆12Jul 19, 2020Updated 6 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Alpha mining with DEAP-based genetic programming.☆11Jul 7, 2023Updated 3 years ago
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆14Apr 4, 2026Updated 4 months ago
- 致力于多因子,AI策略,可盈利模型的研究☆12Apr 14, 2023Updated 3 years ago
- duckdb-etl-framework☆14Dec 20, 2024Updated last year
- The official repository for the paper Adversarial Inverse Reinforcement Learning for Market Making (2024) published and presented at the …☆39Dec 14, 2025Updated 7 months ago
- Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation☆14Mar 7, 2024Updated 2 years ago
- This was a university group project supported by the HSBC Artificial Intelligence team. It involved applying machine learning algorithms …☆15Nov 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
- 将A股所有股票的日K线的数据写入本地mysql数据库,收集从某个时间段以来的股票财报数据,包括营收、市值、股本等数据。☆15Jan 22, 2018Updated 8 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.
- Mid price estimation in LOB using Markov model☆13May 11, 2022Updated 4 years ago
- Multi-Factor model with regression method☆10May 4, 2019Updated 7 years ago
- 量化FOF框架☆13Mar 8, 2019Updated 7 years ago
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 6 years ago
- Backtest and run stock trading CFD strategies tick by tick☆13Mar 29, 2021Updated 5 years ago
- Collection of numerical methods for high frequency data, in Python notebooks☆13Mar 10, 2021Updated 5 years ago
- 基于Transformer架构的量化金融预测研究☆11Dec 26, 2022Updated 3 years ago
- Apply machine learning algorithms in the financial market. Ensemble Model, including XGBoost, LightGBM, CNN, ResNet and LSTM.☆11Jun 5, 2022Updated 4 years ago
- ☆16Feb 16, 2026Updated 5 months ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Stock trading using timing strategy (股票的择时交易): mainly use short & long moving average of stock price and also analyze the performance of …☆12Feb 26, 2020Updated 6 years ago
- event-driven trading and backtesting engine☆20Nov 25, 2024Updated last year
- Application of Machine Learning Algorithms to Intraday Stock Trading Based on Demand Zones☆15Jan 16, 2019Updated 7 years ago
- Notebooks and Code for ML based quant strategies☆11Aug 4, 2025Updated last year
- 用TCN 进行股票预测☆10Oct 11, 2022Updated 3 years ago
- Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.☆15Dec 15, 2019Updated 6 years ago
- ☆13Apr 15, 2025Updated last year