Alternatives and similar repositories for portfolio-optimizer:

Users that are interested in portfolio-optimizer are comparing it to the libraries listed below

• wolfws / sandbox-portfolio-optimization-cvxpy
  CVXPY Portfolio Optimization Sample
  ☆44Updated 7 years ago
• BryceMeng / mlfinlab_research_bryce
  ☆21Updated 4 years ago
• Bradleydi / Risk-Models
  Risk estimation algorithms
  ☆30Updated 6 years ago
• iLampard / alphaware
  tools for alpha research
  ☆23Updated 7 years ago
• FranklinMa810 / PortfolioManagement
  ☆16Updated 4 years ago
• PortfolioEffect / PE-HFT-Python
  Python library for high frequency portfolio analysis, intraday backtesting and optimization
  ☆66Updated 7 years ago
• wegamekinglc / AlgoTrading
  Algorithmic trading platform for multiple assets
  ☆36Updated 7 years ago
• ChinaQuants / qlengine
  ☆13Updated last year
• matzhaugen / analytic_shrinkage
  Non-Linear Covariance Shrinkage
  ☆14Updated 3 years ago
• tryggviy / barra_model
  This is an internship project aiming to make Attribution Analysis for general equity funds in China market
  ☆14Updated 6 years ago
• halcyon0811 / implied-volatility-smirk-trading
  The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return
  ☆37Updated 4 years ago
• BryceMeng / mlfinlab
  Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning
  ☆33Updated 4 years ago
• ailzy / RISKIM
  Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction
  ☆30Updated 7 years ago
• mmport80 / QuantLib-with-Python-Blog-Examples
  Financial security modelling with Python and QuantLib
  ☆34Updated 10 years ago
• Gabrielvon / QuantWork
  ☆12Updated 3 years ago
• BlackArbsCEO / option_skew_project_public
  ☆35Updated 7 years ago
• alexbotsula / XTX_Challenge
  Models and programs developed as part of XTX Forecastin Challenge 2019
  ☆25Updated last year
• leolle / simulate
  This is a finance factor model, risk model, portfolio optimization, strategies research library.
  ☆16Updated 6 years ago
• felixpatzelt / priceprop
  Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.
  ☆23Updated 7 years ago
• nathanramoscfa / pyfinlab
  Financial applications focusing on portfolio management for Python
  ☆16Updated 2 years ago
• Liuyi-Hu / regime_switch_model
  Regime-Switching Model
  ☆17Updated 7 years ago
• vsmolyakov / fin
  finance
  ☆43Updated 7 years ago
• aconstandinou / pairs-trading-equities
  ☆24Updated 6 years ago
• yc3566 / Optimal-Trade-Execution-Algorithm-Market-Impact-Model
  2 algorithms of optimal trade execution: 1) Dynamic Programming 2) Frank-Wolfe Algorithm (Python & C++)
  ☆17Updated 5 years ago
• Hongtao-Lin / HFT-Prediction
  Machine learning approach to high frequency trading, MLP & RNN used
  ☆22Updated 8 years ago
• gavincyi / TickTickBacktest
  Backtesting tool on tick data
  ☆11Updated 8 years ago
• sylam / riskflow
  An xVA quantitative library written in python using tensorflow
  ☆17Updated this week
• ChaosQuant / stockindex500
  Trend Prediction for High Frequency Trading
  ☆37Updated 2 years ago
• MislavSag / trademl
  The goal of the project is to build algorithmic trading system.
  ☆26Updated 4 years ago
• systamental / factorlab
  FactorLab is a python library that enables the discovery and analysis of alpha and risk factors used in the investment algorithm developm…
  ☆19Updated 3 weeks ago