georgemuriithi / investment-portfolio-optimView external linksLinks
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.
☆34Jan 18, 2024Updated 2 years ago
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:
- Hedge long only portfolio using structural entropy☆16Jul 27, 2022Updated 3 years ago
- AI-driven Personal Goal Assistant: Reinforcement learning-powered software mimics user behavior, interacts with computer inputs, and auto…☆22May 7, 2023Updated 2 years ago
- This is a sentiment trading strategy, written in Python, and applying NLP on 10-K's from the SEC EDGAR database.☆11Feb 21, 2022Updated 3 years ago
- Multivariate time-series forecasting on stock market data using a transformer neural network☆12Jan 10, 2023Updated 3 years ago
- Compilation of technical analysis tools (EMA, Bollinger bands), fundamental analysis, machine learning models (LSTM, Random forest, ARIMA…☆15Aug 9, 2021Updated 4 years ago
- Vectorized quantile backtesting library☆15May 25, 2023Updated 2 years ago
- ☆14Aug 21, 2022Updated 3 years ago
- The project aims to profile stocks with similar weekly percentage returns using K-Means Clustering. The project calculates realized volat…☆12Oct 30, 2023Updated 2 years ago
- Python financial widgets with okama and Dash (plotly)☆68Dec 15, 2025Updated 2 months ago
- LangChain Baby AGI integrated as a Web App using Databutton☆16Jun 5, 2023Updated 2 years ago
- Random Forest-based "Correlation" measures☆15May 3, 2022Updated 3 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆34Apr 5, 2022Updated 3 years ago
- DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS☆35Oct 13, 2022Updated 3 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆38Sep 19, 2023Updated 2 years ago
- A Taipy Chatbot that supports images thanks to OpenAI's GPT-4o☆21Updated this week
- Multivariate Volatility Models (ARCH) for stock prices and other time series☆20Sep 15, 2024Updated last year
- Stock price prediction with LSTM adding sentiment analysis of some associated online news.☆16Jun 26, 2021Updated 4 years ago
- A powerful Laravel storage driver that enables seamless synchronization of files across multiple disks, with an integrated cache disk for…☆15Nov 11, 2025Updated 3 months ago
- Gradient Boosting Models on Real-Time Sensor Data for AI-Enhanced Vehicle Predictive Maintenance. By using a web-based interface to forec…☆19Nov 17, 2024Updated last year
- BabyCommandAGI is designed to test what happens when you combine CLI and LLM, which are older computer interfaces than GUI. Based on Baby…☆58Jun 11, 2025Updated 8 months ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆51Oct 29, 2021Updated 4 years ago
- Dαrwinex Alpha Team's Open Source R&D Pipeline for DARWIN Portfolio Management: The Mendel Framework, in Python 3 (www.darwinex.com)☆23Aug 19, 2020Updated 5 years ago
- Cryptocurrency Simulator: Invest fake money and play your strategies without risking real money☆21Mar 19, 2018Updated 7 years ago
- Data Structures with Python(AIX20001) 강의 자료실☆18Jun 14, 2024Updated last year
- This Python project integrates MetaTrader5 with GPT-4 to generate automated trading signals. It analyzes OHLC and tick data to provide re…☆12Aug 25, 2024Updated last year
- This repository is the result of our work for the course CSCI-SHU 360 Machine Learning☆78Dec 13, 2020Updated 5 years ago
- A detailed study of four machine learning Techniques(Random-Forest, Linear Regression, Neural-Networks, Technical Indicators(Ex: RSI)) ha…☆25Mar 29, 2024Updated last year
- Backtesting the thesis paper entitled: Trading volatility Trading strategies based on the VIX term structure☆31Dec 20, 2022Updated 3 years ago
- ☆27Jul 25, 2018Updated 7 years ago
- Python library for asset pricing☆130Mar 13, 2024Updated last year
- High performance async Mssql library for Python.☆16Updated this week
- An experiment to see if we can process G2 reviews to extract topics from reviews☆10Feb 5, 2024Updated 2 years ago
- Laravel MetaTrader 5 Web API Client.☆33Dec 25, 2025Updated last month
- A Terminal User Interface (TUI) application that enables interactive conversations with your documents using Large Language Models (LLM) …☆13Dec 11, 2024Updated last year
- TSForecasting: Automated Time Series Forecasting Framework☆30Feb 10, 2026Updated last week
- 🐆A lightweight, high-performance string manipulation library optimized for speed-sensitive applications.☆14Jan 6, 2026Updated last month
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆196Feb 16, 2024Updated 2 years ago
- In this repository, I have mentioned all the time series analysis methods from statsmodels library to analyse and model time-series data.☆36Oct 10, 2022Updated 3 years ago
- A practice of Recursive Feature Elimination (RFE) using Titanic dataset☆10Sep 5, 2021Updated 4 years ago