metalcorebear / Markowitzify
Markowitzify will implement a variety of portfolio and stock/cryptocurrency analysis methods to optimize portfolios or trading strategies. The two primary classes are "portfolio" and "stonks."
☆36Updated 4 years ago
Alternatives and similar repositories for Markowitzify:
Users that are interested in Markowitzify are comparing it to the libraries listed below
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆45Updated 3 years ago
- Stock and Forex market prediction using ML and time-series modelling☆36Updated 6 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆33Updated 2 years ago
- Library for simulation and analysis of vanilla and exotic options☆31Updated 4 years ago
- A financial trading method using machine learning.☆59Updated last year
- Capital Asset Pricing Model implementation in python to analyze stock risk and return.☆25Updated 3 years ago
- A program to optimize option trading strategies☆12Updated 4 years ago
- By means of stochastic volatility models☆42Updated 4 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆41Updated 4 years ago
- A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.☆87Updated last year
- Python Jupyter Notebooks for Financial Portfolio Optimization☆32Updated 6 years ago
- Algorithmic multi-greek hedges using Python☆18Updated 4 years ago
- Portfolio optimization with cvxopt☆24Updated this week
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆56Updated 5 years ago
- ☆35Updated 7 years ago
- A collection of various computational methods to optimize a user's investment portfolio using Modern Portfolio Theory and optimizing vari…☆39Updated 4 years ago
- quantitative - Quantitative finance back testing library☆64Updated 5 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆25Updated 8 months ago
- Quantitative Finance using python - Derivatives Pricing☆43Updated 6 years ago
- trade ES Futures Options☆33Updated 4 years ago
- MBATS is a docker based platform for developing, testing and deploying Algorthmic Trading strategies with a focus on Machine Learning bas…☆49Updated last year
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆49Updated 3 years ago
- ☆24Updated 6 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 4 years ago
- Dynamic algorithmic trading systems in Python using Interactive Broker's Python API☆19Updated 3 years ago
- Built a smart beta portfolio and compared it to a benchmark index by calculating the tracking error. Built a portfolio using quadratic pr…☆60Updated 5 years ago
- Tool to visualize changes in the Black–Scholes model with respect to other variables. 2D or 3D data output. Can also be used to get curre…☆19Updated last year
- A research/testing tool for stock trading strategies☆32Updated 7 years ago
- A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will inc…☆26Updated last year