Rachnog / Deep-Portfolio-ManagementLinks
Source code for the blog post on the evolution of the asset allocation methods
☆220Updated 6 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
Sorting:
- In this notebook we will explore a machine learning approach to find anomalies in stock options pricing.☆270Updated 6 years ago
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆219Updated 4 years ago
- Mostly experiments based on "Advances in financial machine learning" book☆560Updated 5 years ago
- An open source library for portfolio optimisation☆366Updated last year
- Implementation of Reinforcement Learning in Pair Trading☆11Updated 5 months ago
- Quantitative finance research tools in Python☆445Updated 2 years ago
- ☆216Updated 8 years ago
- Machine Learning and Reinforcement Learning in Finance New York University Tandon School of Engineering☆272Updated 5 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 6 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆268Updated 3 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆175Updated 4 years ago
- Source code for my personal blog☆195Updated 3 weeks ago
- ☆184Updated 7 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆247Updated last year
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆128Updated 5 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
- ☆195Updated 5 years ago
- This repository provides the code for a Reinforcement Learning trading agent with its trading environment that works with both simulated …☆218Updated 2 years ago
- ☆74Updated 3 years ago
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆135Updated 4 years ago
- Notebook for <Advances in Financial Machine Learning> using Python 3.7☆43Updated 6 years ago
- Materials for blogs and conferences☆70Updated 4 years ago
- CSCI 599 deep learning and its applications final project☆156Updated 6 years ago
- Machine Learning for finance and investment introduction☆260Updated 7 years ago
- Fast and scalable construction of risk parity portfolios☆318Updated 3 weeks ago
- Markowitz portfolio optimisation (efficient frontier) in Python☆203Updated 7 years ago
- Listed Volatility and Variance Derivatives (Wiley Finance)☆158Updated 3 years ago
- Deep Reinforcement Learning For Trading☆108Updated last year
- Reinforcement Learning for Automated Trading☆90Updated 9 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆62Updated 2 years ago