roesenerm / MPT
Modern Portfolio Theory
☆34Updated 4 years ago
Alternatives and similar repositories for MPT:
Users that are interested in MPT are comparing it to the libraries listed below
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 5 years ago
- Quantamental finance research with python☆146Updated 2 years ago
- Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …☆73Updated 5 years ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- Repository for teachings on Quant Finance☆49Updated 5 years ago
- One-off scripts/analysis, usually to accompany my blog posts.☆43Updated 3 years ago
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆62Updated 2 weeks ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆59Updated 2 years ago
- Guides, tutorials and presentations☆55Updated last year
- Financial Analysis in Python☆33Updated 5 years ago
- Teaching Resources for Cuemacro courses☆53Updated last week
- ☆27Updated 7 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆160Updated 5 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated 11 months ago
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆207Updated 3 years ago
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆43Updated 5 years ago
- Quant Research☆71Updated last month
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆123Updated 4 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
- Ikaros is a free financial library built in pure python that can be used to get information for single stocks, generate signals and build…☆66Updated 3 years ago
- A python program to implement the discrete binomial option pricing model☆83Updated 3 years ago
- Predictive yield curve modeling in reduced dimensionality☆43Updated 2 years ago
- My Quant Research Papers (incl. Coding & Excel Examples)☆114Updated last month
- ☆211Updated 7 years ago
- Standardised Bloomberg Fixed Income Processing☆20Updated 5 years ago
- A fundamental equity risk model that decomposes the risk of a portfolio by factors and individual securities☆39Updated 7 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆85Updated 4 years ago
- Portfolio optimization with cvxopt☆37Updated 2 months ago
- ☆58Updated 2 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆132Updated 6 years ago