jaungiers / Random-Portfolio-vs-Benchmark-Strategy
Python Monte Carlo Simulation to model returns from randomly generated portfolios against a benchmark index.
☆19Updated 9 years ago
Related projects: ⓘ
- Machine Learning for Financial Market Prediction☆52Updated 5 years ago
- Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction☆29Updated 7 years ago
- Stock and Forex market prediction using ML and time-series modelling☆33Updated 5 years ago
- CVXPY Portfolio Optimization Sample☆42Updated 7 years ago
- Portfolio optimization package in Python.☆16Updated 4 years ago
- Jupyter (IPython) notebooks for exploring mixture models☆35Updated 7 years ago
- My approaches to Financial Forecasting Challenge by G-Research☆42Updated 5 years ago
- Hedging portfolios with reinforcement learning.☆33Updated 7 years ago
- Deep Reinforcement Learning applied to trading☆15Updated 5 years ago
- Financial Time Series Price forecast using Keras for Tensorflow. RNN LSTM☆47Updated 7 years ago
- Development space for PhD in Finance☆33Updated 4 years ago
- Converts the full Yahoo Finance stocks list into a .csv file with ticker symbol, company name, exchange and country mapped.☆17Updated 9 years ago
- ☆16Updated 3 years ago
- Portfolio optimization with cvxopt☆14Updated last year
- Optimal portfolio selection☆33Updated 7 years ago
- ALGORITHM TRADING AND STOCK PREDICTION USING MACHINE LEARNING☆15Updated 5 years ago
- Code for researching and backtesting pairs trading☆24Updated 14 years ago
- Python package for generating Directional Changes - a technical analysis indicator - from time series.☆19Updated 6 years ago
- A Python toolkit for high-frequency trade research.☆39Updated 6 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆44Updated 6 years ago
- Assisting repository for the published paper investigating ensemble methods in algorithmic trading.☆42Updated 6 years ago
- Unsupervised Learning to Market Behavior Forecasting Example☆39Updated 4 years ago
- Modeling the volatility of commodity futures Indices☆13Updated 7 years ago
- Semi-automated investing strategy (risk parity)☆24Updated 7 years ago
- Predicting a Stock Price Using a Genetic Algorithm☆15Updated 6 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆44Updated 8 years ago
- Master's degree project: Development of a trading algorithm which uses supervised machine learning classification techniques to generate …☆23Updated 6 years ago
- Financial security modelling with Python and QuantLib☆33Updated 10 years ago
- A comprehensive approach for stock trading implemented using Neural Network and Reinforcement Learning separately.☆21Updated 6 years ago
- A model for forecasting stock volatility☆21Updated 7 years ago