cvxgrp / cvxportfolio

Related projects ⓘ

Alternatives and complementary repositories for cvxportfolio

• Marigold / universal-portfolios
  Collection of algorithms for online portfolio selection
  ☆775Updated 3 months ago
• jasonstrimpel / volatility-trading
  A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
  ☆1,582Updated 2 weeks ago
• jankrepl / deepdow
  Portfolio optimization with deep learning.
  ☆918Updated 9 months ago
• michaelchu / optopsy
  A nimble options backtesting library for Python
  ☆997Updated 4 months ago
• Heerozh / spectre
  GPU-accelerated Factors analysis library and Backtester
  ☆642Updated 11 months ago
• fmilthaler / FinQuant
  A program for financial portfolio management, analysis and optimisation.
  ☆1,435Updated last year
• pmorissette / ffn
  ffn - a financial function library for Python
  ☆2,030Updated last week
• jsmidt / QuantPy
  A framework for quantitative finance In python.
  ☆679Updated last year
• quantopian / empyrical
  Common financial risk and performance metrics. Used by zipline and pyfolio.
  ☆1,307Updated 3 months ago
• enthought / pyql
  Cython QuantLib wrappers
  ☆1,005Updated 3 months ago
• vollib / vollib
  Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…
  ☆675Updated last year
• letianzj / QuantResearch
  Quantitative analysis, strategies and backtests
  ☆2,014Updated last year
• JerBouma / AlgorithmicTrading
  This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …
  ☆883Updated last year
• hudson-and-thames / arbitragelab
  ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algori…
  ☆498Updated 5 months ago
• cuemacro / findatapy
  Python library to download market data via Bloomberg, Eikon, Quandl, Yahoo etc.
  ☆1,694Updated this week
• kieranjwood / trading-momentum-transformer
  This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.o…
  ☆470Updated 10 months ago
• quarkfin / qf-lib
  Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…
  ☆558Updated this week
• domokane / FinancePy
  A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…
  ☆2,135Updated last month
• jerryxyx / AlphaTrading
  An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…
  ☆338Updated 6 years ago
• QuantConnect / Research
  Open sourced research notebooks by the QuantConnect team.
  ☆515Updated 5 months ago
• Finance-Hub / FinanceHub
  Resources for Quantitative Finance
  ☆678Updated 5 months ago
• emoen / Machine-Learning-for-Asset-Managers
  Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…
  ☆484Updated last year
• LongOnly / Quantitative-Notebooks
  Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy
  ☆1,030Updated 4 years ago
• marketneutral / alphatools
  Quantitative finance research tools in Python
  ☆411Updated last year
• jjakimoto / finance_ml
  Advances in Financial Machine Learning
  ☆758Updated last year
• ynouri / pysabr
  SABR model Python implementation
  ☆461Updated 2 years ago
• convexfi / riskparity.py
  Fast and scalable construction of risk parity portfolios
  ☆287Updated 5 months ago
• dcajasn / Riskfolio-Lib
  Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
  ☆3,065Updated 2 weeks ago
• quantopian / trading_calendars
  Calendars for various securities exchanges.
  ☆615Updated last year
• quantsbin / Quantsbin
  Quantitative Finance tools
  ☆496Updated last year