IanLKaplan / all_weather_portfolioView external linksLinks
This Python Jupyter notebook explores conservative "all weather" investment portfolios
☆24Sep 8, 2022Updated 3 years ago
Alternatives and similar repositories for all_weather_portfolio
Users that are interested in all_weather_portfolio are comparing it to the libraries listed below
Sorting:
- A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation …☆16Nov 10, 2021Updated 4 years ago
- Python functionality for getting different data from Bloomberg: prices, implied vols, fundamentals☆13Aug 7, 2025Updated 6 months ago
- An emerging asset class, the recent surge of popularity in crypto markets has made cryptocurrencies an essential part of investment portf…☆12Jan 22, 2023Updated 3 years ago
- ☆16Dec 11, 2020Updated 5 years ago
- A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is cate…☆23Nov 21, 2021Updated 4 years ago
- ☆26May 3, 2024Updated last year
- ☆33Sep 12, 2025Updated 5 months ago
- ☆34Jun 13, 2025Updated 8 months ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆72Mar 27, 2023Updated 2 years ago
- create all-weather risk parity weights and back-test☆35Jan 30, 2022Updated 4 years ago
- Codes used in the 6 lectures on SFC models delivered on November-December 2023☆11Nov 6, 2025Updated 3 months ago
- The annual coding competition hosted by Optiver in collaboration with LSE☆17Jul 18, 2022Updated 3 years ago
- ☆36Mar 28, 2023Updated 2 years ago
- Markowitzify will implement a variety of portfolio and stock/cryptocurrency analysis methods to optimize portfolios or trading strategies…☆36Dec 17, 2020Updated 5 years ago
- Macrosynergy Quant Research☆165Updated this week
- Project description: https://medium.com/p/recession-prediction-using-machine-learning-de6eee16ca94?source=email-2adc3d3cd2ed--writer.post…☆40Feb 22, 2025Updated 11 months ago
- TEJ_API_Python_實戰應用☆12Dec 26, 2024Updated last year
- ☆17Aug 28, 2024Updated last year
- Algorithm which quotes bid and ask prices for a stock and its options continuously by defining a bid-ask spread. Further, outstanding del…☆10Jan 11, 2026Updated last month
- Some example code☆12Jul 23, 2024Updated last year
- Pair Trading Analysis & Exercises Toolkit [Jupyter Notebook]☆12Nov 3, 2023Updated 2 years ago
- presents an in-depth exploration of a cutting-edge trading architecture that combines the predictive power of Long Short-Term Memory (LST…☆14Mar 13, 2025Updated 11 months ago
- Python app for black-litterman portfolio optimisation☆10Dec 8, 2022Updated 3 years ago
- Machine Learning for the ASX200☆10Apr 12, 2017Updated 8 years ago
- 新一代API課程範例☆18Jul 15, 2025Updated 7 months ago
- A trading algorithm utilizing a Naive Bayes classifier to predict expected returns, GARCH (1,1) volatility forecasting, and the Markowitz…☆10Dec 22, 2017Updated 8 years ago
- Replication of https://ssrn.com/abstract=3984925☆54Mar 27, 2024Updated last year
- A machine learning library for economics and finance☆10Feb 28, 2024Updated last year
- telegram investment advice bot☆15Jul 3, 2023Updated 2 years ago
- OCET, torch, transformers, DeepLOB,limit-order-books☆10Dec 6, 2022Updated 3 years ago
- Code, mostly in R, for charts and analysis on our blog.☆13Jan 31, 2026Updated 2 weeks ago
- BASIC_PYTHON_TRADING_BOOK☆13Sep 8, 2024Updated last year
- Momentum and position based trading strategy analysis☆11May 31, 2017Updated 8 years ago
- ☆15Dec 16, 2022Updated 3 years ago
- Computation of Sparse Eigenvectors of a Matrix☆12Dec 22, 2018Updated 7 years ago
- 回測台指期日內當沖交易，若在開盤後在不同點位進場，持有至收盤出場，統計此交易策略的報酬。☆10Feb 8, 2025Updated last year
- Full code for my Medium article on how I code a simple Python Stock Screen.☆13Apr 17, 2024Updated last year
- Set of functions to perform (financial) peer performance calculations☆12Aug 18, 2025Updated 5 months ago
- ☆12Nov 25, 2023Updated 2 years ago