Python Jupyter notebook for sharpe ratio based cryptocurrency portfolio optimization using Monte-Carlo method
☆18Mar 11, 2021Updated 5 years ago
Alternatives and similar repositories for cryptocurrency_portfolio_sharpe_ratio_optimization
Users that are interested in cryptocurrency_portfolio_sharpe_ratio_optimization are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆13May 30, 2021Updated 5 years ago
- Backtest and run stock trading CFD strategies tick by tick☆13Mar 29, 2021Updated 5 years ago
- Simulate and estimate volatility by GARCH with/without leverage, riskmetriks. Compute Value-at-Risk and Test on VaR Violation☆25Apr 27, 2018Updated 8 years ago
- My first high-frequency trading strategy using machine learning☆20Sep 16, 2022Updated 4 years ago
- Model and replications scripts for the 2020 IMF Working Paper "Foreign Exchange Interventions Rules for Central Banks: A Risk-Based Frame…☆11Apr 20, 2023Updated 3 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Financial risk analysis on a stocks portfolio through the VaR (Value at Risk), using Monte Carlo Simulation and Multiple Linear Regressio…☆21Nov 3, 2020Updated 5 years ago
- ☆11Dec 17, 2018Updated 7 years ago
- Cryptocurrency Trading Bot helps to backtest with Machine Learning Models and use it for trading the crypto☆27May 22, 2023Updated 3 years ago
- Module for Pickling objects in C++.☆15May 2, 2021Updated 5 years ago
- Stock portfolio optimizer in Python based on least correlated moving sharpe / sortino ratios.☆54May 6, 2015Updated 11 years ago
- Asynchronous cryptocurrency REST and websocket API with support for multiple exchanges.☆11Dec 8, 2022Updated 3 years ago
- Adds syntax support for easylanguage in vsCode☆16Feb 18, 2025Updated last year
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Dec 12, 2021Updated 4 years ago
- Built quantitative models to measure value at risk (VaR) and Expected Shortfall (ES).☆13Aug 30, 2018Updated 8 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Master Dissertation (2014): Backtesting Bootstrap Value-at-Risk and Expected Shortfall estimates in GARCH models☆14Mar 11, 2026Updated 6 months ago
- Weekly exercises of the course of Stochastic Methods for Finance.☆11Apr 22, 2025Updated last year
- Quantitative Finance with R, published by Packt☆17Oct 31, 2022Updated 3 years ago
- Código fuente y material de clases del curso Python para Finazas y Ciencia de Datos de ICDA-UCC☆10Apr 25, 2021Updated 5 years ago
- LSTM stock prediction and backtesting☆14Jan 11, 2020Updated 6 years ago
- Shared memory connection between Python and C# programs☆10May 7, 2019Updated 7 years ago
- In this project, this research generally investigates the financial time series such as the price & return of NASDAQ Composite Index usin…☆12Dec 7, 2018Updated 7 years ago
- R para Análisis Científicos Reproducibles☆11Updated this week
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆131Nov 3, 2020Updated 5 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- jackob's binance-trading-robot running on Google Cloud Platform☆12Nov 16, 2021Updated 4 years ago
- The backtest package provides facilities for exploring portfolio-based conjectures about financial instruments (stocks, bonds, swaps, opt…☆20Jul 8, 2021Updated 5 years ago
- The Value at Risk (VaR) calculation, Python version☆10Nov 1, 2019Updated 6 years ago
- Using three approaches to calculate Value at Risk and Conditional Value at Risk of a portfolio of assets.☆13Apr 24, 2020Updated 6 years ago
- 众人的因子回测框架 stock factor test☆30Apr 18, 2026Updated 5 months ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆36Apr 23, 2024Updated 2 years ago
- This Repository contains the BitCoin Stock Price Prediction using LSTM Project.☆11Jul 13, 2020Updated 6 years ago
- A simple library for working with Future Binance API supporting all types of orders, endpoints for market, order and account☆11Dec 8, 2022Updated 3 years ago
- Series de ejercicios de la librería Numpy para el lenguaje de programación Python.☆16Mar 17, 2019Updated 7 years ago
- 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.
- just the content for a series on the EDGAR API☆18Dec 18, 2023Updated 2 years ago
- ☆14Mar 17, 2023Updated 3 years ago
- Automate Stocks Evaluation. Stocks-Intrinsic-Value is a project that helps investors calculate the intrinsic value of stocks using financ…☆23Sep 6, 2024Updated 2 years ago
- Manuel Touyaa's porfotlio of Python projects/assignments for Finance Market Risk.☆15Mar 5, 2022Updated 4 years ago
- 虚拟币 跨市场 做市套利策略实现 基于VNPY☆14Mar 27, 2026Updated 5 months ago
- archived : use csdid instead☆12Mar 3, 2023Updated 3 years ago
- ☆19Jan 19, 2020Updated 6 years ago