Marigold / universal-portfoliosLinks
Collection of algorithms for online portfolio selection
☆838Updated 2 months ago
Alternatives and similar repositories for universal-portfolios
Users that are interested in universal-portfolios are comparing it to the libraries listed below
Sorting:
- Portfolio optimization with deep learning.☆1,076Updated last year
- Quantitative finance research tools in Python☆441Updated 2 years ago
- Advances in Financial Machine Learning☆791Updated 2 years ago
- Mostly experiments based on "Advances in financial machine learning" book☆560Updated 4 years ago
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,798Updated last year
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆585Updated 9 months ago
- A nimble options backtesting library for Python☆1,213Updated last year
- Calendars for various securities exchanges.☆644Updated 2 years ago
- Portfolio optimization and back-testing.☆1,126Updated 3 weeks ago
- GPU-accelerated Factors analysis library and Backtester☆750Updated 7 months ago
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆1,422Updated last year
- PyTrendFollow - systematic futures trading using trend following☆428Updated 7 years ago
- Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…☆776Updated last week
- This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.o…☆581Updated last year
- Fast and scalable construction of risk parity portfolios☆315Updated last month
- An open source library for portfolio optimisation☆365Updated last year
- A fast, extensible, transparent python library for backtesting quantitative strategies.☆369Updated 2 years ago
- Jupyter notebook tutorials from QuantConnect website for Python, Finance and LEAN.☆655Updated 3 months ago
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆1,009Updated 2 years ago
- Open sourced research notebooks by the QuantConnect team.☆679Updated last year
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆646Updated last week
- Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]☆1,847Updated 2 years ago
- All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.☆769Updated last year
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆378Updated 7 years ago
- Python-based framework for backtesting trading strategies & analyzing financial markets [GUI ]☆745Updated 3 years ago
- Online Portfolio Selection toolbox☆357Updated 10 years ago
- Library for fitting the LPPLS model to data.☆432Updated 3 weeks ago
- Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier — compact, simple and fast☆813Updated 4 years ago
- Technical Analysis library in pandas for backtesting algotrading and quantitative analysis☆483Updated 3 years ago
- Quantitative Finance and Algorithmic Trading☆383Updated 10 years ago