blackrock / HOLALinks
☆28Updated 3 years ago
Alternatives and similar repositories for HOLA
Users that are interested in HOLA are comparing it to the libraries listed below
Sorting:
- ☆33Updated 2 years ago
- A scikit-learn compatible classifier to perform trade classification in Python.☆19Updated this week
- Bayesian models to compute performance and uncertainty of returns and alpha.☆110Updated 2 years ago
- An Open-Source Implementation of the Critical-Line Algorithm for Portfolio Optimization☆35Updated 3 years ago
- Democratizing Index Tracking for Small Investors in Europe: A Meta-Learning Method for Sparse Portfolio Optimization☆82Updated 2 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆57Updated last year
- Multi-Agent eXchange simulator developed at Oxford-Man Institute☆61Updated 4 years ago
- A portfolio management algorithm for the 21st century.☆92Updated 4 years ago
- This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…☆30Updated 3 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆120Updated last year
- Performance tear sheets and backtest analysis for Moonshot☆36Updated 6 months ago
- Financial Portfolio Optimization Algorithms☆57Updated last year
- ☆68Updated last month
- Tool to support backtests☆45Updated 3 weeks ago
- Entropy Pooling in Python with a BSD 3-Clause license.☆39Updated 9 months ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆57Updated 2 years ago
- Implements Path Shadowing Monte Carlo (PSMC).☆73Updated 6 months ago
- Get meaningful OHLCV datasets☆89Updated this week
- Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices☆116Updated 4 months ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Python tools to handle fast data management, mongodb access and timeseries analytics that work the same across pandas and numpy☆28Updated last month
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆64Updated 3 years ago
- A Python Package for Portfolio Optimization using the Critical Line Algorithm☆27Updated last year
- Time Series Prediction of Volume in LOB☆57Updated last year
- ☆36Updated 7 years ago
- ☆50Updated last year
- Fast Risks with QuantLib in Python☆15Updated last year
- A tool for combining historical data with user-provided forecasts to produce Kelly optimal portfolio allocations☆84Updated 2 weeks ago
- Economic scenario generator for python: simulate stocks, interest rates, and other stochastic processes.☆136Updated 2 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated last year