VanekPetr / investment-funnelLinks
Investment Funnel 📈 is an open-source python platform designed for an easy development and backtesting of outperforming investment strategies.
☆69Updated last week
Alternatives and similar repositories for investment-funnel
Users that are interested in investment-funnel are comparing it to the libraries listed below
Sorting:
- ☆47Updated 2 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Updated last year
- ☆65Updated 2 years ago
- Research Repo (Archive)☆74Updated 5 years ago
- Jupyter notebooks for analysis of US federal debt, tax revenues, GDP, budget deficit, evolution of yields on treasury borrowings, treasur…☆72Updated last week
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆134Updated 6 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆70Updated 2 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆76Updated last year
- A constant proportion portfolio insurance (CPPI) trading algorithm on top of Alpaca's Trading API.☆13Updated 4 years ago
- Python library for asset pricing☆125Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆79Updated 7 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆56Updated 4 years ago
- Backtest result archive for Momentum Trading Strategies☆64Updated 6 years ago
- Quantamental finance research with python☆153Updated 3 years ago
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆171Updated last year
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆92Updated 2 years ago
- ☆24Updated 4 years ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆101Updated 3 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆121Updated last year
- Macrosynergy Quant Research☆162Updated this week
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 6 years ago
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆270Updated this week
- Portfolio optimization with cvxopt☆40Updated 10 months ago
- Attribution and optimisation using a multi-factor equity risk model.☆33Updated last year
- Python Financial ENGineering (PyFENG package in PyPI.org)☆176Updated 3 months ago
- Time Series Prediction of Volume in LOB☆59Updated last year
- CS7641 Team project☆97Updated 5 years ago
- ☆41Updated 4 years ago
- Support financial data science workflow, manage large structured and unstructured data sets, and apply financial econometrics and machine…☆49Updated 8 months ago
- Entropy Pooling in Python with a BSD 3-Clause license.☆40Updated last year