Musonda2day / Asset-Portfolio-Management-usingDeep-Reinforcement-Learning-Links
This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep Reinforcement Learning (DRL). The work presented explores the use of Deep Reinforcement Learning in dynamically allocating assets in a portfolio in order to solve the Tactical Asset Allocation (TAA) problem.
☆85Updated 2 years ago
Alternatives and similar repositories for Asset-Portfolio-Management-usingDeep-Reinforcement-Learning-
Users that are interested in Asset-Portfolio-Management-usingDeep-Reinforcement-Learning- are comparing it to the libraries listed below
Sorting:
- CS7641 Team project☆96Updated 5 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆85Updated 3 years ago
- The repository contains the code for project for DS 5500 course at Northeastern.☆36Updated 5 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆67Updated 2 years ago
- Research Repo (Archive)☆75Updated 4 years ago
- Pair Trading Strategy using Machine Learning written in Python☆121Updated 3 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆47Updated 3 years ago
- ☆73Updated 4 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆169Updated 6 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆32Updated last year
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆133Updated 6 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆68Updated last year
- Deep Reinforcement Learning Framework for Factor Investing☆28Updated 2 years ago
- Notes on Advances in Financial Machine Learning☆80Updated 6 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆28Updated 6 years ago
- Portfolio optimization using Genetic algorithm.☆60Updated 4 years ago
- Deep Neural Networks for Options Pricing (Python)☆48Updated 6 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆89Updated 2 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆66Updated 5 years ago
- quantitative asset allocation strategy☆32Updated 7 months ago
- A portfolio optimization framework leveraging Deep Reinforcement Learning (DRL)☆25Updated 5 years ago
- apolanco3225 / Deep-Reinforcement-Learning-for-Optimal-Execution-of-Portfolio-Transactions-using-DDPGPerforming a trading strategy using deep deterministic policy gradients to know when to buy, hold or sell stocks in a virtual environment…☆58Updated 6 years ago
- ☆102Updated 3 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆70Updated last year
- Deep Reinforcement Learning for Portfolio Optimization☆126Updated 5 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆86Updated 4 years ago
- Mean-Variance Optimization using DL (pytorch)☆31Updated 3 years ago
- ☆27Updated 2 years ago
- detecting regime of financial market☆40Updated 2 years ago
- Solutions for selected exercises from Advances in Financial Machine Learning by Marcos Lopez De Prado☆71Updated 3 years ago