romanmichaelpaolucci / Automatic_Portfolio_Optimization
A pipeline to optimize a portfolio of assets and test it against unseen data.
☆13Updated 5 years ago
Alternatives and similar repositories for Automatic_Portfolio_Optimization:
Users that are interested in Automatic_Portfolio_Optimization are comparing it to the libraries listed below
- Algorithmic multi-greek hedges using Python☆19Updated 4 years ago
- Dynamic algorithmic trading systems in Python using Interactive Broker's Python API☆20Updated 4 years ago
- Library for simulation and analysis of vanilla and exotic options☆33Updated 4 years ago
- ☆35Updated 7 years ago
- 'Portfolio Analysis, methods for portfolio optimization'☆22Updated 4 years ago
- ☆22Updated 7 years ago
- Layer to connect with market providers for data + trading from different algorithmic trading providers / cryptocurrencurrencies / forex /…☆14Updated 2 years ago
- Implementation of option pricing models using Numba that performs better. This entire project has utilized as little libraries as possibl…☆16Updated 2 years ago
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆13Updated last year
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- Code for Undergraduate Dissertation; Exploration of Discrete Time Mean-Variance Hedging strategies 📈☆14Updated 3 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆13Updated last year
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆58Updated 5 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 4 years ago
- Option Strategy for Futures☆14Updated 4 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Portfolio optimization with cvxopt☆38Updated 3 months ago
- Financial applications focusing on portfolio management for Python☆16Updated 2 years ago
- A research/testing tool for stock trading strategies☆34Updated 7 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 3 years ago
- Genetic based optimization prior to standard backpropagation, the accompanying medium article can be found here☆13Updated 5 years ago
- ☆24Updated 6 years ago
- Algorithmic trading and backtests using backtrader☆13Updated 2 years ago
- Value and Momentum Using Machine Learning☆11Updated 4 years ago
- ☆12Updated last year
- Hedge long only portfolio using structural entropy☆15Updated 2 years ago
- In this project, I explore various machine learning techniques including Principal Component Analysis (PCA), Support Vector Machines (SVM…☆10Updated 2 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆42Updated 5 years ago
- Basic Limit Order Book functions☆21Updated 7 years ago