jamesdellinger / ai_for_trading_nanodegree_smart_beta_and_portfolio_optimization_projectView on GitHub
Building a smart beta portfolio. For Udacity's AI for Trading Nanodegree.
☆20Sep 7, 2018Updated 7 years ago
Alternatives and similar repositories for ai_for_trading_nanodegree_smart_beta_and_portfolio_optimization_project
Users that are interested in ai_for_trading_nanodegree_smart_beta_and_portfolio_optimization_project are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Implementing a momentum trading strategy and testing its profitability. For Udacity's AI for Trading Nanodegree.☆15Sep 7, 2018Updated 7 years ago
- Built a smart beta portfolio and compared it to a benchmark index by calculating the tracking error. Built a portfolio using quadratic pr…☆70Feb 7, 2019Updated 7 years ago
- Modeling a multi-alpha factor stock portfolio. For Udacity's AI for Trading Nanodegree.☆21Nov 2, 2018Updated 7 years ago
- Creating and backtesting a breakout trading signal. For Udacity's AI for Trading Nanodegree.☆11Sep 7, 2018Updated 7 years ago
- ML pipeline for SmartBeta momentum factor on equity portfolio☆12Jan 25, 2016Updated 10 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting with the flexibility to host WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Cloudways by DigitalOcean.
- Interactive Quant Portfolio Visualizer Dash App☆13Mar 8, 2024Updated 2 years ago
- ☆11Apr 23, 2023Updated 2 years ago
- This repo includes the artifacts for the USENIX Security 2025 paper "Exposing and Circumventing SNI-based QUIC Censorship of the Great Fi…☆33Aug 5, 2025Updated 7 months ago
- Black-Litterman model portfolio optimizer☆16Aug 28, 2020Updated 5 years ago
- 衍生品定价、对冲回测与主观交易工具☆15Dec 21, 2021Updated 4 years ago
- This book serves as a guide to the art of reverse engineering. It explores various techniques and strategies to extract valuable insights…☆14May 1, 2025Updated 10 months ago
- This repo contains the code for the reinforcement learning course project https://github.com/cuhkrlcourse☆12May 24, 2020Updated 5 years ago
- RustyQlib: A quant library for derivative pricing and quantitative finance☆20Mar 5, 2026Updated 3 weeks ago
- Rails 4 App Server via Ansible setup for Ruby 2.1, Nginx, Puma, and Postgres☆34Jun 13, 2014Updated 11 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting with the flexibility to host WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Cloudways by DigitalOcean.
- Univariate_ARIMA_models, ARCH/GARCH Volatility Forecasting models, VAR model for macro fundamentals forecasts☆15Jan 25, 2021Updated 5 years ago
- An implementation on R of the EWMA filter for volatility by RiskMetrics™ (JPMorgan & Reuters 1996)☆14Aug 7, 2016Updated 9 years ago
- implementing the SA-CCR based on the CRR2 Regulation☆17May 3, 2025Updated 10 months ago
- An implementation of the paper "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"☆23Aug 15, 2018Updated 7 years ago
- Class project files for future reflection.☆14May 1, 2013Updated 12 years ago
- baruch mfe mth9814 financial instruments☆19Jun 3, 2018Updated 7 years ago
- Neural Linear Embedding in Python☆16Nov 26, 2024Updated last year
- Source code for the course "Deep Reinforcement Learning for High-Frequency Trading" held at the Ukrainian Catholic University / Czech Tec…☆20Sep 11, 2022Updated 3 years ago
- Awesome Option Price Calculator☆19Aug 16, 2020Updated 5 years ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- ☆26Updated this week
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆53Jun 22, 2022Updated 3 years ago
- This repo contains lecture notes and projects for Spring 2017 MTH9894 Systematic Trading course☆16May 26, 2017Updated 8 years ago
- Open Source Market Risk Measurement for your portfolio.☆24Dec 21, 2025Updated 3 months ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆31Apr 30, 2020Updated 5 years ago
- Developing hybrid deep learning models by integrating Neural networks with (s,e,t)GARCH models to predict volatility in the Indian Commod…☆19May 21, 2021Updated 4 years ago
- This is a read-only mirror of the CRAN R package repository. quantreg — Quantile Regression. Homepage: https://www.r-project.org☆19Mar 10, 2025Updated last year
- 重新造轮子构建投资组合框架，适合大类资产配置和股票交易。☆53Mar 24, 2018Updated 8 years ago
- GRu4Rec in TensorFlow☆14Apr 11, 2018Updated 7 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Implementation of ISDA SIMM v2.3~2.6☆27Mar 8, 2026Updated 3 weeks ago
- Machine learning end-to-end research and trade execution☆100Oct 6, 2020Updated 5 years ago
- ☆12May 21, 2019Updated 6 years ago
- Implementation of learning rate finder in TensorFlow☆12Mar 4, 2019Updated 7 years ago
- Contains data and documentation for paper: "Valuing Private Equity Investments Strip by Strip" with Arpit Gupta and Stijn Van Nieuwerburg…☆23Jul 19, 2021Updated 4 years ago
- Portfolio optimization with cvxopt☆40Feb 8, 2026Updated last month
- Tensorflow implementation of Categorical Variable encoder, using Shallow Neural Network entity embedding☆10Apr 4, 2018Updated 7 years ago