rian-dolphin / Efficient-Frontier-Python
Plotting the Efficient Frontier in Python. Inspired by Markowitz Modern Portfolio Theory.
☆17Updated 3 years ago
Related projects: ⓘ
- ☆34Updated 3 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆34Updated 4 months ago
- Quantitative analysis of fundamentals in quarterly reports by Machine Learning☆22Updated 4 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆33Updated 2 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated last year
- Various python scripts to introduce mean reversion concepts.☆21Updated 6 years ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 3 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆24Updated 4 months ago
- Implements different approaches to tactical and strategic asset allocation☆25Updated last year
- Design your own Trading Strategy☆35Updated 6 months ago
- Backtesting the thesis paper entitled: Trading volatility Trading strategies based on the VIX term structure☆29Updated last year
- ☆34Updated 3 years ago
- This repo is for my articles published on Medium.com☆15Updated last year
- We are hard pressed to find a concrete implementation of both Benoit Mandelbrot's "A Multifractal Model of Asset Returns" and Edgar E. Pe…☆49Updated 2 years ago
- ☆12Updated 3 years ago
- A financial trading method using machine learning.☆56Updated last year
- Attribution and optimisation using a multi-factor equity risk model.☆31Updated 7 months ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆11Updated last year
- Financial risk analysis on a stocks portfolio through the VaR (Value at Risk), using Monte Carlo Simulation and Multiple Linear Regressio…☆18Updated 3 years ago
- This notebook is devoted to exploring some aspects of the Capital Asset Pricing Model (CAPM) using Python☆18Updated 5 years ago
- Find trading pairs with Machine Learning☆39Updated 3 years ago
- The repository contains the code for project for DS 5500 course at Northeastern.☆35Updated 4 years ago
- Predictive yield curve modeling in reduced dimensionality☆37Updated last year
- detecting regime of financial market☆27Updated last year
- factor return calculation, mean-variance / Black&Litterman portfolio optimization, risk decomposition☆27Updated 5 years ago
- Portfolio optimization with cvxopt☆14Updated last year
- A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will inc…☆26Updated last year
- Algorithmic multi-greek hedges using Python☆17Updated 3 years ago
- Modeling the S&P500 index as a hidden markov model for regime identification and creating a trading algorithm to capitalize on hidden sta…☆27Updated 4 years ago
- ☆23Updated last year