WayneDW / Automated-Equity-Asset-Selection-and-Allocation
Optimal portfolio selection
☆33Updated 7 years ago
Related projects: ⓘ
- Risk_Budgeting is a Python project that uses the risk budgeting approach for portfolio asset allocation☆21Updated 7 years ago
- A model for forecasting stock volatility☆21Updated 7 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆65Updated 7 years ago
- Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction☆29Updated 7 years ago
- Market Making / Stat Arb strategy☆60Updated 7 years ago
- Hedging portfolios with reinforcement learning.☆33Updated 7 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆44Updated 8 years ago
- CVXPY Portfolio Optimization Sample☆42Updated 7 years ago
- Financial security modelling with Python and QuantLib☆33Updated 10 years ago
- ☆29Updated this week
- Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.☆40Updated 6 years ago
- finance☆43Updated 7 years ago
- Optimal Rebalancing Strategy Using Dynamic Programming for Institutional Portfolios☆21Updated 10 years ago
- Modeling the volatility of commodity futures Indices☆13Updated 7 years ago
- Development space for PhD in Finance☆33Updated 4 years ago
- Usage of policy gradient reinforcement learning to solve portfolio optimization problems (Tactical Asset Allocation).☆33Updated 5 years ago
- A Python toolkit for high-frequency trade research.☆39Updated 6 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 5 years ago
- ☆100Updated 7 years ago
- ☆63Updated 6 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆65Updated 8 years ago
- ☆15Updated 6 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆44Updated 6 years ago
- Novice's attempt for Stock Prices Prediction & Portfolio Optimization using Machine Learning with Python & Scikit Learn☆56Updated 3 years ago
- Repository for teachings on Quant Finance☆47Updated 4 years ago
- Quantitative Finance using python - Derivatives Pricing☆42Updated 6 years ago
- Proof of concept Cointegration-Based spread trading strategy applied to the Foreign Exchange market☆34Updated 8 years ago
- A Survey of Multi-Factor Models☆41Updated 9 years ago
- Master's degree project: Development of a trading algorithm which uses supervised machine learning classification techniques to generate …☆23Updated 6 years ago
- A library for portfolio optimization algorithms with python interface.☆27Updated 3 years ago