Alternatives and similar repositories for differential-evolution-for-portfolio-optimisation:

Users that are interested in differential-evolution-for-portfolio-optimisation are comparing it to the libraries listed below

• bugra / l1
  L1 Trend Filtering
  ☆19Updated 11 months ago
• wolfws / sandbox-portfolio-optimization-cvxpy
  CVXPY Portfolio Optimization Sample
  ☆44Updated 8 years ago
• ssanderson / convex-optimization-for-finance
  Talk Materials for "Convex Optimization for Finance"
  ☆28Updated 2 years ago
• wolfws / keras-tensorflow-financial-time-series-signal-forecast
  Financial Time Series Price forecast using Keras for Tensorflow. RNN LSTM
  ☆47Updated 8 years ago
• croquelois / BlackScholesMC-TF
  BlackScholes Model, with Montecarlo implmented in python with TensorFlow
  ☆17Updated 9 years ago
• vsmolyakov / fin
  finance
  ☆43Updated 7 years ago
• Dekalog / Data-Snooping-Tests
  Code for various data snooping tests on financial time series.
  ☆18Updated 9 years ago
• freddiev4 / financial-ts-prediction-with-deeplearning
  (Work In Progress) Implementation of "Financial Time Series Prediction Using Deep Learning"
  ☆15Updated 7 years ago
• cswaney / prickle
  A Python toolkit for high-frequency trade research.
  ☆41Updated 6 years ago
• alpha-miner / portfolio-optimizer
  A library for portfolio optimization algorithms with python interface.
  ☆29Updated 4 years ago
• CamDavidsonPilon / Graphical-Lasso-in-Finance
  Implementations of the graphical lasso method to estimation of covariance matrices in finance.
  ☆36Updated 12 years ago
• RJT1990 / Active-Portfolio-Management-Notes
  Notes for Active Portfolio Management, by Grinold and Kahn
  ☆46Updated 8 years ago
• ahmedhamdi96 / ML4T
  Machine Learning for Trading
  ☆14Updated 6 years ago
• drewstone / gym-trading
  Reinforcement learning environment for trading
  ☆15Updated 7 years ago
• ljump12 / Pairs-Trading
  Code for researching and backtesting pairs trading
  ☆24Updated 15 years ago
• wellecks / port_opt
  Portfolio Optimization in Python
  ☆46Updated 10 years ago
• GGiecold-zz / pyRMT
  Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.
  ☆75Updated 7 years ago
• thalesians / bayestsa
  A Python library implementing Bayesian methods for solving estimation and forecasting problems in time series analysis
  ☆21Updated 8 years ago
• erksubasi / AutoencoderCovShrinkage
  Presentation for QuantCon 2016
  ☆11Updated 8 years ago
• khrapovs / impvol
  Find Black-Scholes implied volatility
  ☆21Updated 6 years ago
• ailzy / RISKIM
  Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction
  ☆30Updated 7 years ago
• 0zean / MARS-Time-Series
  Multivariate Adaptive Regression Splines for Time Series Prediction
  ☆18Updated last year
• jacobkahn / reinforcement-learning-market-microstructure
  Using Q-learning to better navigate orderbooks.
  ☆21Updated 6 years ago
• stochasticresearch / copula-py
  Python Copula Module
  ☆42Updated 2 years ago
• AlexIoannides / pymc-stochastic-process
  Bayesian Inference and parameter estimation in quant finance.
  ☆42Updated 6 years ago
• amwatt / thermal_optimal_path
  Dynamic lead/lag inference for time series
  ☆15Updated 6 years ago
• melvinmt / sharpefolio
  Stock portfolio optimizer in Python based on least correlated moving sharpe / sortino ratios.
  ☆54Updated 9 years ago
• mhamilton723 / pyTrading
  A library for stock market analysis and automated trading, powered by sklearn.
  ☆41Updated 9 years ago
• RefaelLasry / EstimationOfCovarianceMatrix
  Estimation of the Covariance Matrix - linear and nonlinear shrinkage
  ☆22Updated 2 years ago
• ajtulloch / IntensityCreditModels
  Code used to implement various stochastic intensity models for univariate and multivariate credit risk models.
  ☆21Updated 11 years ago