k-dickinson / optimized-portfolio-pcaLinks
Combines portfolio optimization and principal component analysis (PCA) to analyze stock returns. Additionally, it explores correlations of PCA factors with sector ETFs to interpret underlying market drivers.
☆30Updated 4 months ago
Alternatives and similar repositories for optimized-portfolio-pca
Users that are interested in optimized-portfolio-pca are comparing it to the libraries listed below
Sorting:
- Simulating financial markets using Geometric Brownian Motion (GBM), Monte Carlo methods, and risk metrics like Value at Risk (VaR)☆232Updated 4 months ago
- A Free Newsletter for Quantitative and Algorithmic Trading, Portfolio Analysis, and Investing☆1,602Updated 2 months ago
- Python for Algorithmic Trading Cookbook, published by Packt☆1,004Updated 2 weeks ago
- A library of Jupyter notebooks and corresponding YouTube lectures by Roman Paolucci☆532Updated last week
- https://practicemarketmaking.com☆13Updated 5 months ago
- 150+ quantitative finance Python programs to help you gather, manipulate, and analyze stock market data☆3,258Updated last month
- Source code for Algorithmic Trading with Python (2020) by Chris Conlan☆3,163Updated 4 years ago
- Finviz analysis python library.☆942Updated last week
- This repository contains all the code, model configurations, and experimental setups used during my participation in a data imputation co…☆19Updated 5 months ago
- A library for financial options pricing written in Python.☆1,104Updated 3 years ago
- Deep Learning and Machine Learning stocks represent promising opportunities for both long-term and short-term investors and traders.☆1,673Updated last year
- Retrieved from cantaro86 under GNU Affero General Public License v3.0 for personal uses and modification. Notebooks for quantitative fina…☆22Updated 3 years ago
- Drop your resources for quant and related to that here☆222Updated last year
- Monte Carlo simulation with predefined portfolio to run in the cloud☆32Updated 2 months ago
- The Robust Risk Engine of the Quant Enthusiasts Community☆126Updated last week
- Efficiency-first framework for pulling, storing, and aggregating Kraken data using the v2 API.☆30Updated 7 months ago
- Machine Learning for Algorithmic Trading, Second Edition - published by Packt☆1,499Updated 2 weeks ago
- Simple python/streamlit web app for European option pricing using Black-Scholes model, Monte Carlo simulation and Binomial model. Spot pr…☆303Updated 10 months ago
- Resources to Prepare for Quant Developers/ Quantitative Researcher/ Quantitative Trader/ Quant Analyst/ Software Engineers in Quant Tradi…☆1,439Updated 3 weeks ago
- Various Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau☆1,926Updated 6 months ago
- Courses, Articles and many more which can help beginners or professionals.☆827Updated 3 years ago
- Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.☆498Updated last year
- How to build and test complete trading strategies in Python. Full code walkthroughs posted on the Sharp Research education page☆43Updated 3 weeks ago
- Machine Learning in Finance: From Theory to Practice Book☆2,427Updated 5 years ago
- Quantitative analysis, strategies and backtests☆2,732Updated 2 years ago
- 🚀 Unlocking the Edge for AlgoTraders☆19Updated 8 months ago
- Study resources for quantitative finance☆212Updated 3 years ago
- Quantitative Finance & Statistics Projects. Topics including multiple linear regression, variance and instability estimates, display meth…☆86Updated 5 years ago
- This is a database of 300.000+ symbols containing Equities, ETFs, Funds, Indices, Currencies, Cryptocurrencies and Money Markets.☆6,065Updated last week
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆2,618Updated 3 weeks ago