psthomas / efficient-frontierLinks
A Python implementation of Modern Portfolio Theory, with applications to philanthropy
☆38Updated 5 years ago
Alternatives and similar repositories for efficient-frontier
Users that are interested in efficient-frontier are comparing it to the libraries listed below
Sorting:
- A collection of code snippets that can be constructed into larger trading algorithms.☆110Updated 9 years ago
- Providing financial analysis tools to the Python open-source community.☆67Updated 11 years ago
- A Python library implementing Bayesian methods for solving estimation and forecasting problems in time series analysis☆21Updated 8 years ago
- This repository contains Python-based tools for Computational Finance. It is related to the Computational Finance blog run by Stuart Reid…☆53Updated 11 years ago
- ☆30Updated 4 years ago
- Statistical arbitrage simulation, modeling and backtesting with Python.☆57Updated 9 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆47Updated 9 years ago
- Machine Learning for Financial Market Prediction☆59Updated 7 years ago
- Deep learning for forecasting company fundamental data☆141Updated 6 years ago
- A Python framework for R&D of financial investment strategies, and trading them algorithmiclly via Quantopian.com☆51Updated 11 years ago
- ☆114Updated 5 years ago
- Files for Python Talk☆24Updated 9 years ago
- Python Monte Carlo Simulation to model returns from randomly generated portfolios against a benchmark index.☆23Updated 11 years ago
- aka "Bayesian Methods for Hackers": An introduction to Bayesian methods + probabilistic programming with a computation/understanding-firs…☆75Updated 9 years ago
- Jupyter (IPython) notebooks for exploring mixture models☆37Updated 8 years ago
- Talks that I have given/plan to give☆30Updated 6 years ago
- Open Source Tools for Financial Time Series Analysis and Visualization☆70Updated 10 years ago
- IPython Notebooks from old blog posts☆28Updated 8 years ago
- Depricated repo. Please refer to mlfinlab☆113Updated 5 years ago
- A Python toolkit for high-frequency trade research.☆43Updated 7 years ago
- Deep Learning Stock Volatility with Google Domestic Trends: https://arxiv.org/pdf/1512.04916.pdf☆95Updated 3 years ago
- The Thalesians' Python library☆64Updated 9 years ago
- Python package for timeseries analysis and manipulation☆86Updated 9 years ago
- ☆15Updated 10 years ago
- Financial Time Series Price forecast using Keras for Tensorflow. RNN LSTM☆47Updated 9 years ago
- Zero Intelligence Agent-Based Model of Modern Limit Order Book☆54Updated 8 years ago
- Root-finding algos, Black-Scholes and trees with Python☆44Updated 11 years ago
- α collection of resources for people interested in quant finance☆53Updated 7 years ago
- generating quantopian scripts from multiple files in zipline☆54Updated 9 years ago
- An automated system to store and maintain financial data.☆69Updated 6 years ago