Entropy Pooling in Python with a BSD 3-Clause license.
☆41Jan 23, 2026Updated 8 months ago
Alternatives and similar repositories for entropy-pooling
Users that are interested in entropy-pooling are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Entropy Pooling views and stress testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆310Aug 20, 2026Updated last month
- MA4128 Github Assessment☆10Dec 12, 2021Updated 4 years ago
- Portfolio Construction and Risk Management book's Python code.☆207May 29, 2026Updated 3 months ago
- ☆12Dec 21, 2022Updated 3 years ago
- Portfolio optimization with cvxopt☆40Feb 8, 2026Updated 7 months 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.
- Quantitative Derivatives Models☆15Apr 13, 2026Updated 5 months ago
- ☆14Mar 10, 2024Updated 2 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆60Jan 15, 2024Updated 2 years ago
- ☆34Sep 9, 2024Updated 2 years ago
- notebooks used in quant club episodes☆18May 17, 2023Updated 3 years ago
- ☆33Sep 7, 2026Updated 2 weeks ago
- Double Deep Q-Learning for Optimal Execution implementation☆10Apr 30, 2023Updated 3 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17May 9, 2024Updated 2 years ago
- Machine Learning Trading Toolkit☆39Jun 27, 2025Updated last year
- 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.
- Hi, here is a collection of researches and codes on cool topics for me written during my free time!☆21Sep 25, 2025Updated 11 months ago
- ☆29Apr 17, 2023Updated 3 years ago
- Python framework optimized for running backtests on multiple asset portfolios☆25May 7, 2026Updated 4 months ago
- ☆11Feb 19, 2025Updated last year
- Python Code used in publications, for archival purposes only☆20Apr 28, 2023Updated 3 years ago
- Comprehensive Python Cheatsheet☆11Oct 12, 2022Updated 3 years ago
- Julia package for scenario generation for stochastic programs with tail risk measure☆11Nov 16, 2022Updated 3 years ago
- The 10-line CTA: a trend-following strategy in ten lines of code, and four refinements measured in Sharpe ratio, kurtosis and trading cos…☆46Updated this week
- Code for the paper "How to use the Sharpe ratio"☆103Feb 5, 2026Updated 7 months ago
- 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.
- ML pipeline for SmartBeta momentum factor on equity portfolio☆12Jan 25, 2016Updated 10 years ago
- ☆15Oct 7, 2019Updated 6 years ago
- ☆72Jul 13, 2026Updated 2 months ago
- This repository implements a Diffusion Factor Model for financial data.☆51Nov 6, 2025Updated 10 months ago
- Online Covariance and Correlation Estimation☆335Sep 14, 2026Updated last week
- ☆18Jun 16, 2025Updated last year
- Just-in-time compilation for stochastic differential equations☆14Apr 24, 2026Updated 4 months ago
- Fit stochastic differential equation models with time-varying parameters☆15Jul 30, 2026Updated last month
- Code for the paper "Outlier-robust Kalman Filtering through Generalised Bayes" presented at ICML 2024☆71Mar 20, 2026Updated 6 months ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Macrosynergy Quant Research☆194Updated this week
- Long-term probabilistic forecasting of quasiperiodic phenomena using Koopman theory☆37Jan 22, 2022Updated 4 years ago
- Direct Numerical Simulation of Turbulence using the Implicitly Dealiased Pseudospectral Method☆12Jun 20, 2025Updated last year
- Methods and experiments for assumed density SDE approximations☆12Jan 26, 2022Updated 4 years ago
- Scenario generation methods for stochastic optimization (two-stage stochastic programming) in Java☆13Nov 6, 2022Updated 3 years ago
- VBA application for finance, portfolio and trading☆17Dec 26, 2020Updated 5 years ago
- ☆13Jun 22, 2025Updated last year