Mean-Variance Portfolio Optimisation and Algorithmic Trading Strategies in MATLAB
☆37Apr 4, 2021Updated 5 years ago
Alternatives and similar repositories for AlgoTradingSimulatedPaths
Users that are interested in AlgoTradingSimulatedPaths are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆74Oct 29, 2020Updated 5 years ago
- A Julia package for manipulation of univariate piecewise quadratic functions.☆20Jul 19, 2021Updated 4 years ago
- Reinforcement Learning framework to make synthetic experiments in the financial domain☆23Jul 18, 2023Updated 2 years ago
- Limit Orderbook Replay/Analysis Library☆10Nov 19, 2018Updated 7 years ago
- Imputing missing stock anomalies data with EM implementation☆15Feb 19, 2024Updated 2 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- ☆16Apr 20, 2024Updated 2 years ago
- Deep Learning using Neural Network Toolbox + Finance Portfolio Selection with MorningStar☆10May 5, 2018Updated 8 years ago
- Trading strategy based on the Maximum Pain Theory☆10Aug 27, 2016Updated 9 years ago
- Factor Risk Parity Portfolio Construction algorithm. Built during my Master's. final project. Backtested on the S&P500.☆11Sep 18, 2022Updated 3 years ago
- ☆23Nov 27, 2024Updated last year
- Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.☆16Sep 10, 2020Updated 5 years ago
- A Package for Shrinkage Estimation of Covariance Matrices☆17Feb 8, 2024Updated 2 years ago
- A Julia package that solves Linearly Constrained Separable Optimization Problems using ADMM.☆30Jul 19, 2021Updated 4 years ago
- Portfolio Construction using Stratified Models☆12Mar 25, 2021Updated 5 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.
- Dynamic adjusted BL portfolio based on GARCH model☆10Aug 23, 2018Updated 7 years ago
- This project implements the two deep reinforcement learning algorithms on portfolio management☆58Aug 30, 2018Updated 7 years ago
- Mueen-Keogh Algorithm for finding timeseries motifs☆21Feb 25, 2021Updated 5 years ago
- Multi Agent Reinforcement learning for Financial Trading☆13May 25, 2023Updated 3 years ago
- This is a program for strategic asset allocation research for negative investment FOF.☆14Jul 26, 2020Updated 5 years ago
- A decade of trend following returns in crypto-asset markets☆26Sep 20, 2020Updated 5 years ago
- Reduce the number of queries to Ethereum☆10Dec 23, 2022Updated 3 years ago
- Test-driven data pipelines in pure Go☆11Jul 16, 2020Updated 5 years ago
- A python-based implementation of the HAR model to forecast realized volatility on SPY.☆25Jun 22, 2020Updated 6 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Option pricing using fang oosterlee algorithm☆18Sep 4, 2021Updated 4 years ago
- Implementation and tests of MAMR and PAMR active portfolio management for binance cryptocurrency assets.☆18Feb 19, 2023Updated 3 years ago
- A quantitative finance toolbox☆42May 3, 2026Updated 2 months ago
- Tutorials about Machine Learning and Deep Learning☆29Nov 9, 2018Updated 7 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆94Mar 12, 2021Updated 5 years ago
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆41Jul 5, 2023Updated 3 years ago
- Robust Market Making via Adversarial Reinforcement Learning☆56Apr 24, 2020Updated 6 years ago
- Adaptive Cruise Control Model Predictive Control and Lane Keeping Assist Model Predictive Control (MATLAB) using CasADi☆19Jun 26, 2020Updated 6 years ago
- Long Short Fallen Angel Premia☆21Mar 1, 2025Updated last year
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆127Jan 10, 2024Updated 2 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Oct 16, 2022Updated 3 years ago
- This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (…☆274Mar 19, 2026Updated 3 months ago
- Vpin caculation and backtesting☆14Aug 16, 2019Updated 6 years ago
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆19Aug 21, 2020Updated 5 years ago
- Files related to VIX Futures ETPs☆20Jun 10, 2021Updated 5 years ago
- A repository for portfolio allocation based on embedding data representation☆12Jan 27, 2025Updated last year