This is a finance factor model, risk model, portfolio optimization, strategies research library.
☆16Nov 11, 2018Updated 7 years ago
Alternatives and similar repositories for simulate
Users that are interested in simulate are comparing it to the libraries listed below
Sorting:
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆132Dec 31, 2018Updated 7 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆93Feb 9, 2021Updated 5 years ago
- Portfolio optimization with cvxopt☆40Feb 8, 2026Updated 3 weeks ago
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆386Aug 7, 2018Updated 7 years ago
- ☆10Nov 12, 2021Updated 4 years ago
- An open-sourced OpenQuant API implementation☆11Jun 15, 2014Updated 11 years ago
- HitBTC Websocket API 2.0 Client written in C#☆10Dec 8, 2022Updated 3 years ago
- ☆14Feb 17, 2021Updated 5 years ago
- Winning solution of the Kaggle "Google Brain - Ventilator Pressure Prediction" competition☆10Nov 12, 2021Updated 4 years ago
- Code for H. Narasimhan, "Learning with Complex Loss Functions and Constraints", AISTATS 2018☆11Mar 21, 2018Updated 7 years ago
- To be continued☆10Jul 12, 2021Updated 4 years ago
- Univariate_ARIMA_models, ARCH/GARCH Volatility Forecasting models, VAR model for macro fundamentals forecasts☆14Jan 25, 2021Updated 5 years ago
- ☆11Sep 6, 2024Updated last year
- A Python implementation of Differential Evolution, used in the context of Portfolio Optimization.☆11Feb 10, 2014Updated 12 years ago
- ☆14Nov 24, 2016Updated 9 years ago
- ☆10Mar 24, 2022Updated 3 years ago
- Adaptation of Monte Carlo and SARSA algorithms (Reinforcement Learning) for learning the policy of sellers/ buyers in stock market☆12Jul 23, 2018Updated 7 years ago
- Backtesting tool on tick data☆11Jan 30, 2017Updated 9 years ago
- Market data collector for crypto exchanges (Coinbase, Bitfinex, Bitmex, Kraken) written in C++☆14Feb 3, 2026Updated 3 weeks ago
- C++ implementation of LMAX disruptor☆11Mar 18, 2015Updated 10 years ago
- An agent-based trading framework☆12Jan 10, 2017Updated 9 years ago
- Excel-based monthly spending planner☆12Jan 9, 2023Updated 3 years ago
- Programming Test☆13Aug 17, 2015Updated 10 years ago
- A Java API for automated trading, market data, and historical data retrieval.☆20Jun 24, 2020Updated 5 years ago
- 这个项目使用tushare中所有的财经快讯新闻（2018年至今）训练了tfhub中预训练模型bert-base-chinese模型，使之更加符合中文的财经新闻语境。☆12Dec 9, 2022Updated 3 years ago
- Contains Deep Learning Code implemented on generic CPUs & Intel Xeon Phi Coprocessors☆12May 2, 2016Updated 9 years ago
- Built in C# & Winforms, QuantTrade provides a way to quickly build and backtest stock investment strategies using technical indicators su…☆16Nov 25, 2017Updated 8 years ago
- Climatology and the Ocean state☆19Feb 6, 2026Updated 3 weeks ago
- Stock Backtester and Analysis application for EOD (End-of-day) data.☆15Mar 11, 2018Updated 7 years ago
- ML pipeline for SmartBeta momentum factor on equity portfolio☆11Jan 25, 2016Updated 10 years ago
- A python wrapper for FNFT, a C library to calculate the Nonlinear Fourier Transform☆11Aug 6, 2023Updated 2 years ago
- SMCPP是一个状态机库的C++语言实现, 支持FSM和HSM. 该库参考了QPCPP.☆13Jan 10, 2017Updated 9 years ago
- Pydargs allows configuring a (Pydantic) dataclass through command line arguments.☆14Apr 4, 2024Updated last year
- ☆13Aug 24, 2016Updated 9 years ago
- Python library with C++ extensions for simulation, compensator, log-likelihood and intensity function computation for a multivariate Hawk…☆10Sep 25, 2017Updated 8 years ago
- ☆14Nov 6, 2015Updated 10 years ago
- ☆10Dec 26, 2025Updated 2 months ago
- Clone of chatgpt built with Bytewax, Streamlit and NATS☆14Mar 2, 2023Updated 2 years ago
- Basic event driven platform for backtesting financial strategies in C++☆14Jul 27, 2015Updated 10 years ago