tthustla / efficient_frontierLinks
Markowitz portfolio optimisation (efficient frontier) in Python
☆198Updated 7 years ago
Alternatives and similar repositories for efficient_frontier
Users that are interested in efficient_frontier are comparing it to the libraries listed below
Sorting:
- In this notebook we will explore a machine learning approach to find anomalies in stock options pricing.☆261Updated 6 years ago
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆212Updated 4 years ago
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆308Updated 4 months ago
- Source code for the blog post on the evolution of the asset allocation methods☆214Updated 5 years ago
- ☆212Updated 7 years ago
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆364Updated 6 years ago
- Quantitative finance research tools in Python☆429Updated 2 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆166Updated 5 years ago
- An open source library for portfolio optimisation☆360Updated last year
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆132Updated 4 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆120Updated 4 years ago
- Machine Learning for finance and investment introduction☆259Updated 7 years ago
- ☆114Updated last year
- Programs for stock prediction and evaluation☆362Updated 7 months ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆161Updated 6 years ago
- Sources codes for: Mastering Python for Finance, Second Edition☆419Updated 2 months ago
- Quantitative Finance and Algorithmic Trading☆365Updated 10 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆263Updated 2 years ago
- Option Calculator using Black-Scholes model and Binomial model☆170Updated 5 years ago
- ☆66Updated 6 years ago
- Notes and examples about Portfolio Construction and Analysis with Python (Jupyter notebooks)☆191Updated last year
- Source Codes for the Book of Trading Strategies☆176Updated 3 years ago
- Stanford Project: Artificial Intelligence is changing virtually every aspect of our lives. Today’s algorithms accomplish tasks that until…☆271Updated 2 years ago
- Repository of Python for Finance Cookbook, published by Packt☆86Updated 4 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
- Listed Volatility and Variance Derivatives (Wiley Finance)☆149Updated 3 years ago
- tpqoa is a Python wrapper package for the Oanda REST API v20 for algorithmic trading.☆181Updated 2 years ago
- Source code for my personal blog☆194Updated 4 months ago
- For value investing dashboard☆170Updated 2 years ago