WayneDW / Automated-Equity-Asset-Selection-and-AllocationLinks
Optimal portfolio selection
☆33Updated 8 years ago
Alternatives and similar repositories for Automated-Equity-Asset-Selection-and-Allocation
Users that are interested in Automated-Equity-Asset-Selection-and-Allocation are comparing it to the libraries listed below
Sorting:
- Risk_Budgeting is a Python project that uses the risk budgeting approach for portfolio asset allocation☆22Updated 7 years ago
- Hedging portfolios with reinforcement learning.☆35Updated 7 years ago
- Stock Market Prediction Using Unsupervised Features☆53Updated 6 years ago
- Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.☆40Updated 7 years ago
- Providing financial analysis tools to the Python open-source community.☆65Updated 11 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆66Updated 7 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆46Updated 9 years ago
- Modeling the volatility of commodity futures Indices☆14Updated 8 years ago
- finance☆43Updated 7 years ago
- Select a supervised algorithm that can predict stock prices of historical data based on the predictors (statistical indicators). Accordin…☆44Updated 2 years ago
- Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction☆30Updated 8 years ago
- This project aims to select a supervised algorithm that can predict stock prices basing on historical data and use the predictor generate…☆20Updated 6 years ago
- Financial security modelling with Python and QuantLib☆33Updated 11 years ago
- Reinforcement Learning for Automated Trading☆88Updated 8 years ago
- Algorithmic Trading using RNN☆34Updated 8 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆42Updated 5 years ago
- Usage of policy gradient reinforcement learning to solve portfolio optimization problems (Tactical Asset Allocation).☆33Updated 6 years ago
- List of portfolio management resources, using Reinforcement Learning.☆41Updated last year
- CVXPY Portfolio Optimization Sample☆46Updated 8 years ago
- trading-agent☆36Updated 2 years ago
- Library for simulation and analysis of vanilla and exotic options☆33Updated 5 years ago
- Deep Learning Stock Volatility with Google Domestic Trends: https://arxiv.org/pdf/1512.04916.pdf☆93Updated 3 years ago
- Repository for teachings on Quant Finance☆49Updated 5 years ago
- ☆106Updated 8 years ago
- A comprehensive approach for stock trading implemented using Neural Network and Reinforcement Learning separately.☆22Updated 6 years ago
- Quantitative Finance using python - Derivatives Pricing☆44Updated 7 years ago
- This project implements machine learning algorithm to predict stock index futures price by matching recent futures price and volume with …☆15Updated 8 years ago
- Stock Prediction with XGBoost: A Technical Indicators' approach☆29Updated 6 years ago
- Reinforcement Learning Script that trades Equities from Yahoo Finance☆77Updated 6 years ago