cvxgrp / cvxportfolioLinks
Portfolio optimization and back-testing.
☆1,083Updated this week
Alternatives and similar repositories for cvxportfolio
Users that are interested in cvxportfolio are comparing it to the libraries listed below
Sorting:
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,698Updated 7 months ago
- Collection of algorithms for online portfolio selection☆817Updated last week
- Cython QuantLib wrappers☆1,104Updated last month
- ffn - a financial function library for Python☆2,270Updated 2 months ago
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆547Updated 4 months ago
- Portfolio optimization with deep learning.☆1,009Updated last year
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆1,384Updated 10 months ago
- A nimble options backtesting library for Python☆1,123Updated 11 months ago
- Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]☆1,792Updated 2 years ago
- A framework for quantitative finance In python.☆850Updated 2 years ago
- Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…☆800Updated 2 years ago
- Quantitative finance research tools in Python☆425Updated 2 years ago
- GPU-accelerated Factors analysis library and Backtester☆694Updated last month
- Portfolio and risk analytics in Python☆476Updated this week
- Portfolio Optimization and Quantitative Strategic Asset Allocation in Python☆3,422Updated last week
- Open sourced research notebooks by the QuantConnect team.☆606Updated last year
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆947Updated last year
- A program for financial portfolio management, analysis and optimisation.☆1,560Updated last year
- Python library to download market data via Bloomberg, Eikon, Quandl, Yahoo etc.☆1,843Updated 2 months ago
- Calendars for various securities exchanges.☆639Updated last year
- Advances in Financial Machine Learning☆782Updated 2 years ago
- Performance analysis of predictive (alpha) stock factors☆426Updated this week
- Zipline, a Pythonic Algorithmic Trading Library☆1,411Updated this week
- Developing Options Trading Strategies using Technical Indicators and Quantitative Methods☆894Updated last year
- Fast and scalable construction of risk parity portfolios☆301Updated last year
- Quantitative analysis, strategies and backtests☆2,533Updated last year
- Resources for Quantitative Finance☆759Updated last year
- Backtest and live trading in Python☆600Updated 11 months ago
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆2,415Updated 2 months ago
- This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.o…☆527Updated last year