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. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Implemented the paper Kinlaw, W., Kritzman, M., & Turkington, D. (2019). Crowded trades: Implications for sector rotation and factor timi…☆23Sep 22, 2026Updated 2 weeks ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆136Dec 31, 2018Updated 7 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆97Feb 9, 2021Updated 5 years ago
- ☆16Jan 15, 2022Updated 4 years ago
- A comprehensive Python and R-based toolkit for clustering and sorting electrophysiology data recorded using Intan RHD2132 chips. Original…☆10Mar 16, 2026Updated 6 months ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Robust data transformation tool using SQL☆22Dec 20, 2022Updated 3 years ago
- ☆11Sep 6, 2024Updated 2 years ago
- MATLAB code for Numerical Methods for Deep Learning class☆16Oct 8, 2019Updated 7 years ago
- 致力于多因子，AI策略，可盈利模型的研究☆12Apr 14, 2023Updated 3 years ago
- Winning solution of the Kaggle "Google Brain - Ventilator Pressure Prediction" competition☆10Nov 12, 2021Updated 4 years ago
- Backtesting tool on tick data☆11Jan 30, 2017Updated 9 years ago
- Built in C# & Winforms, QuantTrade provides a way to quickly build and backtest stock investment strategies using technical indicators su…☆17Nov 25, 2017Updated 8 years ago
- Pydargs allows configuring a (Pydantic) dataclass through command line arguments.☆14Apr 4, 2024Updated 2 years ago
- An open-sourced OpenQuant API implementation☆12Jun 15, 2014Updated 12 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- A Python implementation of Differential Evolution, used in the context of Portfolio Optimization.☆11Feb 10, 2014Updated 12 years ago
- Adaptation of Monte Carlo and SARSA algorithms (Reinforcement Learning) for learning the policy of sellers/ buyers in stock market☆12Jul 23, 2018Updated 8 years ago
- Research and Backtests I have been working on...enjoy☆72Mar 8, 2021Updated 5 years ago
- Portfolio optimization with cvxopt☆40Feb 8, 2026Updated 8 months ago
- Heuristics for cardinality constrained portfolio optimisation☆12Nov 3, 2018Updated 7 years ago
- C++ implementation of LMAX disruptor☆12Mar 18, 2015Updated 11 years ago
- ☆14Nov 20, 2020Updated 5 years ago
- ☆34Aug 24, 2019Updated 7 years ago
- ☆14Nov 17, 2023Updated 2 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- HitBTC Websocket API 3.0 Client written in C#☆11Sep 5, 2026Updated last month
- ☆14Feb 17, 2021Updated 5 years ago
- Programming Test☆13Aug 17, 2015Updated 11 years ago
- ☆11Sep 10, 2026Updated 3 weeks ago
- VSTS Deployment Tasks for Databricks Objects☆17Dec 26, 2023Updated 2 years ago
- Attempting to replicate "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem" https://arxiv.org/abs/17…☆16Jan 15, 2018Updated 8 years ago
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆398Aug 7, 2018Updated 8 years ago
- Contains Deep Learning Code implemented on generic CPUs & Intel Xeon Phi Coprocessors☆12May 2, 2016Updated 10 years ago
- Second place solution of WSDM Cup 2019☆18Mar 15, 2019Updated 7 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- 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
- Basic event driven platform for backtesting financial strategies in C++☆13Jul 27, 2015Updated 11 years ago
- ECNU NLP group learns CS224n in the form of seminars in the 2017 summer.☆10Aug 12, 2017Updated 9 years ago
- Code for "A Novel Aspect-Guided Deep Transition Model for Aspect Based Sentiment Analysis." on EMNLP 2019.☆21Dec 22, 2019Updated 6 years ago
- Generate stochastic processes using Python. Unfortunately not maintained any longer =(☆112Mar 2, 2015Updated 11 years ago
- ☆15Nov 24, 2016Updated 9 years ago
- Jupyter notebooks for the pyextremes library☆15Jun 30, 2025Updated last year