☆35Jun 13, 2025Updated last year
Alternatives and similar repositories for cvxstatarb
Users that are interested in cvxstatarb are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆36Updated this week
- ☆72Jun 13, 2025Updated last year
- This repository contains a reference implementation of the Markowitz portfolio optimization problem discussed in the paper Markowitz Port…☆37Nov 24, 2025Updated 6 months ago
- Tool to support backtests☆52Updated this week
- A repository for portfolio allocation based on embedding data representation☆12Jan 27, 2025Updated last year
- 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.
- ☆28Updated this week
- Code generation with CVXPY☆189May 19, 2026Updated 3 weeks ago
- PortfolioLab is a python library that enables traders who want to take advantage of the latest portfolio optimisation algorithms used by …☆17Jan 11, 2021Updated 5 years ago
- ☆16Dec 11, 2020Updated 5 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆15Jul 17, 2023Updated 2 years ago
- Portfolio Construction using Stratified Models☆12Mar 25, 2021Updated 5 years ago
- A Package for Shrinkage Estimation of Covariance Matrices☆17Feb 8, 2024Updated 2 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17May 9, 2024Updated 2 years ago
- Implementation of the paper <Model-based Reinforcement Learning for Predictions and Control for Limit Order Books (Wei et al., J.P. Morga…☆11Aug 22, 2023Updated 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.
- A modification of traditional random forest for time-series forecasting☆13Apr 16, 2024Updated 2 years ago
- Demo showing how to parse secdef files☆20May 12, 2020Updated 6 years ago
- Little Book of R for Bayesian Statistics☆24Oct 31, 2017Updated 8 years ago
- A new way to talk about code☆37Jan 28, 2026Updated 4 months ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆39Sep 19, 2023Updated 2 years ago
- ☆25Oct 3, 2023Updated 2 years ago
- This Python Jupyter notebook explores conservative "all weather" investment portfolios☆26Sep 8, 2022Updated 3 years ago
- Code to accompany the paper "Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks"☆135Feb 26, 2024Updated 2 years ago
- critical line algorithm for efficient frontier☆22Updated this week
- 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.
- Python implementation of the midasml approach☆32May 15, 2025Updated last year
- List of quantitative programming problems and solutions (most of them are from the algorithms section of Quant Job Q&A by Mark Joshi and …☆20Mar 28, 2024Updated 2 years ago
- Covariance prediction via convex optimization☆22Feb 23, 2021Updated 5 years ago
- A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is cate…☆22Nov 21, 2021Updated 4 years ago
- Online Covariance and Correlation Estimation☆329Updated this week
- A Practical Guide to a Simple Data Stack.☆41Sep 18, 2024Updated last year
- ☆14May 8, 2025Updated last year
- Iterated integral signature calculations☆122Jun 3, 2026Updated last week
- Some of my ML projects and Kaggle competitions☆26Aug 23, 2022Updated 3 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- Extension of crepes package, to enable weighted conformal prediction and conformal predictive systems that can handle covariate shifts.☆25Feb 18, 2025Updated last year
- 一个基于OPENSCAD的农业工程机器人☆13May 20, 2020Updated 6 years ago
- Utility functions to support analytics over FHIR in BigQuery or Apache Spark☆15Jan 8, 2024Updated 2 years ago
- 資金費率期現套利策略與API交易系統☆19Mar 30, 2023Updated 3 years ago
- My replication of financial papers.☆21Aug 2, 2018Updated 7 years ago
- A lock-free, thread-safe, multi-producer/multi-consumer queue based on the LMAX Disruptor.☆16Apr 20, 2021Updated 5 years ago
- Machine Learning for the ASX200☆10Apr 12, 2017Updated 9 years ago