Marigold / universal-portfolios
Collection of algorithms for online portfolio selection
☆776Updated 3 months ago
Related projects ⓘ
Alternatives and complementary repositories for universal-portfolios
- A nimble options backtesting library for Python☆1,001Updated 4 months ago
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆1,311Updated 3 months ago
- Advances in Financial Machine Learning☆763Updated last year
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,584Updated 3 weeks ago
- Python library to download market data via Bloomberg, Eikon, Quandl, Yahoo etc.☆1,702Updated last week
- Portfolio optimization with deep learning.☆921Updated 9 months ago
- Python-based framework for backtesting trading strategies & analyzing financial markets [GUI ]☆718Updated 2 years ago
- Calendars for various securities exchanges.☆617Updated last year
- Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]☆1,712Updated last year
- Developing Options Trading Strategies using Technical Indicators and Quantitative Methods☆827Updated 6 months ago
- Mostly experiments based on "Advances in financial machine learning" book☆543Updated 3 years ago
- Quantitative finance research tools in Python☆414Updated last year
- ffn - a financial function library for Python☆2,035Updated 2 weeks ago
- Trading and Backtesting environment for training reinforcement learning agent or simple rule base algo.☆1,597Updated 9 months ago
- Asynchronous, event-driven algorithmic trading in Python and C++☆676Updated this week
- bt - flexible backtesting for Python☆2,288Updated 2 weeks ago
- Zipline, a Pythonic Algorithmic Trading Library☆1,187Updated this week
- Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…☆560Updated this week
- Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier — compact, simple and fast☆805Updated 3 years ago
- Fast and scalable construction of risk parity portfolios☆289Updated 5 months ago
- GPU-accelerated Factors analysis library and Backtester☆646Updated 11 months ago
- Alpaca Trading API integrated with backtrader☆623Updated this week
- A Python Pandas implementation of technical analysis indicators☆748Updated 6 years ago
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆884Updated last year
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆489Updated last year
- Technical Analysis library in pandas for backtesting algotrading and quantitative analysis☆454Updated 2 years ago
- Open sourced research notebooks by the QuantConnect team.☆521Updated 6 months ago
- All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.☆618Updated 2 months ago
- Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Ti…☆1,950Updated 2 years ago
- An Open Source Portfolio Backtesting Engine for Everyone | 面向所有人的开源投资组合回测引擎☆941Updated last week