Collection of algorithms for online portfolio selection
☆855May 4, 2026Updated this week
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☆357Jul 13, 2015Updated 10 years ago
- Portfolio Optimization and Quantitative Strategic Asset Allocation in Python☆4,105Mar 25, 2026Updated last month
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆4,701Oct 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.☆1,196Apr 27, 2026Updated last week
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity☆5,680Apr 20, 2026Updated 2 weeks ago
- Fast and scalable construction of risk parity portfolios☆320Dec 2, 2025Updated 5 months ago
- Portfolio optimization with deep learning.☆1,134Jan 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 5 years ago
- Quantitative finance research tools in Python☆462Feb 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.☆1,480Jul 26, 2024Updated last year
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,895Oct 21, 2024Updated last year
- Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]☆1,909Dec 8, 2022Updated 3 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Advances in Financial Machine Learning☆800Jan 11, 2023Updated 3 years ago
- A program for financial portfolio management, analysis and optimisation.☆1,756Nov 4, 2023Updated 2 years ago
- Financial Portfolio Optimization Routines in Python☆313Aug 31, 2022Updated 3 years ago
- Portfolio analytics for quants, written in Python☆7,065Jan 13, 2026Updated 3 months ago
- QTPyLib, Pythonic Algorithmic Trading☆2,257Sep 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…☆2,917Apr 25, 2026Updated last week
- Machine Learning in Asset Management (by @firmai)☆1,740Dec 17, 2021Updated 4 years ago
- ffn - a financial function library for Python☆2,543Mar 21, 2026Updated last month
- Attempting to replicate "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem" https://arxiv.org/abs/17…☆561Mar 18, 2025Updated last year
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha com…☆239Sep 2, 2022Updated 3 years ago
- Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)☆3,750Apr 16, 2026Updated 2 weeks ago
- Portfolio and risk analytics in Python☆6,300Dec 23, 2023Updated 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☆1,060Sep 14, 2025Updated 7 months ago
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆392Aug 7, 2018Updated 7 years ago
- A nimble options research and backtesting library for Python☆1,333Apr 24, 2026Updated last week
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆631Feb 11, 2026Updated 2 months ago
- Quantitative analysis, strategies and backtests☆2,908Aug 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. Zero configuration with optimized deployments.
- Systematic Trading in python☆3,287Updated this week
- A fast, extensible, transparent python library for backtesting quantitative strategies.☆369Nov 5, 2023Updated 2 years ago
- Performance analysis of predictive (alpha) stock factors☆4,250Feb 12, 2024Updated 2 years ago
- Python library to download market data via Bloomberg, Eikon, Quandl, Yahoo etc.☆2,029Apr 11, 2026Updated 3 weeks ago
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆705Updated this week
- Statistical and Algorithmic Investing Strategies for Everyone☆3,205Jul 30, 2022Updated 3 years ago
- Quantitative Finance and Algorithmic Trading☆421Jul 14, 2015Updated 10 years ago