Rachnog / Deep-Portfolio-ManagementLinks
Source code for the blog post on the evolution of the asset allocation methods
☆216Updated 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
Sorting:
- In this notebook we will explore a machine learning approach to find anomalies in stock options pricing.☆263Updated 6 years ago
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆214Updated 4 years ago
- Mostly experiments based on "Advances in financial machine learning" book☆556Updated 4 years ago
- Machine Learning and Reinforcement Learning in Finance New York University Tandon School of Engineering☆266Updated 5 years ago
- An open source library for portfolio optimisation☆361Updated last year
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆172Updated 3 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- ☆194Updated 5 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆265Updated 2 years ago
- ☆214Updated 7 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆169Updated 5 years ago
- ☆73Updated 3 years ago
- Implementation of Reinforcement Learning in Pair Trading☆10Updated 2 months ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆128Updated 4 years ago
- Quantitative finance research tools in Python☆436Updated 2 years ago
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆132Updated 4 years ago
- Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …☆73Updated 5 years ago
- Markowitz portfolio optimisation (efficient frontier) in Python☆202Updated 7 years ago
- This repository provides the code for a Reinforcement Learning trading agent with its trading environment that works with both simulated …☆219Updated last year
- Source code for my personal blog☆194Updated 3 weeks ago
- ☆183Updated 7 years ago
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆372Updated 7 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆245Updated last year
- Materials for blogs and conferences☆69Updated 4 years ago
- Reinforcement Learning for Automated Trading☆90Updated 8 years ago
- Notebook for <Advances in Financial Machine Learning> using Python 3.7☆43Updated 6 years ago
- Fast and scalable construction of risk parity portfolios☆312Updated last year
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆133Updated 6 years ago
- Backtesting toolbox for trading strategies - DEPRECATED☆111Updated 5 years ago
- Deep Reinforcement Learning For Trading☆106Updated last year