intuition-io / portfolio
Keep calm and optimize
☆26Updated last year
Alternatives and similar repositories for portfolio:
Users that are interested in portfolio are comparing it to the libraries listed below
- A python implementation of R's PerformanceAnalytics package☆22Updated 10 years ago
- ☆44Updated 4 years ago
- Find Black-Scholes implied volatility☆21Updated 6 years ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆36Updated 7 years ago
- a new simulator for statistical arbitrage☆14Updated 9 years ago
- BlackScholes Model, with Montecarlo implmented in python with TensorFlow☆17Updated 9 years ago
- general purpose backtesting platform, prevents look-ahead bias☆30Updated 13 years ago
- The qq-pat library provides you with an easy interface for the creation of graphs and the calculation of statistics for financial time se…☆29Updated 5 years ago
- Python financial trading, research and backtesting library☆40Updated 4 years ago
- Statistical arbitrage simulation, modeling and backtesting with Python.☆57Updated 8 years ago
- Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction☆30Updated 7 years ago
- ☆13Updated last year
- CVXPY Portfolio Optimization Sample☆44Updated 7 years ago
- Using Q-learning to better navigate orderbooks.☆21Updated 6 years ago
- A Python framework for R&D of financial investment strategies, and trading them algorithmiclly via Quantopian.com☆51Updated 10 years ago
- A Python toolkit for high-frequency trade research.☆40Updated 6 years ago
- generating quantopian scripts from multiple files in zipline☆54Updated 8 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆66Updated 7 years ago
- α collection of resources for people interested in quant finance☆52Updated 5 years ago
- Blog system for quant☆39Updated 9 years ago
- Python API for sentosa trading system☆42Updated 9 years ago
- A library for portfolio optimization algorithms with python interface.☆28Updated 4 years ago
- Quant Software Tool Kit☆132Updated 9 years ago
- Backtesting tool on tick data☆11Updated 8 years ago
- Stock Market Relational Model/Schema (SQLAlchemy)☆24Updated 8 years ago
- Algorithmic trading platform for multiple assets☆36Updated 7 years ago
- Code used to implement various stochastic intensity models for univariate and multivariate credit risk models.☆21Updated 11 years ago
- Sample algorithmic trading strategies☆30Updated 11 years ago
- thOth is an open-source high frequency trading library in C++☆31Updated 9 years ago
- Python package for timeseries analysis and manipulation☆86Updated 8 years ago