Tool to support backtests
☆53Aug 4, 2026Updated this week
Alternatives and similar repositories for simulator
Users that are interested in simulator are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Markowitz portfolio construction on CVXPY — DPP-compliant builders that solve long sequences of related problems without recompiling as a…☆36Updated this week
- Portfolio risk management via convex optimization — interchangeable risk models behind one abstract interface, solved directly with Clara…☆30Updated this week
- Underlying package for the 10-line cta☆16Updated this week
- ☆72Jul 13, 2026Updated 3 weeks ago
- Cluster-based portfolio allocation: HRP, Schur risk parity, and 1/N☆55Updated this week
- 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.
- The 10-line CTA — a trend-following strategy in ten lines of code, and what convex programming reveals about its Sharpe ratio, kurtosis a…☆45Updated this week
- Implementing a first hurdle for expected returns☆18Updated this week
- Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.☆24May 8, 2024Updated 2 years ago
- A CVXPY extension for saddle problems☆28Mar 1, 2026Updated 5 months ago
- Code for "Automatic repair of convex optimization problems".☆14Feb 4, 2020Updated 6 years ago
- Simple command line interface to create repos based on templates☆36Jul 13, 2026Updated 3 weeks ago
- ☆36Jul 14, 2026Updated 3 weeks ago
- Time series and portfolio analytics for quantitative finance.☆42Updated this week
- critical line algorithm for efficient frontier☆22Updated this week
- 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.
- Python methods to create a Ho-Lee binomial interest rate model for fixed income security pricing: caps, swaps, bonds, etc.☆18Apr 28, 2024Updated 2 years ago
- Covariance Matrix Estimation via Factor Models☆39Mar 25, 2019Updated 7 years ago
- Convex optimization over risk-neutral probabilities.☆15Apr 22, 2020Updated 6 years ago
- Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis☆28Nov 29, 2022Updated 3 years ago
- StAtistical Models for the UnsupeRvised segmentAion of tIme-Series☆11Jan 22, 2020Updated 6 years ago
- Sharpe ratio☆22Updated this week
- Investment Funnel 📈 is an open-source python platform designed for an easy development and backtesting of outperforming investment strat…☆73Updated this week
- Contains all the Jupyter Notebooks used in our research☆15Mar 18, 2020Updated 6 years ago
- Robust Bond Portfolio Construction via Convex-Concave Saddle Point Optimization☆14May 13, 2024Updated 2 years ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- Code for "Probabilistic forecasting of cross-sectional returns: A Bayesian dynamic factor model with heteroskedasticity"☆13Jul 6, 2024Updated 2 years ago
- Portfolio optimization and back-testing.☆1,247Apr 27, 2026Updated 3 months ago
- CVQP: An operator splitting solver for large-scale CVaR-constrained quadratic programs☆29Apr 30, 2026Updated 3 months ago
- Base classes for creating scikit-learn-like parametric objects, and tools for working with them.☆41Updated this week
- Materials for a short course on convex optimization.☆370Jul 14, 2026Updated 3 weeks ago
- A Python Package for Portfolio Optimization using the Critical Line Algorithm☆27Aug 1, 2023Updated 3 years ago
- Functions for the construction of risk-based portfolios☆54May 16, 2021Updated 5 years ago
- Obtain options data from Interactive Brokers (IBKR) API☆10Nov 11, 2022Updated 3 years ago
- The bot is ideal for traders looking to reduce the amount of time spent on researching and analyzing the markets, as it can quickly scan …☆20Jun 20, 2023Updated 3 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Disciplined convex stochastic programming. For the cvxstoc home page, please see:☆32Sep 15, 2020Updated 5 years ago
- Automated Backtesting of Portfolios over Multiple Datasets☆74May 18, 2026Updated 2 months ago
- Portfolio Construction using Stratified Models☆13Mar 25, 2021Updated 5 years ago
- Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization☆38May 13, 2024Updated 2 years ago
- ☆22Dec 4, 2025Updated 8 months ago
- ☆15Oct 7, 2019Updated 6 years ago
- This is a read-only mirror of the CRAN R package repository. actuar — Actuarial Functions and Heavy Tailed Distributions. Homepage: htt…☆11Mar 3, 2026Updated 5 months ago