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…☆22Mar 18, 2021Updated 5 years ago
- A library for portfolio optimization algorithms with python interface.☆31Jan 9, 2021Updated 5 years ago
- Code for H. Narasimhan, "Learning with Complex Loss Functions and Constraints", AISTATS 2018☆11Mar 21, 2018Updated 8 years 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
- Save and load entire workspaces containins pandas objects and numpy arrays☆15Oct 5, 2018Updated 7 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆95Feb 9, 2021Updated 5 years ago
- ☆11Sep 6, 2024Updated last year
- Robust data transformation tool using SQL☆22Dec 20, 2022Updated 3 years ago
- Backtesting tool on tick data☆11Jan 30, 2017Updated 9 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
- 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
- Python demo for Refinitiv Eikon API☆13Jan 25, 2023Updated 3 years ago
- An open-sourced OpenQuant API implementation☆11Jun 15, 2014Updated 12 years ago
- A comprehensive Python and R-based toolkit for clustering and sorting electrophysiology data recorded using Intan RHD2132 chips. Original…☆10Mar 16, 2026Updated 3 months ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Render NumPy arrays as HTML tables☆40Nov 16, 2021Updated 4 years ago
- Reinforcement Learning framework to make synthetic experiments in the financial domain☆23Jul 18, 2023Updated 2 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
- ☆14Nov 17, 2023Updated 2 years ago
- Pydargs allows configuring a (Pydantic) dataclass through command line arguments.☆14Apr 4, 2024Updated 2 years ago
- A Java API for automated trading, market data, and historical data retrieval.☆20Jun 24, 2020Updated 6 years ago
- Heuristics for cardinality constrained portfolio optimisation☆12Nov 3, 2018Updated 7 years ago
- Portfolio optimization with cvxopt☆41Feb 8, 2026Updated 4 months ago
- HitBTC Websocket API 2.0 Client written in C#☆10Dec 8, 2022Updated 3 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- To be continued☆10Jul 12, 2021Updated 4 years ago
- Generative Adversarial Network to create synthetic time series☆23Jul 22, 2020Updated 5 years ago
- ☆18Dec 9, 2020Updated 5 years ago
- Programming Test☆13Aug 17, 2015Updated 10 years ago
- VSTS Deployment Tasks for Databricks Objects☆17Dec 26, 2023Updated 2 years ago
- File repository for the course [Advanced Deep Learning with Keras]. Packt Publishing.☆29Feb 26, 2018Updated 8 years ago
- A Python implementation of Differential Evolution, used in the context of Portfolio Optimization.☆11Feb 10, 2014Updated 12 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
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆397Aug 7, 2018Updated 7 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Basic event driven platform for backtesting financial strategies in C++☆13Jul 27, 2015Updated 10 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
- Code for "A Novel Aspect-Guided Deep Transition Model for Aspect Based Sentiment Analysis." on EMNLP 2019.☆21Dec 22, 2019Updated 6 years ago
- ☆15Nov 24, 2016Updated 9 years ago
- A lock-free object pool, CAS/spin/pthread_mutex☆19Dec 11, 2015Updated 10 years ago
- MATLAB code to produce results and figures in the paper "Stochastic Optimal Control of Pairs Trading Strategies with Absolute and Relativ…☆15Jun 1, 2018Updated 8 years ago
- ☆13Aug 24, 2016Updated 9 years ago