Rachnog / Deep-Portfolio-ManagementLinks
Source code for the blog post on the evolution of the asset allocation methods
☆217Updated 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.☆266Updated 6 years ago
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆217Updated 4 years ago
- ☆195Updated 5 years ago
- Implementation of Reinforcement Learning in Pair Trading☆10Updated 3 months ago
- Mostly experiments based on "Advances in financial machine learning" book☆558Updated 4 years ago
- Machine Learning and Reinforcement Learning in Finance New York University Tandon School of Engineering☆268Updated 5 years ago
- ☆214Updated 8 years ago
- An open source library for portfolio optimisation☆364Updated last year
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- Source code for my personal blog☆194Updated last month
- ☆183Updated 7 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆172Updated 3 years ago
- Quantitative finance research tools in Python☆437Updated 2 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆266Updated 2 years ago
- ☆73Updated 3 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
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆129Updated 4 years ago
- This repository provides the code for a Reinforcement Learning trading agent with its trading environment that works with both simulated …☆218Updated last year
- Open source TCA (transaction cost analysis) Python library for FX spot☆245Updated last year
- Markowitz portfolio optimisation (efficient frontier) in Python☆202Updated 7 years ago
- CSCI 599 deep learning and its applications final project☆156Updated 6 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆133Updated 6 years ago
- Notebook for <Advances in Financial Machine Learning> using Python 3.7☆43Updated 6 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
- Listed Volatility and Variance Derivatives (Wiley Finance)☆153Updated 3 years ago
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆133Updated 4 years ago
- This program trains an agent: StarTrader to trade like a human using a deep reinforcement learning algorithm: deep deterministic policy g…☆108Updated 6 years ago
- trend / momentum and other patterns in financial timeseries☆275Updated 4 years ago
- Reinforcement Learning for Automated Trading☆90Updated 8 years ago
- Master repository for the pandas-ml modules☆163Updated 2 years ago