thk3421-models / cardielLinks
A tool for portfolio managers: use the Black-Litterman model to view optimal portfolio allocations using several of the most popular optimization methods.
☆84Updated last year
Alternatives and similar repositories for cardiel
Users that are interested in cardiel are comparing it to the libraries listed below
Sorting:
- A tool for combining historical data with user-provided forecasts to produce Kelly optimal portfolio allocations☆89Updated 6 months ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆128Updated 5 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆176Updated 4 years ago
- To classify trades into buyer- and seller-initiated.☆155Updated 3 years ago
- Probability of Backtest Overfitting in Python☆129Updated 2 years ago
- Macrosynergy Quant Research☆166Updated this week
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆145Updated last year
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆94Updated 4 years ago
- Notebooks based on financial machine learning.☆58Updated 5 years ago
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆98Updated last month
- Get meaningful OHLCV datasets☆93Updated last week
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆173Updated last year
- Python Financial ENGineering (PyFENG package in PyPI.org)☆176Updated 4 months ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆97Updated 2 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆246Updated last year
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆62Updated 2 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 6 years ago
- Research Repo (Archive)☆74Updated 5 years ago
- Python library for asset pricing☆126Updated last year
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Updated 2 years ago
- ☆215Updated 8 years ago
- Material accompanying the MOSEK Portfolio Optimization Cookbook☆99Updated last week
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Material for QuantUniversity talk on Sythetic Data Generation for Finance.☆124Updated 5 years ago
- Fast and scalable construction of risk parity portfolios☆317Updated last month
- Quantamental finance research with python☆153Updated 3 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 7 years ago
- Source code for my personal blog☆196Updated last week
- Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit☆127Updated 4 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆123Updated 2 years ago