Marigold / universal-portfoliosLinks
Collection of algorithms for online portfolio selection
☆841Updated 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:
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,809Updated last year
- Portfolio optimization and back-testing.☆1,134Updated last week
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆1,428Updated last year
- Advances in Financial Machine Learning☆792Updated 2 years ago
- Portfolio optimization with deep learning.☆1,089Updated last year
- Mostly experiments based on "Advances in financial machine learning" book☆559Updated 5 years ago
- A nimble options backtesting library for Python☆1,219Updated last year
- Quantitative finance research tools in Python☆444Updated 2 years ago
- This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.o…☆588Updated last year
- GPU-accelerated Factors analysis library and Backtester☆755Updated 7 months ago
- Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]☆1,854Updated 2 years ago
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆587Updated 10 months ago
- All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.☆771Updated last year
- Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…☆835Updated 2 weeks ago
- A Python Pandas implementation of technical analysis indicators☆781Updated 7 years ago
- Fast and scalable construction of risk parity portfolios☆317Updated this week
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆1,017Updated 2 years ago
- Calendars for various securities exchanges.☆646Updated 2 years ago
- Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier — compact, simple and fast☆815Updated 4 years ago
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆379Updated 7 years ago
- Online Portfolio Selection toolbox☆357Updated 10 years ago
- Open sourced research notebooks by the QuantConnect team.☆684Updated last year
- Asynchronous, event-driven algorithmic trading in Python and C++☆759Updated last week
- An Open Source Portfolio Backtesting Engine for Everyone | 面向所有人的开源投资组合回测引擎☆1,040Updated 2 months ago
- PyTrendFollow - systematic futures trading using trend following☆431Updated 7 years ago
- A fast, extensible, transparent python library for backtesting quantitative strategies.☆369Updated 2 years ago
- Zipline, a Pythonic Algorithmic Trading Library☆1,598Updated 2 weeks ago
- An open source library for portfolio optimisation☆367Updated last year
- Jupyter notebook tutorials from QuantConnect website for Python, Finance and LEAN.☆659Updated 4 months ago
- This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", publis…☆519Updated 4 years ago