mrafayaleem / equity-portfolio-prediction
☆59Updated 5 years ago
Alternatives and similar repositories for equity-portfolio-prediction:
Users that are interested in equity-portfolio-prediction are comparing it to the libraries listed below
- ☆71Updated 2 years ago
- ☆35Updated 3 years ago
- Repository for teachings on Quant Finance☆49Updated 5 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆43Updated 2 years ago
- quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha com…☆230Updated 2 years ago
- Autoencoder framework for portfolio selection (paper published by J. B. Heaton, N. G. Polson, J. H. Witte.)☆129Updated 4 years ago
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆127Updated 3 years ago
- ☆28Updated 7 years ago
- ☆36Updated 3 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆128Updated 6 years ago
- Backtesting toolbox for trading strategies - DEPRECATED☆114Updated 4 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆117Updated 4 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆122Updated 5 years ago
- Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.☆40Updated 7 years ago
- Listed Volatility and Variance Derivatives (Wiley Finance)☆143Updated 3 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆84Updated 4 years ago
- ☆106Updated 7 years ago
- ☆57Updated last year
- Notebook for <Advances in Financial Machine Learning> using Python 3.7☆43Updated 6 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆75Updated 6 years ago
- An intelligent recommender system for stock analyzing, predicting and trading☆141Updated 3 years ago
- ☆62Updated 6 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆258Updated 2 years ago
- Quantitative Finance using python - Derivatives Pricing☆43Updated 7 years ago
- ☆54Updated 6 years ago
- This project explores the way to construct the multiple factor risk model to calculate the risk contribution of each factor and the total…☆72Updated 7 years ago
- ☆112Updated 11 months ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆46Updated 7 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- Applying Deep Learning and NLP in Quantitative Trading☆104Updated 6 years ago