Marigold / universal-portfoliosLinks
Collection of algorithms for online portfolio selection
☆827Updated last month
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.☆1,050Updated last year
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,738Updated 10 months ago
- Advances in Financial Machine Learning☆788Updated 2 years ago
- This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.o…☆554Updated last year
- Mostly experiments based on "Advances in financial machine learning" book☆556Updated 4 years ago
- Quantitative finance research tools in Python☆431Updated 2 years ago
- GPU-accelerated Factors analysis library and Backtester☆734Updated 4 months ago
- A nimble options backtesting library for Python☆1,170Updated last year
- Portfolio optimization and back-testing.☆1,101Updated this week
- Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…☆700Updated 2 weeks ago
- Calendars for various securities exchanges.☆640Updated 2 years ago
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆1,403Updated last year
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆572Updated 6 months ago
- Fast and scalable construction of risk parity portfolios☆312Updated last year
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆366Updated 7 years ago
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆978Updated 2 years ago
- Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]☆1,824Updated 2 years ago
- Online Portfolio Selection toolbox☆351Updated 10 years ago
- All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.☆735Updated 11 months ago
- Open sourced research notebooks by the QuantConnect team.☆640Updated last year
- Developing Options Trading Strategies using Technical Indicators and Quantitative Methods☆915Updated last year
- A Python Pandas implementation of technical analysis indicators☆773Updated 7 years ago
- Python-based framework for backtesting trading strategies & analyzing financial markets [GUI ]☆741Updated 3 years ago
- Technical Analysis library in pandas for backtesting algotrading and quantitative analysis☆479Updated 3 years ago
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆623Updated this week
- PyTrendFollow - systematic futures trading using trend following☆417Updated 7 years ago
- Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier — compact, simple and fast☆816Updated 3 years ago
- Jupyter notebook tutorials from QuantConnect website for Python, Finance and LEAN.☆618Updated 3 weeks ago
- Performance analysis of predictive (alpha) stock factors☆459Updated 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☆1,017Updated 9 months ago