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.☆109Updated 8 years ago
- A Python library implementing Bayesian methods for solving estimation and forecasting problems in time series analysis☆21Updated 8 years ago
- Providing financial analysis tools to the Python open-source community.☆65Updated 11 years ago
- Statistical arbitrage simulation, modeling and backtesting with Python.☆57Updated 9 years ago
- IPython Notebooks from old blog posts☆28Updated 8 years ago
- ☆30Updated 4 years ago
- A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)☆12Updated this week
- Python Monte Carlo Simulation to model returns from randomly generated portfolios against a benchmark index.☆23Updated 10 years ago
- Open Source Tools for Financial Time Series Analysis and Visualization☆69Updated 10 years ago
- Kryptos AI is a virtual investment assistant that manages your cryptocurrency portfolio☆50Updated 4 years ago
- ☆114Updated 5 years ago
- Talks that I have given/plan to give☆30Updated 6 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆46Updated 9 years ago
- A Python toolkit for high-frequency trade research.☆42Updated 7 years ago
- An automated system to store and maintain financial data.☆69Updated 6 years ago
- Deep learning for forecasting company fundamental data☆142Updated 6 years ago
- Machine Learning for Financial Market Prediction☆59Updated 6 years ago
- Deep learning framework for HFT algorithmic trading strategy development☆75Updated 4 years ago
- Kelly Criterion calculation☆101Updated 2 years ago
- Depricated repo. Please refer to mlfinlab☆113Updated 5 years ago
- High level API for access to and analysis of financial data.☆156Updated 5 months ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆46Updated 7 years ago
- This repository contains Python-based tools for Computational Finance. It is related to the Computational Finance blog run by Stuart Reid…☆54Updated 11 years ago
- finance☆43Updated 8 years ago
- DEPRECATED Former Python version of Quantiacs toolbox and sample trading strategies. New toolbox available at: https://github.com/quantia…☆224Updated 4 years ago
- Currency Portfolio Optimization - IPython notebook and data☆26Updated 9 years ago
- Using Genetic Programming for Securities Analysis☆47Updated 12 years ago
- Deep Learning Stock Volatility with Google Domestic Trends: https://arxiv.org/pdf/1512.04916.pdf☆94Updated 3 years ago
- Stock portfolio optimizer in Python based on least correlated moving sharpe / sortino ratios.☆54Updated 10 years ago
- ☆14Updated 9 years ago