damianboh / portfolio_optimizationLinks
☆32Updated 4 months ago
Alternatives and similar repositories for portfolio_optimization
Users that are interested in portfolio_optimization are comparing it to the libraries listed below
Sorting:
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- Support financial data science workflow, manage large structured and unstructured data sets, and apply financial econometrics and machine…☆48Updated 9 months ago
- The project aims to profile stocks with similar weekly percentage returns using K-Means Clustering. The project calculates realized volat…☆12Updated 2 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 3 years ago
- ☆30Updated 7 months ago
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆21Updated last year
- Markowitzify will implement a variety of portfolio and stock/cryptocurrency analysis methods to optimize portfolios or trading strategies…☆36Updated 5 years ago
- 'Portfolio Analysis, methods for portfolio optimization'☆24Updated 4 years ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆17Updated 3 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 3 years ago
- Pair Trading Analysis & Exercises Toolkit [Jupyter Notebook]☆13Updated 2 years ago
- Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"☆36Updated 3 years ago
- ☆28Updated last year
- This is a sentiment trading strategy, written in Python, and applying NLP on 10-K's from the SEC EDGAR database.☆11Updated 3 years ago
- Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio retur…☆31Updated 4 years ago
- Plotting the Efficient Frontier in Python. Inspired by Markowitz Modern Portfolio Theory.☆18Updated 4 years ago
- Algorithmic implementation of automated adjustment of delta hedged initialized short straddle deployed over Derivatives (Options) market☆18Updated 3 years ago
- Quantitative analysis of fundamentals in quarterly reports by Machine Learning☆23Updated 5 years ago
- ☆12Updated 6 years ago
- ☆29Updated 4 years ago
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆64Updated 9 months ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆31Updated 5 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- Implements different approaches to tactical and strategic asset allocation☆43Updated last year
- Equities Pair Trading/Statistical Arbitrage and Multi-Variable Index Regression☆23Updated 2 years ago
- factor return calculation, mean-variance / Black&Litterman portfolio optimization, risk decomposition☆31Updated 6 years ago
- Code of paper "Stock Price Prediction Incorporating Market Style Clustering" published in Cognitive Computation.☆26Updated 4 years ago
- Design your own Trading Strategy☆38Updated last year
- experiments with crypto trading☆17Updated last year
- Portfolio optimization with cvxopt☆40Updated last month