WayneDW / Automated-Equity-Asset-Selection-and-Allocation
Optimal portfolio selection
☆33Updated 7 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
- Risk_Budgeting is a Python project that uses the risk budgeting approach for portfolio asset allocation☆21Updated 7 years ago
- Modeling the volatility of commodity futures Indices☆14Updated 7 years ago
- Development space for PhD in Finance☆33Updated 4 years ago
- A MATLAB Realisation of Regime Switching Asset Allocation Strategy☆8Updated 7 years ago
- Hedging portfolios with reinforcement learning.☆34Updated 7 years ago
- Optimal Rebalancing Strategy Using Dynamic Programming for Institutional Portfolios☆22Updated 10 years ago
- A comprehensive approach for stock trading implemented using Neural Network and Reinforcement Learning separately.☆21Updated 6 years ago
- finance☆43Updated 7 years ago
- CVXPY Portfolio Optimization Sample☆44Updated 7 years ago
- ☆63Updated 6 years ago
- Financial security modelling with Python and QuantLib☆34Updated 10 years ago
- Repository for teachings on Quant Finance☆49Updated 5 years ago
- A library for portfolio optimization algorithms with python interface.☆28Updated 4 years ago
- Financial Time Series Price forecast using Keras for Tensorflow. RNN LSTM☆47Updated 7 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 5 years ago
- Futures trading database/backtester/analysis☆19Updated 6 years ago
- Stock market and Twitter data☆26Updated 7 years ago
- Stock Price prediction using news data. The datasets used consists news and stock price data from 2008 to 2016. The polarity(Subjectivity…☆48Updated 7 years ago
- Built a smart beta portfolio and compared it to a benchmark index by calculating the tracking error. Built a portfolio using quadratic pr…☆62Updated 5 years ago
- Master's degree project: Development of a trading algorithm which uses supervised machine learning classification techniques to generate …☆25Updated 7 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆46Updated 8 years ago
- Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.☆40Updated 7 years ago
- A Survey of Multi-Factor Models☆40Updated 9 years ago
- Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction☆30Updated 7 years ago
- Usage of policy gradient reinforcement learning to solve portfolio optimization problems (Tactical Asset Allocation).☆33Updated 5 years ago
- Quadratic program minimizing risk while maintaining an expected return with the addition of rollover in the foreign exchange market☆12Updated 8 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆66Updated 7 years ago
- Mean Variance (Markowitz) Portfolio Optimization and Beyond☆60Updated 9 months ago
- A Python toolkit for high-frequency trade research.☆40Updated 6 years ago
- Assisting repository for the published paper investigating ensemble methods in algorithmic trading.☆43Updated 6 years ago