Portfolio optimization and index tracking for the FTSE index using genetic algorithm
☆12Jan 13, 2018Updated 8 years ago
Alternatives and similar repositories for Market-index-tracking-using-Genetic-Algorithm
Users that are interested in Market-index-tracking-using-Genetic-Algorithm are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Tracking S&P 500 index with deep learning model☆13Jul 2, 2023Updated 2 years ago
- ☆27Dec 8, 2022Updated 3 years ago
- Built a smart beta portfolio and compared it to a benchmark index by calculating the tracking error. Built a portfolio using quadratic pr…☆70Feb 7, 2019Updated 7 years ago
- ELECTRA MODEL NLP☆13Apr 8, 2020Updated 5 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆19Dec 8, 2022Updated 3 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click and start building anything your business needs.
- Python demo code for LOBSTER limit order book data☆13Dec 19, 2019Updated 6 years ago
- ☆25Nov 24, 2020Updated 5 years ago
- A python script that displays an animation of an electron propagation and its interaction with arbitrary potential. The program solves th…☆17Jul 18, 2019Updated 6 years ago
- convertible bond pricing project based on Monte Carlo simulation☆18Jul 1, 2023Updated 2 years ago
- Python-automated program for finding and exploiting arbitrage opportunities in international currency exchange market using high frequenc…☆16Oct 27, 2021Updated 4 years ago
- Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis☆27Nov 29, 2022Updated 3 years ago
- This github repo contains my replicate experiments of paper 'Enhancing Stock Movement Prediction with Adversarial Training'.☆20Mar 12, 2021Updated 5 years ago
- Deep learning models for high-frequency financial data (limited order book)☆19Apr 2, 2019Updated 6 years ago
- An OTP application you can use to transform files on the fly.☆11Dec 18, 2016Updated 9 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- A playground of basic examples decoding a JSON object☆10Jun 21, 2016Updated 9 years ago
- Fuzzy Moving Average System with Genetic Algorithm Optimisation for Trading Crude Palm Oil Futures☆28Oct 22, 2018Updated 7 years ago
- Deep Direct Recurrent Reinforcement Learning to learn trading system☆26Dec 20, 2017Updated 8 years ago
- Curriculum, exercises, and teaching materials for elm training.☆10Jun 21, 2020Updated 5 years ago
- ☆11Aug 10, 2022Updated 3 years ago
- Numerical solution of Hamilton Jacobi Bellman equations☆29Dec 10, 2014Updated 11 years ago
- Usage of policy gradient reinforcement learning to solve portfolio optimization problems (Tactical Asset Allocation).☆35Apr 25, 2019Updated 6 years ago
- AIPlanner is an machine learning based asset allocation and consumption planning calculator. Included are sources to two other similar ca…☆32Mar 12, 2024Updated 2 years ago
- A Django Admin add-on which adds functionality to export data in customized forms of output.☆11Jun 10, 2021Updated 4 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Docker image build for backtrader running on Jupyter Notebook / Anaconda 3 / Python 3☆13Oct 22, 2020Updated 5 years ago
- ☆11Apr 17, 2017Updated 8 years ago
- A pure JavaScript library to manage Django formsets☆14Sep 24, 2025Updated 6 months ago
- Phoenix + Elm application for browsing colors☆10Apr 27, 2016Updated 9 years ago
- Python implementations of empirical mode decomposition as well as EEMD and CEEMD variants.☆29Nov 20, 2020Updated 5 years ago
- An investment portfolio simulator☆12Oct 15, 2019Updated 6 years ago
- select stock automatically, trade manually☆12Jul 26, 2020Updated 5 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12May 30, 2021Updated 4 years ago
- ☆10Mar 23, 2018Updated 8 years ago
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- Attempt to provide a good-practice template for Python packages☆11May 13, 2016Updated 9 years ago
- Vpin caculation and backtesting☆14Aug 16, 2019Updated 6 years ago
- Backtesting tool on tick data☆11Jan 30, 2017Updated 9 years ago
- Create plugins right from your content.☆17Mar 2, 2026Updated 3 weeks ago
- High Frequency Trading Strategy☆12Dec 20, 2018Updated 7 years ago
- Estimating Option-Implied Probability Distributions for Equity Pricing☆11Aug 25, 2020Updated 5 years ago
- Experiments studying ensemble methods for stock portfolio selection☆15Oct 4, 2017Updated 8 years ago