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:
- 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
- Interactive Quant Portfolio Visualizer Dash App☆14Mar 8, 2024Updated 2 years ago
- This is a read-only mirror of the CRAN R package repository. dlm — Bayesian and Likelihood Analysis of Dynamic Linear Models☆10Sep 22, 2024Updated last year
- The Hull-White model is a single-factor interest model used to price interest rate derivatives. The Hull-White model assumes that short r…☆10Jun 2, 2023Updated 3 years ago
- Baruch MFE MTH9894☆13Jun 4, 2017Updated 9 years ago
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- A python library for generating macro-economic scenarios☆11Dec 17, 2024Updated last year
- 上海车牌沪牌拍牌助手(不能使用了,仅供参考)☆16Jan 16, 2019Updated 7 years ago
- This repository contains the code and related materials for my participation in the quantitative competition hosted by Tower Research Cap…☆13Mar 11, 2024Updated 2 years ago
- ☆11Apr 23, 2023Updated 3 years ago
- 衍生品定价、对冲回测与主观交易工具☆15Dec 21, 2021Updated 4 years ago
- Use AI to generate a optimized stock portfolio☆50Feb 16, 2023Updated 3 years ago
- Implementations of extended PCA methods, such as IPCA and EWMPCA☆15Aug 31, 2021Updated 4 years ago
- Univariate_ARIMA_models, ARCH/GARCH Volatility Forecasting models, VAR model for macro fundamentals forecasts☆16Jan 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
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- implementing the SA-CCR based on the CRR2 Regulation☆18May 3, 2025Updated last year
- An implementation of the paper "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"☆24Aug 15, 2018Updated 7 years ago
- tiny pytorch implementation of neural style transfer.☆13Jul 6, 2017Updated 9 years ago
- Neural Linear Embedding in Python☆16Nov 26, 2024Updated last year
- An Automated Trading System for managing and executing multiple trading strategies via Interactive Brokers.☆19Oct 14, 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
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆57Jun 22, 2022Updated 4 years ago
- Open Source Market Risk Measurement for your portfolio.☆24Dec 21, 2025Updated 6 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 6 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- factor return calculation, mean-variance / Black&Litterman portfolio optimization, risk decomposition☆32Feb 10, 2019Updated 7 years ago
- GRu4Rec in TensorFlow☆14Apr 11, 2018Updated 8 years ago
- include my python solutions to the "101 beginning problem set" on kaggle.☆10Jan 27, 2015Updated 11 years ago
- ☆12May 21, 2019Updated 7 years ago
- Team "Imperial Isle" Final Round Code for IMC Prosperity 3 Global Trading Challenge☆33Apr 30, 2025Updated last year
- C++ RandomForest☆12Jan 31, 2015Updated 11 years ago
- Python bot made for Terraria game, mainly for automatic fishing in-game with items recognition via Sonar potion.☆32Dec 14, 2022Updated 3 years ago
- Bazel C++ Pybind11 Sample☆12Jun 29, 2026Updated last week
- C++ API to create Neural Nets using Eigen library☆12Sep 13, 2020Updated 5 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- A collection of various computational methods to optimize a user's investment portfolio using Modern Portfolio Theory and optimizing vari…☆42Aug 5, 2020Updated 5 years ago
- Portfolio optimization with cvxopt☆41Feb 8, 2026Updated 5 months ago
- Mastering Python Second Edition, published by Packt☆12May 5, 2022Updated 4 years ago
- WeChat adapter for Hubot☆24Jan 17, 2013Updated 13 years ago
- OpenCV implementation of S. Avidan and A. Shamir's Seam Carving algorithm.☆13Oct 25, 2015Updated 10 years ago
- Systemorph IFRS 17 Calculation Engine☆35Apr 1, 2024Updated 2 years ago
- 有趣,免费的 newsletter,欢迎推荐☆10Aug 20, 2025Updated 10 months ago