Rachnog / Deep-Portfolio-Management
Source code for the blog post on the evolution of the asset allocation methods
☆210Updated 5 years ago
Alternatives and similar repositories for Deep-Portfolio-Management:
Users that are interested in Deep-Portfolio-Management are comparing it to the libraries listed below
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆206Updated 3 years ago
- Mostly experiments based on "Advances in financial machine learning" book☆545Updated 4 years ago
- ☆193Updated 4 years ago
- In this notebook we will explore a machine learning approach to find anomalies in stock options pricing.☆249Updated 6 years ago
- Quantitative finance research tools in Python☆414Updated 2 years ago
- An Structural Application of Reinforcement Learning in Pair Trading☆9Updated last year
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆122Updated 5 years ago
- This repository provides the code for a Reinforcement Learning trading agent with its trading environment that works with both simulated …☆209Updated last year
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆258Updated 2 years ago
- Machine Learning and Reinforcement Learning in Finance New York University Tandon School of Engineering☆254Updated 4 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆157Updated 5 years ago
- ☆208Updated 7 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆235Updated last year
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆351Updated 6 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆159Updated 3 years ago
- ☆273Updated last year
- Pair Trading Strategy using Machine Learning written in Python☆114Updated 2 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆128Updated 6 years ago
- Source code for my personal blog☆186Updated 2 months ago
- ☆191Updated last year
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆123Updated 4 years ago
- Fast and scalable construction of risk parity portfolios☆294Updated 8 months ago
- An open source library for portfolio optimisation☆358Updated 11 months ago
- Materials for blogs and conferences☆67Updated 3 years ago
- Deep learning for forecasting company fundamental data☆140Updated 5 years ago
- Reinforcement Learning for Portfolio Management☆462Updated 6 years ago
- Deep Reinforcement Learning for Financial Trading using Price Trailing @ ICASSP 2019☆218Updated last year
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆506Updated 2 weeks ago
- This trading-gym is the first trading for agent to train with episode of short term trading itself.☆230Updated 2 years ago
- Autoencoder framework for portfolio selection (paper published by J. B. Heaton, N. G. Polson, J. H. Witte.)☆129Updated 4 years ago