End-to-end ML-enhanced Hierarchical Risk Parity (HRP) portfolio strategy for multi-crypto assets: from research and feature engineering (price normalization, technical indicators, on-chain metrics) to predictive modeling, backtesting, and live execution-ready allocation.
☆18Dec 12, 2025Updated 9 months ago
Alternatives and similar repositories for ml-hrp-crypto-portfolio
Users that are interested in ml-hrp-crypto-portfolio are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- End-to-end financial text-analysis using Bigdata API and the Bigdata-Research-Tools library. Ready-to-use notebooks with RAG & GenAI enab…☆36Sep 22, 2026Updated 2 weeks ago
- On-going project: I will be implementing a combination of pairs trading strategies in attempt to see which type performs best after backt…☆13Jul 20, 2024Updated 2 years ago
- Code for the paper "How to use the Sharpe ratio"☆103Feb 5, 2026Updated 8 months ago
- Reinforcement Learning in Finance☆16Oct 8, 2020Updated 6 years ago
- A simple market maker on Archer Exchange using maker books☆31Sep 28, 2026Updated last week
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Market-making strategy that placed #2 in Paradigm's Prediction Market Challenge. 110 iterations, 8 hours.☆34Apr 10, 2026Updated 6 months ago
- Repository for the Introduction to FPGA Programming Using Xilinx Vivado and VHDL PhD course at University of Torino, Physics Department.☆28Jul 4, 2025Updated last year
- MOSEK Optimizer API for Rust☆16Updated this week
- A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.☆14Nov 12, 2024Updated last year
- Notebooks based on financial machine learning.☆17Nov 21, 2022Updated 3 years ago
- Docker image build for backtrader running on Jupyter Notebook / Anaconda 3 / Python 3☆13Oct 22, 2020Updated 5 years ago
- ☆25Jul 6, 2019Updated 7 years ago
- ☆16Apr 21, 2025Updated last year
- ☆17Mar 1, 2025Updated last year
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- CQF Project based on introducing Pair Trading for Energy Stocks with VAR (Vector Autoregression), Engle Granger Approach, Backtesting, Op…☆16Oct 18, 2019Updated 6 years ago
- 🔬 A curated list of awesome LLMs & deep learning strategies & tools in financial market.☆13Dec 26, 2024Updated last year
- Disseration for M.S. in Computer Science of class 2018 at HKU☆12Nov 15, 2017Updated 8 years ago
- A bot for an algorithmic trading competition that trades options using statistical arbitrage and delta and vega hedging☆12Jan 27, 2018Updated 8 years ago
- ☆10Jul 7, 2026Updated 3 months ago
- MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)☆51Jan 26, 2023Updated 3 years ago
- Obtain options data from Interactive Brokers (IBKR) API☆10Nov 11, 2022Updated 3 years ago
- ☆14Apr 16, 2024Updated 2 years ago
- Renko Strategy for freqtrade☆12May 24, 2023Updated 3 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Systematic options trading intelligence for small accounts. Create desks in your portfolio, allocate capital and risk appetite at Desk Le…☆19Updated this week
- A basic trading bot in Python using Mean Reversion☆17Sep 8, 2021Updated 5 years ago
- Time series and portfolio analytics for quantitative finance.☆46Oct 1, 2026Updated last week
- A Python based implementation of swap curve bootstrapping using a multi-dimensional solver.☆12Aug 17, 2025Updated last year
- MATLAB program to train and test a HMM model for stock market predictions☆29Sep 25, 2024Updated 2 years ago
- This repository stores the source code for the Python and R projects used to access the database.☆28Oct 2, 2026Updated last week
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆14Dec 11, 2022Updated 3 years ago
- ☆10May 6, 2024Updated 2 years ago
- This project is a Python demonstrator for the stochastic grid bundling method (SGBM) to solve backward stochastic differential equations …☆12Nov 19, 2018Updated 7 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Application that calculates the key values from financial statements of publicly traded companies☆20Oct 15, 2017Updated 8 years ago
- Implements different approaches to tactical and strategic asset allocation☆54Dec 23, 2024Updated last year
- Network analysis of Friends scripts☆14Jun 19, 2020Updated 6 years ago
- Sparse regression of mixed-frequency VectorAutoregressions☆10May 11, 2022Updated 4 years ago
- Python adaptor for TradingView Lightweight Charts☆18Feb 8, 2026Updated 8 months ago
- Fast, Transparent Backtesting☆16Aug 16, 2026Updated last month
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆10Sep 12, 2026Updated 3 weeks ago