jimmyg1997 / agora
📈Financial Markowitz Portfolio Optimization (Bonds, Stocks, Commodities), including classical Efficient Frontier, Utility Function etc.
☆39Updated 4 years ago
Alternatives and similar repositories for agora:
Users that are interested in agora are comparing it to the libraries listed below
- Financial Analysis in Python☆33Updated 5 years ago
- Quantitative Finance using python - Derivatives Pricing☆43Updated 6 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆41Updated 4 years ago
- Markowitzify will implement a variety of portfolio and stock/cryptocurrency analysis methods to optimize portfolios or trading strategies…☆36Updated 4 years ago
- Mean Variance (Markowitz) Portfolio Optimization and Beyond☆60Updated 8 months ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆61Updated 2 years ago
- Developing a long/short equity investment portfolio with Machine Learning predictions using data acquired from web-scraping. Flatiron Mod…☆39Updated 4 years ago
- By means of stochastic volatility models☆42Updated 4 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆63Updated 4 years ago
- Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …☆69Updated 4 years ago
- Design your own Trading Strategy☆36Updated 10 months ago
- PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…☆39Updated 3 years ago
- ☆23Updated 2 years ago
- Dispersion Trading using Options☆31Updated 7 years ago
- A collection of various computational methods to optimize a user's investment portfolio using Modern Portfolio Theory and optimizing vari…☆39Updated 4 years ago
- Various python scripts to introduce mean reversion concepts.☆22Updated 6 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆25Updated 8 months ago
- Algorithmic multi-greek hedges using Python☆18Updated 4 years ago
- Tool to visualize changes in the Black–Scholes model with respect to other variables. 2D or 3D data output. Can also be used to get curre…☆19Updated last year
- An investment portfolio of stocks is created using Long Short-Term Memory (LSTM) stock price prediction and optimized weights. The perfor…☆34Updated last year
- ☆57Updated last year
- Python Jupyter Notebooks for Financial Portfolio Optimization☆32Updated 6 years ago
- A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will inc…☆26Updated last year
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆36Updated last year
- keywords - Kmeans Clustering, Tsne, PCA, Indian Stocks, Johansen test☆30Updated 6 years ago
- ☆35Updated 7 years ago
- Stock and Forex market prediction using ML and time-series modelling☆36Updated 6 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆45Updated 3 years ago
- 'Portfolio Analysis, methods for portfolio optimization'☆22Updated 3 years ago