mrafayaleem / equity-portfolio-predictionLinks
☆60Updated 6 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
Sorting:
- In this notebook we will explore a machine learning approach to find anomalies in stock options pricing.☆272Updated 6 years ago
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆135Updated 4 years ago
- ☆75Updated 3 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆124Updated 4 years ago
- Machine Learning and Reinforcement Learning in Finance New York University Tandon School of Engineering☆274Updated 5 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆135Updated 7 years ago
- Backtesting toolbox for trading strategies - DEPRECATED☆110Updated 5 years ago
- Listed Volatility and Variance Derivatives (Wiley Finance)☆160Updated 4 years ago
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆221Updated 4 years ago
- Machine Learning for finance and investment introduction☆261Updated 7 years ago
- Repository for teachings on Quant Finance☆50Updated 6 years ago
- Source code for the blog post on the evolution of the asset allocation methods☆220Updated 6 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆246Updated last year
- Autoencoder framework for portfolio selection (paper published by J. B. Heaton, N. G. Polson, J. H. Witte.)☆134Updated 5 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 6 years ago
- Quantitative finance research tools in Python☆448Updated 2 years ago
- ☆195Updated 5 years ago
- Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …☆75Updated 5 years ago
- quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha com…☆236Updated 3 years ago
- An open source library for portfolio optimisation☆367Updated last year
- Markowitz portfolio optimisation (efficient frontier) in Python☆203Updated 7 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆270Updated 3 years ago
- ☆65Updated 7 years ago
- Repository of Python for Finance Cookbook, published by Packt☆87Updated 4 years ago
- ☆27Updated 8 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆128Updated 5 years ago
- This git repository is based on the work of J.Heaton, N.Polson and J.Witte and their articleDeep Learning for Finance: Deep Portfolios. …☆48Updated 7 years ago
- ☆117Updated last year
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆171Updated 6 years ago
- the book with script☆81Updated 8 years ago