georgemuriithi / investment-portfolio-optimLinks
An investment portfolio of stocks is created using Long Short-Term Memory (LSTM) stock price prediction and optimized weights. The performance of this portfolio is better compared to an equally weighted portfolio and a market capitalization-weighted portfolio.
☆34Updated last year
Alternatives and similar repositories for investment-portfolio-optim
Users that are interested in investment-portfolio-optim are comparing it to the libraries listed below
Sorting:
- Fama French model on a subset of Canadian Equity data with Python☆48Updated 6 years ago
- Portfolio optimization with cvxopt☆40Updated 8 months ago
- This project is part of my internship at ULiege on Deep RL in stock market trading☆44Updated last year
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 4 years ago
- Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio retur…☆30Updated 4 years ago
- Code relating to the paper - Stock Embeddings: Learning Distributed Representations for Financial Assets☆78Updated 10 months ago
- Using Dask, a Python framework, I handle 900 million rows of S&P E-mini futures trade tick data directly on a local machine. Through expl…☆41Updated last year
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆38Updated 2 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 3 years ago
- This notebook is devoted to exploring some aspects of the Capital Asset Pricing Model (CAPM) using Python☆17Updated 6 years ago
- Portfolio optimization using Genetic algorithm.☆61Updated 4 years ago
- Value or Momentum? Comparing Random Forests, Support Vector Machines, and Multi-layer Perceptrons for Financial Time Series Prediction & …☆37Updated last year
- Deep Q-Learning Applied to Algorithmic Trading☆28Updated 4 months ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆71Updated last year
- Applying Hidden Markov Models to model Gold Intraday Volatility by detecting regime switches from low-vol regimes to high-vol☆12Updated 4 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆121Updated 4 years ago
- Mean-Variance Optimization using DL (pytorch)☆31Updated 3 years ago
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆67Updated 4 months ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆68Updated 2 years ago
- This collects the scripts and notebooks required to reproduce my published work.☆48Updated last month
- The code used for the free quants@dev Webinar series on Reinforcement Learning in Finance☆104Updated 3 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆65Updated 3 years ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆36Updated 2 years ago
- Compilation of technical analysis tools (EMA, Bollinger bands), fundamental analysis, machine learning models (LSTM, Random forest, ARIMA…☆13Updated 4 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- ☆101Updated 3 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆50Updated 3 years ago
- Stock prediction thru TFT☆37Updated 3 years ago
- ☆73Updated 4 years ago
- Python Jupyter Notebooks for Financial Portfolio Optimization☆36Updated 7 years ago