Marigold / universal-portfoliosLinks
Collection of algorithms for online portfolio selection
☆818Updated 3 weeks ago
Alternatives and similar repositories for universal-portfolios
Users that are interested in universal-portfolios are comparing it to the libraries listed below
Sorting:
- A nimble options backtesting library for Python☆1,130Updated 11 months ago
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,708Updated 8 months ago
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆1,390Updated 10 months ago
- Advances in Financial Machine Learning☆784Updated 2 years ago
- Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]☆1,798Updated 2 years ago
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆957Updated last year
- Portfolio optimization with deep learning.☆1,014Updated last year
- Quantitative finance research tools in Python☆427Updated 2 years ago
- Portfolio optimization and back-testing.☆1,086Updated this week
- Calendars for various securities exchanges.☆639Updated last year
- A Python Pandas implementation of technical analysis indicators☆768Updated 7 years ago
- Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…☆591Updated this week
- Python-based framework for backtesting trading strategies & analyzing financial markets [GUI ]☆731Updated 2 years ago
- Developing Options Trading Strategies using Technical Indicators and Quantitative Methods☆896Updated last year
- A program for financial portfolio management, analysis and optimisation.☆1,564Updated last year
- Fast and scalable construction of risk parity portfolios☆303Updated last year
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆554Updated 4 months ago
- GPU-accelerated Factors analysis library and Backtester☆695Updated 2 months ago
- Python library to download market data via Bloomberg, Eikon, Quandl, Yahoo etc.☆1,849Updated 3 months ago
- Online Portfolio Selection toolbox☆347Updated 9 years ago
- ffn - a financial function library for Python☆2,275Updated 2 months ago
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆603Updated this week
- Mostly experiments based on "Advances in financial machine learning" book☆554Updated 4 years ago
- Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier — compact, simple and fast☆815Updated 3 years ago
- All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.☆718Updated 9 months ago
- Open sourced research notebooks by the QuantConnect team.☆617Updated last year
- Exchange calendars to use with pandas for trading applications☆874Updated last month
- Quantitative Finance and Algorithmic Trading☆362Updated 9 years ago
- PyTrendFollow - systematic futures trading using trend following☆413Updated 7 years ago
- A backtester and spreadsheet library for stocks and ETFs☆285Updated last month