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.☆21Jul 19, 2021Updated 5 years ago
- Reinforcement Learning framework to make synthetic experiments in the financial domain☆24Jul 18, 2023Updated 3 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
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- Alpha model skeletons & examples☆12Nov 8, 2023Updated 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
- A package for shrinkage estimation of covariance matrices☆16Feb 8, 2024Updated 2 years ago
- This project implements the two deep reinforcement learning algorithms on portfolio management☆58Aug 30, 2018Updated 7 years ago
- 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
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Portfolio Construction using Stratified Models☆13Mar 25, 2021Updated 5 years ago
- ☆17Apr 20, 2024Updated 2 years ago
- Dynamic adjusted BL portfolio based on GARCH model☆10Aug 23, 2018Updated 7 years ago
- The replication data and files for Liangjun Su, Zhentao Shi and Peter Phillips (2016, Econometrica): “Identifying Latent Structures in Pa…☆24Jan 26, 2025Updated last year
- Mueen-Keogh Algorithm for finding timeseries motifs☆21Feb 25, 2021Updated 5 years ago
- Learn how you can select the suitable stocks, calculate your daily portfolio value and most of their statistics☆13May 7, 2022Updated 4 years ago
- This is a program for strategic asset allocation research for negative investment FOF.☆14Jul 26, 2020Updated 6 years ago
- Modern Portfolio Theorem for portfolio optimization and asset allocation☆13May 27, 2022Updated 4 years ago
- Test-driven data pipelines in pure Go☆11Jul 16, 2020Updated 6 years ago
- 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.
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆29Apr 5, 2021Updated 5 years ago
- 2 algorithms of optimal trade execution: 1) Dynamic Programming 2) Frank-Wolfe Algorithm (Python & C++)☆19Dec 11, 2019Updated 6 years ago
- Estimation and forecasting of VAR model with the Lasso☆33Nov 19, 2025Updated 8 months ago
- 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
- Tutorials about Machine Learning and Deep Learning☆29Nov 9, 2018Updated 7 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Oct 16, 2022Updated 3 years ago
- Long Short Fallen Angel Premia☆21Mar 1, 2025Updated last year
- A quantitative finance toolbox☆42May 3, 2026Updated 2 months ago
- 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.
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆96Mar 12, 2021Updated 5 years ago
- 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
- Robust Market Making via Adversarial Reinforcement Learning☆56Apr 24, 2020Updated 6 years ago
- Implementation of Deep Q-network to play the game 2048 using Keras.☆13Oct 3, 2021Updated 4 years ago
- A python-based implementation of the HAR model to forecast realized volatility on SPY.☆26Jun 22, 2020Updated 6 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 4 months ago
- Vpin caculation and backtesting☆14Aug 16, 2019Updated 6 years ago