Entropy Pooling in Python with a BSD 3-Clause license.
☆41Jan 23, 2026Updated 4 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.☆298Jun 1, 2026Updated last week
- MA4128 Github Assessment☆10Dec 12, 2021Updated 4 years ago
- ☆12Dec 21, 2022Updated 3 years ago
- Library for conditional Gaussian mixture models, compatible with scikit-learn.☆38Oct 1, 2025Updated 8 months ago
- Portfolio optimization with cvxopt☆41Feb 8, 2026Updated 4 months 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.
- Quantitative Derivatives Models☆16Apr 13, 2026Updated 2 months ago
- ☆13Mar 10, 2024Updated 2 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆59Jan 15, 2024Updated 2 years ago
- ☆34Sep 9, 2024Updated last year
- ☆25Apr 28, 2026Updated last month
- notebooks used in quant club episodes☆18May 17, 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☆40Jun 27, 2025Updated 11 months ago
- FMP Data: A Modern Python Client for Financial Modeling Prep API☆22May 22, 2026Updated 3 weeks ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- Hi, here is a collection of researches and codes on cool topics for me written during my free time!☆21Sep 25, 2025Updated 8 months ago
- ☆17Feb 19, 2023Updated 3 years ago
- ☆28Updated this week
- Portfolio Construction and Risk Management book's Python code.☆195May 29, 2026Updated 2 weeks ago
- Code for the paper "How to use the Sharpe ratio"☆98Feb 5, 2026Updated 4 months ago
- Python framework optimized for running backtests on multiple asset portfolios☆24May 7, 2026Updated last month
- ☆31Jun 3, 2026Updated last week
- Python Code used in publications, for archival purposes only☆20Apr 28, 2023Updated 3 years ago
- ☆11Feb 19, 2025Updated last year
- 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.
- 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
- ☆16Oct 7, 2019Updated 6 years ago
- ☆72Jun 13, 2025Updated last year
- Online Covariance and Correlation Estimation☆327Jun 5, 2026Updated last week
- ML pipeline for SmartBeta momentum factor on equity portfolio☆12Jan 25, 2016Updated 10 years ago
- ☆57Apr 22, 2026Updated last month
- experiments with crypto trading☆16Jul 26, 2024Updated last year
- Macrosynergy Quant Research☆183Updated this week
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Code for the paper "Outlier-robust Kalman Filtering through Generalised Bayes" presented at ICML 2024☆71Mar 20, 2026Updated 2 months ago
- This repository is the result of our work for the course CSCI-SHU 360 Machine Learning☆81Dec 13, 2020Updated 5 years ago
- Scenarios generator considering space and time dependency. Includes conditional quantile regressions and copula approach.☆13Jun 16, 2016Updated 9 years ago
- Just-in-time compilation for stochastic differential equations☆14Apr 24, 2026Updated last month
- Legacy trading bot/backtester using Backtrader☆18Mar 25, 2026Updated 2 months ago
- Long-term probabilistic forecasting of quasiperiodic phenomena using Koopman theory☆37Jan 22, 2022Updated 4 years ago
- Cosmic Insights: Statistical Frameworks for Astronomers in R☆13Jun 7, 2026Updated last week