Investment Funnel 📈 is an open-source python platform designed for an easy development and backtesting of outperforming investment strategies.
☆73Aug 4, 2026Updated this week
Alternatives and similar repositories for investment-funnel
Users that are interested in investment-funnel are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Simple command line interface to create repos based on templates☆36Jul 13, 2026Updated 3 weeks ago
- Dr Paul Bilokon's MSc at the University of Oxford: Bayesian methods for solving estimation and forecasting problems in the high-frequency…☆24May 29, 2024Updated 2 years ago
- Underlying package for the 10-line cta☆16Updated this week
- PIP MOSEK installer☆18Aug 25, 2020Updated 5 years ago
- Time series and portfolio analytics for quantitative finance.☆42Updated this week
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Tool to support backtests☆53Updated this week
- ML pipeline for SmartBeta momentum factor on equity portfolio☆12Jan 25, 2016Updated 10 years ago
- Implementing a first hurdle for expected returns☆18Updated this week
- This repository contains the code and related materials for my participation in the quantitative competition hosted by Tower Research Cap…☆13Mar 11, 2024Updated 2 years ago
- Simulating the combination of multiarm bandits with the Kelly criterion for portfolio allocation☆30Jul 6, 2023Updated 3 years ago
- Univariate_ARIMA_models, ARCH/GARCH Volatility Forecasting models, VAR model for macro fundamentals forecasts☆16Jan 25, 2021Updated 5 years ago
- A Python Package for Portfolio Optimization using the Critical Line Algorithm☆27Aug 1, 2023Updated 3 years ago
- ☆48Jul 30, 2026Updated last week
- This project tries to replicate hedge funds returns.☆30Apr 1, 2019Updated 7 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)☆13Jun 5, 2021Updated 5 years ago
- Track an equity portfolio's performance as a stand-alone, or against a major index.☆11Nov 9, 2020Updated 5 years ago
- ProbPy is a comprehensive repository dedicated to providing an extensive collection of probability puzzles, riddles, and solutions typica…☆12Jun 27, 2023Updated 3 years ago
- A hybrid model to predict the volatility of stock index with LSTM and GARCH-type input parameters☆28Dec 17, 2020Updated 5 years ago
- A Quantitative Trading Strategy Generation and Backtesting Framework☆19Nov 19, 2023Updated 2 years ago
- This repository contains a reference implementation of the Markowitz portfolio optimization problem discussed in the paper Markowitz Port…☆37Jul 13, 2026Updated 3 weeks ago
- Portfolio risk management via convex optimization — interchangeable risk models behind one abstract interface, solved directly with Clara…☆30Updated this week
- Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.☆64Nov 5, 2023Updated 2 years ago
- TVP-QR model with time-varying scale parameter, proposed in "Modeling tail risks of inflation using unobserved component quantile regress…☆11Jul 18, 2022Updated 4 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- ☆16Jul 22, 2026Updated 2 weeks ago
- This experimental tool leverages Google's Gemini 2.5 Flash Preview model to parse complex tables from PDF documents and convert them into…☆15May 16, 2025Updated last year
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆16May 23, 2022Updated 4 years ago
- Building an Agent to Trade with Reinforcement Learning☆41Dec 29, 2025Updated 7 months ago
- Baruch MFE MTH9894☆13Jun 4, 2017Updated 9 years ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆17Jul 28, 2019Updated 7 years ago
- Modern C++ order matching engine☆15Nov 1, 2025Updated 9 months ago
- Assignments submitted for the Certification in Quantitative Finance (CQF) 2016☆40Mar 26, 2018Updated 8 years ago
- Toolbox for the simulation of small-medium scale macroeconometric models☆10Dec 15, 2023Updated 2 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- An example of how Lightweight Charts can be integrated into Jupyter Notebook☆13Apr 21, 2021Updated 5 years ago
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆51Jul 4, 2023Updated 3 years ago
- Machine Learning Trading Toolkit☆39Jun 27, 2025Updated last year
- Rep tho share codes and projects from the Artificial Intelligence for Trading Algorithms course @Udacity.☆14Jul 6, 2023Updated 3 years ago
- ☆218Sep 27, 2017Updated 8 years ago
- A dynamic factor model to forecasts inflation, i.e. CPI, PPI. WindAPI is required to extract vintages.☆17Jan 1, 2021Updated 5 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Oct 19, 2020Updated 5 years ago