Rachnog / Deep-Portfolio-Management
Source code for the blog post on the evolution of the asset allocation methods
☆212Updated 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
- Mostly experiments based on "Advances in financial machine learning" book☆544Updated 4 years ago
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆204Updated 3 years ago
- Quantitative finance research tools in Python☆415Updated last year
- In this notebook we will explore a machine learning approach to find anomalies in stock options pricing.☆248Updated 5 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆235Updated 11 months ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆257Updated 2 years ago
- An open source library for portfolio optimisation☆358Updated 11 months ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆154Updated 5 years ago
- ☆193Updated 4 years ago
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆349Updated 6 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆158Updated 3 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆122Updated 5 years ago
- ☆208Updated 7 years ago
- Machine Learning and Reinforcement Learning in Finance New York University Tandon School of Engineering☆252Updated 4 years ago
- An Structural Application of Reinforcement Learning in Pair Trading☆9Updated last year
- Master repository for the pandas-ml modules☆160Updated last year
- Deep Reinforcement Learning for Financial Trading using Price Trailing @ ICASSP 2019☆218Updated last year
- This repository provides the code for a Reinforcement Learning trading agent with its trading environment that works with both simulated …☆209Updated last year
- Applying Reinforcement Learning in Quantitative Trading☆346Updated 11 months ago
- ☆71Updated 2 years ago
- Pair Trading Strategy using Machine Learning written in Python☆114Updated 2 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆123Updated 4 years ago
- Source code for my personal blog☆186Updated 2 months ago
- Deep learning for forecasting company fundamental data☆140Updated 5 years ago
- ☆191Updated last year
- Autoencoder framework for portfolio selection (paper published by J. B. Heaton, N. G. Polson, J. H. Witte.)☆129Updated 4 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆126Updated 6 years ago
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆126Updated 3 years ago
- Listed Volatility and Variance Derivatives (Wiley Finance)☆143Updated 3 years ago
- trend / momentum and other patterns in financial timeseries☆249Updated 3 years ago