mnalevanko / all-weather-for-noobs
Semi-automated investing strategy (risk parity)
☆25Updated 8 years ago
Alternatives and similar repositories for all-weather-for-noobs:
Users that are interested in all-weather-for-noobs are comparing it to the libraries listed below
- CVXPY Portfolio Optimization Sample☆44Updated 7 years ago
- ☆21Updated 4 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
- Futures trading database/backtester/analysis☆19Updated 6 years ago
- Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction☆30Updated 7 years ago
- Randomly partitions time series segments into train, development, and test sets; Trains multiple models optimizing parameters for develo…☆11Updated 4 years ago
- ☆24Updated 6 years ago
- Volatility trading☆21Updated 3 months ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- Stock Price prediction using news data. The datasets used consists news and stock price data from 2008 to 2016. The polarity(Subjectivity…☆48Updated 7 years ago
- Quantitative Momentum - Investment Strategy inspired by Wesley Gray and Jack Vogel☆37Updated 6 years ago
- The course, authored by Prof. Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading)…☆12Updated 6 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆46Updated 7 years ago
- Novice's attempt for Stock Prices Prediction & Portfolio Optimization using Machine Learning with Python & Scikit Learn☆56Updated 3 years ago
- Library for simulation and analysis of vanilla and exotic options☆31Updated 4 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…☆62Updated 5 years ago
- Factor Investing Library☆23Updated 2 years ago
- A library for portfolio optimization algorithms with python interface.☆28Updated 4 years ago
- finance☆43Updated 7 years ago
- tools for alpha research☆23Updated 7 years ago
- Trend Prediction for High Frequency Trading☆37Updated 2 years ago
- Some trading strategies implemented using Backtrader☆28Updated 5 years ago
- Quantitative analysis of fundamentals in quarterly reports by Machine Learning☆22Updated 4 years ago
- Hedging portfolios with reinforcement learning.☆34Updated 7 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆25Updated 8 months ago
- Development space for PhD in Finance☆33Updated 4 years ago
- Machine Learning for Quantitative Finance☆24Updated 6 years ago
- Quantlib是一个个人维护、使用的量化模块，主要用于金融数据的获取、清洗、变换和分析等功能。☆21Updated 6 years ago
- 实行gamma scalping策略时的期权组合选择工具☆15Updated 5 years ago
- keywords - Kmeans Clustering, Tsne, PCA, Indian Stocks, Johansen test☆30Updated 6 years ago