jonschoning / quantopian-notebooks
ipython notebooks from quantopian lectures series
☆21Updated 9 years ago
Alternatives and similar repositories for quantopian-notebooks:
Users that are interested in quantopian-notebooks are comparing it to the libraries listed below
- A Python toolkit for high-frequency trade research.☆41Updated 6 years ago
- ☆22Updated 4 years ago
- Financial security modelling with Python and QuantLib☆34Updated 10 years ago
- Semi-automated investing strategy (risk parity)☆27Updated 8 years ago
- Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction☆30Updated 8 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆41Updated 4 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆46Updated 8 years ago
- Stock portfolio optimizer in Python based on least correlated moving sharpe / sortino ratios.☆54Updated 9 years ago
- ☆106Updated 8 years ago
- CVXPY Portfolio Optimization Sample☆45Updated 8 years ago
- A library for portfolio optimization algorithms with python interface.☆30Updated 4 years ago
- ☆35Updated 3 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 4 years ago
- finance☆43Updated 7 years ago
- This git repository is based on the work of J.Heaton, N.Polson and J.Witte and their articleDeep Learning for Finance: Deep Portfolios. …☆47Updated 6 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆131Updated 6 years ago
- Implementation of a paper in q/KDB+ and python - "Forecasting ETFs with Machine Learning Algorithms" - Jim Kyung-Soo Liew and Boris Mayst…☆37Updated 6 years ago
- Assisting repository for the published paper investigating ensemble methods in algorithmic trading.☆43Updated 7 years ago
- Repository for teachings on Quant Finance☆49Updated 5 years ago
- Modeling the volatility of commodity futures Indices☆14Updated 8 years ago
- Option Pricing, Volatility Prediction, Machine Learning, Black Scholas, Web Crawling☆54Updated 8 years ago
- A project of realizing multiple numerical option pricing methods, including trees, Monte Carlo simulations, and finite difference methods…☆20Updated 7 years ago
- Research and Backtests I have been working on...enjoy☆70Updated 4 years ago
- Deep Learning Stock Volatility with Google Domestic Trends: https://arxiv.org/pdf/1512.04916.pdf☆93Updated 3 years ago
- A Survey of Multi-Factor Models☆39Updated 9 years ago
- Stock and Forex market prediction using ML and time-series modelling☆37Updated 6 years ago
- the book with script☆78Updated 7 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆66Updated 7 years ago
- Algorithmic trading platform for multiple assets☆36Updated 7 years ago
- Hedging portfolios with reinforcement learning.☆35Updated 7 years ago