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

• sanjeevai / smart-beta-portfolio-optimization
  Built a smart beta portfolio and compared it to a benchmark index by calculating the tracking error. Built a portfolio using quadratic pr…
  ☆60Updated 5 years ago
• zhibzeng / quantlib
  Quantlib是一个个人维护、使用的量化模块，主要用于金融数据的获取、清洗、变换和分析等功能。
  ☆21Updated 6 years ago
• BryceMeng / mlfinlab_research_bryce
  ☆21Updated 4 years ago
• vishwajeetv / stock_prediction
  Novice's attempt for Stock Prices Prediction & Portfolio Optimization using Machine Learning with Python & Scikit Learn
  ☆56Updated 3 years ago
• iLampard / alphaware
  tools for alpha research
  ☆23Updated 7 years ago
• JVfisher / gammascalping
  实行gamma scalping策略时的期权组合选择工具
  ☆15Updated 5 years ago
• fushuyue / Ml_HFT
  Price Prediction with Machine Learning Models (practicum project at CME group)
  ☆66Updated 8 years ago
• ChaosQuant / stockindex500
  Trend Prediction for High Frequency Trading
  ☆37Updated 2 years ago
• jenniyanjie / successful-algorithmic-trading
  the book with script
  ☆76Updated 7 years ago
• StockGram / Intelligent-Quantitative-Trading
  Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …
  ☆41Updated 2 years ago
• eiahb3838ya / AlphaSignalFromMachineLearning
  ☆15Updated 3 years ago
• wolfws / sandbox-portfolio-optimization-cvxpy
  CVXPY Portfolio Optimization Sample
  ☆44Updated 7 years ago
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆22Updated 3 years ago
• KhaledSharif / quantopian-ensemble-methods
  Assisting repository for the published paper investigating ensemble methods in algorithmic trading.
  ☆43Updated 6 years ago
• creacentblue / industry_rotation
  一些研报的复现
  ☆12Updated 6 years ago
• FinTechies / HedgingRL
  Hedging portfolios with reinforcement learning.
  ☆34Updated 7 years ago
• icezerowjj / MultipleFactorRiskModel
  This project explores the way to construct the multiple factor risk model to calculate the risk contribution of each factor and the total…
  ☆72Updated 6 years ago
• tryggviy / barra_model
  This is an internship project aiming to make Attribution Analysis for general equity funds in China market
  ☆14Updated 6 years ago
• Bradleydi / Risk-Models
  Risk estimation algorithms
  ☆30Updated 6 years ago
• Gofinge / Analysis-of-Stock-High-Frequent-Data-with-LSTM
  A simply framework of researching stock data through LSTM by Tensorflow
  ☆17Updated 5 years ago
• rosdyana / CNN-Financial-Data
  Deep Trading using Convolutional Neural Network
  ☆27Updated 7 years ago
• ailzy / RISKIM
  Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction
  ☆30Updated 7 years ago
• ChannelCMT / QS
  CTA_Strategies
  ☆40Updated 7 years ago
• doncat99 / FinanceCenter
  Fetching Financial Data （US/China）
  ☆57Updated 8 months ago
• danni2019 / time_series_analysis
  Just another backtester
  ☆20Updated last month
• MiyainNYC / Financial-Modeling
  Option Pricing, Volatility Prediction, Machine Learning, Black Scholas, Web Crawling
  ☆54Updated 8 years ago
• yuriak / DLQuant
  Applying Deep Learning and NLP in Quantitative Trading
  ☆104Updated 5 years ago
• quangan1221 / Deep-Learning-Applications-on-multifactor-stocks-selection
  ☆13Updated 7 years ago
• PierreNowi / cs230-project
  Deep Reinforcement Learning Framework for Factor Investing
  ☆23Updated last year