Portfolio optimization with deep learning.
☆1,142Jan 24, 2024Updated 2 years ago
Alternatives and similar repositories for deepdow
Users that are interested in deepdow are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Portfolio Optimization and Quantitative Strategic Asset Allocation in Python☆4,183May 8, 2026Updated last week
- Portfolio optimization and back-testing.☆1,206Apr 27, 2026Updated 3 weeks ago
- Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity☆5,718Apr 20, 2026Updated last month
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆4,719Oct 2, 2023Updated 2 years ago
- Fast and scalable construction of risk parity portfolios☆322Dec 2, 2025Updated 5 months 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.
- GPU-accelerated Factors analysis library and Backtester☆800Apr 15, 2025Updated last year
- An open source library for portfolio optimisation☆371Feb 27, 2024Updated 2 years ago
- A program for financial portfolio management, analysis and optimisation.☆1,766Nov 4, 2023Updated 2 years ago
- Python library for portfolio optimization built on top of scikit-learn☆1,984Updated this week
- An Open Source Portfolio Backtesting Engine for Everyone | 面向所有人的开源投资组合回测引擎☆1,060Sep 14, 2025Updated 8 months ago
- Portfolio analytics for quants, written in Python☆7,129Jan 13, 2026Updated 4 months ago
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆2,941Updated this week
- A nimble options research and backtesting library for Python☆1,349May 11, 2026Updated last week
- Collection of algorithms for online portfolio selection☆855May 12, 2026Updated last week
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- ffn - a financial function library for Python☆2,561Mar 21, 2026Updated last month
- Statistical and Algorithmic Investing Strategies for Everyone☆3,218Jul 30, 2022Updated 3 years ago
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆635Feb 11, 2026Updated 3 months ago
- Machine Learning in Asset Management (by @firmai)☆1,739Dec 17, 2021Updated 4 years ago
- Quantitative analysis, strategies and backtests☆2,925Aug 26, 2023Updated 2 years ago
- Advances in Financial Machine Learning☆801Jan 11, 2023Updated 3 years ago
- PGPortfolio: Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Managemen…☆1,850Oct 9, 2021Updated 4 years ago
- Python AutoML for Trading Systems and Sports Betting☆1,723Aug 24, 2025Updated 8 months ago
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,903Oct 21, 2024Updated last year
- 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.
- This repository is the result of our work for the course CSCI-SHU 360 Machine Learning☆81Dec 13, 2020Updated 5 years ago
- Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]☆1,913Dec 8, 2022Updated 3 years ago
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆1,479Jul 26, 2024Updated last year
- Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…☆933Apr 8, 2026Updated last month
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆713Updated this week
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆566May 5, 2026Updated 2 weeks ago
- Deep Learning and Machine Learning stocks represent promising opportunities for both long-term and short-term investors and traders.☆1,745Mar 1, 2024Updated 2 years ago
- Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)☆3,760Apr 16, 2026Updated last month
- bt - flexible backtesting for Python☆2,869May 5, 2026Updated 2 weeks ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Quantitative finance research tools in Python☆463Feb 2, 2023Updated 3 years ago
- ARCH models in Python☆1,520Apr 6, 2026Updated last month
- High-performance TensorFlow library for quantitative finance.☆5,356Feb 12, 2026Updated 3 months ago
- The backtesting engine that gives you an unfair advantage. Run thousands of trading ideas before others finish one.☆7,592Apr 25, 2026Updated 3 weeks ago
- Performance analysis of predictive (alpha) stock factors☆4,268Feb 12, 2024Updated 2 years ago
- FinRL®: Financial Reinforcement Learning. 🔥☆15,158Apr 5, 2026Updated last month
- Mean-Variance Optimization using DL (pytorch)☆33Mar 26, 2022Updated 4 years ago