Collection of algorithms for online portfolio selection
☆864Jul 31, 2026Updated 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. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Online Portfolio Selection toolbox☆361Jul 13, 2015Updated 11 years ago
- Portfolio Optimization in Python☆4,539Oct 4, 2026Updated last week
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆4,939Oct 2, 2023Updated 3 years ago
- PGPortfolio: Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Managemen…☆1,852Oct 9, 2021Updated 5 years ago
- Portfolio optimization and back-testing.☆1,300Apr 27, 2026Updated 5 months ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Financial portfolio optimization in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity☆6,094Jul 7, 2026Updated 3 months ago
- Fast and scalable construction of risk parity portfolios☆325Aug 31, 2026Updated last month
- Portfolio optimization with deep learning.☆1,190Jan 24, 2024Updated 2 years ago
- ACM Research 2021 | Implementing and benchmarking the performance of various online portfolio selection algorithms on real-world trading …☆23May 2, 2021Updated 5 years ago
- Functions and algorithms for On-line Portfolio Selection with R☆22Aug 10, 2017Updated 9 years ago
- Quantitative finance research tools in Python☆467Feb 2, 2023Updated 3 years ago
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆1,515Jul 26, 2024Updated 2 years ago
- Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]☆1,974Dec 8, 2022Updated 3 years ago
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,958Oct 21, 2024Updated last year
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- Advances in Financial Machine Learning☆812Jan 11, 2023Updated 3 years ago
- A program for financial portfolio management, analysis and optimisation.☆1,832Nov 4, 2023Updated 2 years ago
- Financial Portfolio Optimization Routines in Python☆312Aug 31, 2022Updated 4 years ago
- Predictive analysis of the OLMAR algorithm☆13Dec 30, 2016Updated 9 years ago
- Portfolio analytics for quants, written in Python☆7,699Sep 27, 2026Updated 2 weeks ago
- QTPyLib, Pythonic Algorithmic Trading☆2,267Sep 22, 2021Updated 5 years ago
- ffn - a financial function library for Python☆2,682Updated this week
- Attempting to replicate "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem" https://arxiv.org/abs/17…☆562Mar 18, 2025Updated last year
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆3,174Oct 4, 2026Updated last week
- 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.
- Machine Learning in Asset Management (by @firmai)☆1,753Dec 17, 2021Updated 4 years ago
- quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha com…☆239Sep 2, 2022Updated 4 years ago
- Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)☆3,813Apr 16, 2026Updated 5 months ago
- Portfolio and risk analytics in Python☆6,426Dec 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…☆399Aug 7, 2018Updated 8 years ago
- A nimble options research and backtesting library for Python☆1,492Jun 30, 2026Updated 3 months 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☆1,085Sep 14, 2025Updated last year
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆673Feb 11, 2026Updated 8 months ago
- Quantitative analysis, strategies and backtests☆3,041Aug 26, 2023Updated 3 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- A fast, extensible, transparent python library for backtesting quantitative strategies.☆371Nov 5, 2023Updated 2 years ago
- Performance analysis of predictive (alpha) stock factors☆4,469Feb 12, 2024Updated 2 years ago
- Systematic Trading in python☆3,551Updated this week
- Python library to download market data via Bloomberg, Eikon, Quandl, Yahoo etc.☆2,128Jul 2, 2026Updated 3 months ago
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆768Updated this week
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆272Dec 8, 2022Updated 3 years ago
- Statistical and Algorithmic Investing Strategies for Everyone☆3,311Jul 30, 2022Updated 4 years ago