alpha-miner / portfolio-optimizerLinks
A library for portfolio optimization algorithms with python interface.
☆30Updated 4 years ago
Alternatives and similar repositories for portfolio-optimizer
Users that are interested in portfolio-optimizer are comparing it to the libraries listed below
Sorting:
- CVXPY Portfolio Optimization Sample☆45Updated 8 years ago
- ☆22Updated 5 years ago
- tools for alpha research☆23Updated 7 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 6 years ago
- AI based alpha research for trading☆49Updated 3 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆46Updated 9 years ago
- ☆16Updated 4 years ago
- Risk estimation algorithms☆30Updated 6 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆67Updated 7 years ago
- ☆12Updated last year
- Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning☆33Updated 5 years ago
- Library for simulation and analysis of vanilla and exotic options☆33Updated 5 years ago
- Financial security modelling with Python and QuantLib☆33Updated 11 years ago
- A Survey of Multi-Factor Models☆40Updated 9 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 4 years ago
- ☆24Updated 6 years ago
- This project explores the way to construct the multiple factor risk model to calculate the risk contribution of each factor and the total…☆72Updated 7 years ago
- ☆27Updated 6 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆57Updated 2 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- Fractal Adaptive Moving Average☆25Updated 4 years ago
- ☆35Updated 7 years ago
- finance☆43Updated 7 years ago
- This is a finance factor model, risk model, portfolio optimization, strategies research library.☆16Updated 6 years ago
- AAD enabled and scripting included derivatives modeling.☆22Updated last week
- A Python toolkit for high-frequency trade research.☆41Updated 7 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 6 years ago
- C Bayer, B Stemper (2018). Deep calibration of rough stochastic volatility models.☆36Updated 6 years ago
- Gamma Scalping Trading Strategies☆19Updated 9 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆50Updated 3 years ago