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
- C++ code for a reversible jump Markov chain Monte Carlo algorithm to sample changepoints☆16Feb 14, 2019Updated 7 years ago
- A library for portfolio optimization algorithms with python interface.☆31Jan 9, 2021Updated 5 years ago
- Python wrapper for the Thomson Reuters Datastream Web Services (DSWS) API☆15Jan 25, 2023Updated 3 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
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- This repo contains the Python script that automates the production of ADO report for Russia☆14Feb 23, 2021Updated 5 years ago
- Save and load entire workspaces containins pandas objects and numpy arrays☆15Oct 5, 2018Updated 7 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 4 months ago
- A forked directory from stocker(https://github.com/WillKoehrsen/Data-Analysis/tree/master/stocker)☆19May 18, 2022Updated 4 years ago
- ☆11Mar 31, 2021Updated 5 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
- 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
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Python demo for Refinitiv Eikon API☆13Jan 25, 2023Updated 3 years ago
- An open-sourced OpenQuant API implementation☆11Jun 15, 2014Updated 12 years ago
- Text summarization with PyTorch☆15Nov 14, 2023Updated 2 years ago
- Reinforcement Learning framework to make synthetic experiments in the financial domain☆24Jul 18, 2023Updated 3 years ago
- Autoencoder framework for portfolio selection (paper published by J. B. Heaton, N. G. Polson, J. H. Witte.)☆134Oct 6, 2020Updated 5 years ago
- 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☆41Feb 8, 2026Updated 6 months ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- Heuristics for cardinality constrained portfolio optimisation☆12Nov 3, 2018Updated 7 years ago
- C++ implementation of LMAX disruptor☆12Mar 18, 2015Updated 11 years ago
- ☆13Nov 20, 2020Updated 5 years ago
- ☆34Aug 24, 2019Updated 6 years ago
- ☆18Dec 9, 2020Updated 5 years ago
- To be continued☆10Jul 12, 2021Updated 5 years ago
- HitBTC Websocket API 2.0 Client written in C#☆10Dec 8, 2022Updated 3 years ago
- ☆14Feb 17, 2021Updated 5 years ago
- Programming Test☆13Aug 17, 2015Updated 10 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.
- ☆11Apr 29, 2026Updated 3 months 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
- 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 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