Alternatives and similar repositories for cvxportfolio:

Users that are interested in cvxportfolio are comparing it to the libraries listed below

• jasonstrimpel / volatility-trading
  A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
  ☆1,660Updated 5 months ago
• quantopian / empyrical
  Common financial risk and performance metrics. Used by zipline and pyfolio.
  ☆1,354Updated 7 months ago
• enthought / pyql
  Cython QuantLib wrappers
  ☆1,059Updated 2 weeks ago
• jankrepl / deepdow
  Portfolio optimization with deep learning.
  ☆986Updated last year
• michaelchu / optopsy
  A nimble options backtesting library for Python
  ☆1,057Updated 8 months ago
• jsmidt / QuantPy
  A framework for quantitative finance In python.
  ☆781Updated last year
• Marigold / universal-portfolios
  Collection of algorithms for online portfolio selection
  ☆801Updated 3 months ago
• Heerozh / spectre
  GPU-accelerated Factors analysis library and Backtester
  ☆678Updated last year
• alpha-miner / Finance-Python
  python tools for Finance with the functionality of indicator calculation, business day calculation and so on.
  ☆778Updated last year
• dcajasn / Riskfolio-Lib
  Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
  ☆3,291Updated last month
• pmorissette / ffn
  ffn - a financial function library for Python
  ☆2,182Updated last month
• BlackArbsCEO / Adv_Fin_ML_Exercises
  Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
  ☆1,758Updated 2 years 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…
  ☆521Updated last month
• quantopian / trading_calendars
  Calendars for various securities exchanges.
  ☆635Updated last year
• fmilthaler / FinQuant
  A program for financial portfolio management, analysis and optimisation.
  ☆1,504Updated last year
• vollib / vollib
  Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…
  ☆746Updated last year
• LongOnly / Quantitative-Notebooks
  Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy
  ☆1,135Updated 4 years ago
• cuemacro / findatapy
  Python library to download market data via Bloomberg, Eikon, Quandl, Yahoo etc.
  ☆1,787Updated 2 weeks ago
• jerryxyx / AlphaTrading
  An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…
  ☆354Updated 6 years ago
• JerBouma / AlgorithmicTrading
  This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …
  ☆925Updated last year
• quantsbin / Quantsbin
  Quantitative Finance tools
  ☆515Updated last year
• Finance-Hub / FinanceHub
  Resources for Quantitative Finance
  ☆732Updated 9 months ago
• ynouri / pysabr
  SABR model Python implementation
  ☆491Updated 2 years ago
• jjakimoto / finance_ml
  Advances in Financial Machine Learning
  ☆771Updated 2 years ago
• QuantConnect / Research
  Open sourced research notebooks by the QuantConnect team.
  ☆577Updated 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…
  ☆574Updated this week
• rolling-panda-san / notebooks
  Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.
  ☆557Updated last week
• dedwards25 / Python_Option_Pricing
  An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…
  ☆728Updated 4 years ago
• robcarver17 / systematictradingexamples
  Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com
  ☆417Updated 4 years ago
• domokane / FinancePy
  A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…
  ☆2,310Updated 5 months ago