Alternatives and similar repositories for PyPortOpt

Users that are interested in PyPortOpt are comparing it to the libraries listed below

• KotiJaddu / Masters-Project
  Code to support my Master's thesis
  ☆20Updated last year
• BryceMeng / mlfinlab
  Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning
  ☆33Updated 5 years ago
• ARahimiQuant / lead-lag-portfolios
  Portfolio Construction Utilizing Lead-Lag Relationship Discovery: Identify leaders and followers in financial markets to inform strategic…
  ☆22Updated last year
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆84Updated 2 years ago
• fortitudo-tech / entropy-pooling
  Entropy Pooling in Python with a BSD 3-Clause license.
  ☆39Updated 9 months ago
• financialnoob / misc
  ☆26Updated 10 months ago
• SaremS / sample_notebooks
  Loose collection of Jupyter notebooks, mostly for my blog
  ☆28Updated 8 months ago
• StateOfTheArt-quant / sharpe
  sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…
  ☆50Updated 3 years ago
• cvxgrp / cov_pred_finance
  ☆68Updated last month
• kieranjwood / x-trend
  X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies
  ☆80Updated last year
• YuxuanXiu / Financial-Time-Series-Trend-Labeling
  This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…
  ☆46Updated 6 months ago
• KurochkinAlexey / SpatioTemporalMomentum
  ☆22Updated last year
• mfrdixon / Deep_Fundamental_Factors
  Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
  ☆64Updated 3 years ago
• enjine-com / mcos
  Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"
  ☆57Updated 2 years ago
• joelowj / mtl-tsmom
  Multi Task Learning Time Series Momentum
  ☆22Updated last year
• Yizhan-Oliver-Shu / jump-models
  Statistical Jump Models in Python, with scikit-learn-style APIs
  ☆79Updated 6 months ago
• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆40Updated 5 months ago
• TCtobychen / ListFold
  ☆51Updated 4 years ago
• Mircea-MMXXI / azapy
  Financial Portfolio Optimization Algorithms
  ☆57Updated last year
• LeonardoBerti00 / Data-Normalization-for-Bilinear-Structures-in-High-Frequency-Financial-Time-series-BiN-TABL
  Pytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series
  ☆12Updated 11 months ago
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆57Updated last year
• kartikay94 / Selecting-stock-pairs-for-pairs-trading-while-incorporating-lead-lag-relationship
  ☆19Updated 5 years ago
• juliansester / Robust-Portfolio-Optimization
  Markov decision processes under model uncertainty
  ☆16Updated 3 years ago
• Sidhus234 / Hurst-Exponent-Trading-Strategy
  ☆40Updated 4 years ago
• chrischia06 / Mean-Variance-Hedging
  Code for Undergraduate Dissertation; Exploration of Discrete Time Mean-Variance Hedging strategies 📈
  ☆14Updated 3 years ago
• rkohli3 / TSMOM
  Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.
  ☆66Updated last month
• kayuksel / generative-opt
  Democratizing Index Tracking for Small Investors in Europe: A Meta-Learning Method for Sparse Portfolio Optimization
  ☆82Updated 2 years ago
• 10mohi6 / stock-pairs-trading-python
  stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.
  ☆38Updated last year
• scikit-portfolio / scikit-portfolio
  A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.
  ☆57Updated last year
• KalmanNet / KalmanBOT_ICASSP23
  DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS
  ☆35Updated 2 years ago