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.
☆89Updated 3 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:
- The repository contains the code for project for DS 5500 course at Northeastern.☆36Updated 6 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆50Updated 3 years ago
- CS7641 Team project☆97Updated 5 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆88Updated 4 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆72Updated 2 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆30Updated 2 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆125Updated 3 years ago
- ☆73Updated 5 years ago
- This project implements the two deep reinforcement learning algorithms on portfolio management☆55Updated 7 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆35Updated last year
- ☆101Updated 3 years ago
- Deep Neural Networks for Options Pricing (Python)☆49Updated 7 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆70Updated last year
- Deep Reinforcement Learning for Portfolio Optimization☆130Updated 5 years ago
- quantitative asset allocation strategy☆35Updated 11 months ago
- Tracking S&P 500 index with deep learning model☆13Updated 2 years ago
- Code for the paper "Hedging with linear regressions and neural networks"☆39Updated 4 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆70Updated 5 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆135Updated 7 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆171Updated 6 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
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆97Updated 2 years ago
- three stochastic volatility model: Heston, SABR, SVI☆93Updated 6 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆30Updated 7 years ago
- Notes on Advances in Financial Machine Learning☆83Updated 7 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆126Updated 5 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆83Updated this week
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 6 years ago
- We introduce the first end-to-end Deep Reinforcement Learning based framework for active high frequency trading.☆79Updated 2 years ago
- ☆50Updated 2 years ago