ntrang086 / computational_investing
modeling the behavior of stock markets: create a market simulator, technical indicator, and a strategy that generates orders
☆21Updated 7 years ago
Alternatives and similar repositories for computational_investing:
Users that are interested in computational_investing are comparing it to the libraries listed below
- Building a smart beta portfolio. For Udacity's AI for Trading Nanodegree.☆20Updated 6 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…☆65Updated 6 years ago
- Machine learning simulation for security prices.☆20Updated 7 years ago
- ☆12Updated last year
- ☆10Updated 7 years ago
- A financial blotter for trading FX and Futures☆23Updated 7 years ago
- ☆22Updated 4 years ago
- A library for portfolio optimization algorithms with python interface.☆30Updated 4 years ago
- This project tries to replicate hedge funds returns.☆24Updated 6 years ago
- Library for simulation and analysis of vanilla and exotic options☆31Updated 4 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆66Updated 7 years ago
- Stock portfolio optimizer in Python based on least correlated moving sharpe / sortino ratios.☆54Updated 9 years ago
- Select a supervised algorithm that can predict stock prices of historical data based on the predictors (statistical indicators). Accordin…☆44Updated 2 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
- Zipline Extensions for QuantRocket☆18Updated 4 years ago
- The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…☆56Updated 2 years ago
- tools for alpha research☆23Updated 7 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆131Updated 6 years ago
- Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction☆30Updated 8 years ago
- Extensible Algo-Trading Python Package.☆21Updated 2 years ago
- Root-finding algos, Black-Scholes and trees with Python☆44Updated 10 years ago
- Optimal Rebalancing Strategy Using Dynamic Programming for Institutional Portfolios☆22Updated 10 years ago
- ☆24Updated 8 years ago
- Distributed Trading Platform☆12Updated 6 years ago
- CVXPY Portfolio Optimization Sample☆45Updated 8 years ago
- Hedging portfolios with reinforcement learning.☆35Updated 7 years ago
- Some trading strategies implemented using Backtrader☆29Updated 6 years ago
- Capital Asset Pricing Model implementation in python to analyze stock risk and return.☆26Updated 3 years ago
- Quantitative Finance using python - Derivatives Pricing☆43Updated 7 years ago
- Implementing technical indicators that are not implemented in ta-lib☆68Updated 8 years ago