Alternatives and similar repositories for Random-Portfolio-vs-Benchmark-Strategy

Users that are interested in Random-Portfolio-vs-Benchmark-Strategy are comparing it to the libraries listed below

• druce / Machine-learning-for-financial-market-prediction
  Machine Learning for Financial Market Prediction
  ☆59Updated 6 years ago
• StuartGordonReid / Python-Notebooks
  IPython Notebooks from old blog posts
  ☆28Updated 8 years ago
• aliemamalinezhad / Time-Series-and-Financial
  Time series and Financial analysis in python
  ☆16Updated 6 years ago
• cswaney / prickle
  A Python toolkit for high-frequency trade research.
  ☆42Updated 7 years ago
• kouzapo / QFiPy
  Portfolio optimization package in Python.
  ☆16Updated 5 years ago
• jaungiers / Yahoo-Finance-Stocklist-Scraper
  Converts the full Yahoo Finance stocks list into a .csv file with ticker symbol, company name, exchange and country mapped.
  ☆19Updated 10 years ago
• bukosabino / financial-forecasting-challenge-gresearch
  My approaches to Financial Forecasting Challenge by G-Research
  ☆44Updated 6 years ago
• vsmolyakov / fin
  finance
  ☆43Updated 8 years ago
• Boburmirzo / genetic-Meyer-Packard-Algorithm
  Predicting a Stock Price Using a Genetic Algorithm
  ☆16Updated 7 years ago
• suraj-maniyar / Stock-Trading-Using-Machine-Learning
  A comprehensive approach for stock trading implemented using Neural Network and Reinforcement Learning separately.
  ☆22Updated 7 years ago
• wolfws / keras-tensorflow-financial-time-series-signal-forecast
  Financial Time Series Price forecast using Keras for Tensorflow. RNN LSTM
  ☆47Updated 8 years ago
• QGoGithub / Python_ds_Research
  Python based Quant Finance Models, Tools and Algorithmic Decision Making
  ☆46Updated 7 years ago
• firmai / python-for-finance
  ☆14Updated 6 years ago
• evijit / Finance_Graph_Theory
  Modelling Connectedness of Firms in Financial Markets with Heterogeneous Agents
  ☆22Updated 6 years ago
• omartinsky / PYBOR
  PYBOR is multi-curve interest rate framework and risk engine based on multivariate optimization techniques, written in Python
  ☆41Updated last year
• yhilpisch / pydlon15
  Open Source Tools for Financial Time Series Analysis and Visualization
  ☆69Updated 10 years ago
• FinTechies / HedgingRL
  Hedging portfolios with reinforcement learning.
  ☆35Updated 8 years ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 5 years ago
• jaungiers / TensorFlow-Intro
  Introduction to TensorFlow. Basic operators, linear and logistic regression and Tensorboard
  ☆22Updated 8 years ago
• cajohnst / Optimized_FX_Portfolio
  Quadratic program minimizing risk while maintaining an expected return with the addition of rollover in the foreign exchange market
  ☆12Updated 8 years ago
• chinux23 / NeuralNetworkAsTradingStrategy
  Use Neural Network as a trading strategy model
  ☆29Updated 7 years ago
• alpacahq / blogmaterials
  ☆30Updated 4 years ago
• ssanderson / convex-optimization-for-finance
  Talk Materials for "Convex Optimization for Finance"
  ☆28Updated 2 years ago
• BlackArbsCEO / iex_intraday_equity_downloader_public
  ☆36Updated 7 years ago
• Apress / implementing-machine-learning-finance
  Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri
  ☆33Updated 4 years ago
• femtotrader / barchart-ondemand-client-python
  ☆14Updated 9 years ago
• lakshmiDRIP / DROP-Asset-Allocation
  DRIP Asset Allocation is a collection of model libraries for MPT framework, Black Litterman Strategy Incorporator, Holdings Constraint, a…
  ☆10Updated 6 years ago
• StuartGordonReid / Economic-Forecasting
  Contains Python code for downloading socio-economic data from Quandl and using it to forecast real-GDP growth rates in countries.
  ☆14Updated 10 years ago
• thinklancer / Financial-Engineering
  Financial Engineering and Risk Management Course, 2013
  ☆41Updated 9 years ago
• Pattrickps / Stock-Market-Prediction-Machine-learning
  —Machine Learning; stock prediction; Deep Learning; styling; LSTM(Long Short Term Memory)
  ☆9Updated 7 years ago