Collection of algorithms for online portfolio selection
☆852Sep 11, 2025Updated 6 months ago
Alternatives and similar repositories for universal-portfolios
Users that are interested in universal-portfolios are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Online Portfolio Selection toolbox☆358Jul 13, 2015Updated 10 years ago
- Portfolio Optimization and Quantitative Strategic Asset Allocation in Python☆3,824Mar 8, 2026Updated 2 weeks ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆4,618Oct 2, 2023Updated 2 years ago
- PGPortfolio: Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Managemen…☆1,852Oct 9, 2021Updated 4 years ago
- Portfolio optimization and back-testing.☆1,184Mar 10, 2026Updated 2 weeks 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.
- Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity☆5,565Mar 10, 2026Updated 2 weeks ago
- Fast and scalable construction of risk parity portfolios☆318Dec 2, 2025Updated 3 months ago
- Portfolio optimization with deep learning.☆1,119Jan 24, 2024Updated 2 years ago
- ACM Research 2021 | Implementing and benchmarking the performance of various online portfolio selection algorithms on real-world trading …☆24May 2, 2021Updated 4 years ago
- Quantitative finance research tools in Python☆455Feb 2, 2023Updated 3 years ago
- Functions and algorithms for On-line Portfolio Selection with R☆22Aug 10, 2017Updated 8 years ago
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆1,474Jul 26, 2024Updated last year
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,881Oct 21, 2024Updated last year
- Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]☆1,895Dec 8, 2022Updated 3 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click and start building anything your business needs.
- Advances in Financial Machine Learning☆800Jan 11, 2023Updated 3 years ago
- A program for financial portfolio management, analysis and optimisation.☆1,732Nov 4, 2023Updated 2 years ago
- Financial Portfolio Optimization Routines in Python☆314Aug 31, 2022Updated 3 years ago
- Portfolio analytics for quants, written in Python☆6,875Jan 13, 2026Updated 2 months ago
- QTPyLib, Pythonic Algorithmic Trading☆2,258Sep 22, 2021Updated 4 years ago
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆2,842Mar 11, 2026Updated 2 weeks ago
- Machine Learning in Asset Management (by @firmai)☆1,735Dec 17, 2021Updated 4 years ago
- ffn - a financial function library for Python☆2,519Updated this week
- Attempting to replicate "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem" https://arxiv.org/abs/17…☆561Mar 18, 2025Updated last year
- 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.
- quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha com…☆238Sep 2, 2022Updated 3 years ago
- Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)☆3,728Mar 10, 2025Updated last year
- An Open Source Portfolio Backtesting Engine for Everyone | 面向所有人的开源投资组合回测引擎☆1,053Sep 14, 2025Updated 6 months ago
- Portfolio and risk analytics in Python☆6,268Dec 23, 2023Updated 2 years ago
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆386Aug 7, 2018Updated 7 years ago
- A nimble options research and backtesting library for Python☆1,295Updated this week
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆616Feb 11, 2026Updated last month
- Quantitative analysis, strategies and backtests☆2,856Aug 26, 2023Updated 2 years ago
- Predictive analysis of the OLMAR algorithm☆13Dec 30, 2016Updated 9 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click and start building anything your business needs.
- Systematic Trading in python☆3,233Mar 19, 2026Updated last week
- Performance analysis of predictive (alpha) stock factors☆4,188Feb 12, 2024Updated 2 years ago
- A fast, extensible, transparent python library for backtesting quantitative strategies.☆371Nov 5, 2023Updated 2 years ago
- Python library to download market data via Bloomberg, Eikon, Quandl, Yahoo etc.☆2,008Updated this week
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆691Mar 20, 2026Updated last week
- Statistical and Algorithmic Investing Strategies for Everyone☆3,172Jul 30, 2022Updated 3 years ago
- Quantitative Finance and Algorithmic Trading☆410Jul 14, 2015Updated 10 years ago