tthustla / efficient_frontierLinks
Markowitz portfolio optimisation (efficient frontier) in Python
☆203Updated 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:
- ☆216Updated 8 years ago
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆219Updated 4 years ago
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆135Updated 4 years ago
- Quantitative finance research tools in Python☆445Updated 2 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆169Updated 7 years ago
- In this notebook we will explore a machine learning approach to find anomalies in stock options pricing.☆270Updated 6 years ago
- Source code for the blog post on the evolution of the asset allocation methods☆220Updated 6 years ago
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆315Updated 10 months ago
- Listed Volatility and Variance Derivatives (Wiley Finance)☆158Updated 3 years ago
- Notes and examples about Portfolio Construction and Analysis with Python (Jupyter notebooks)☆200Updated 2 years ago
- Tutorials for SimFin - Simple financial data for Python☆282Updated last year
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆171Updated 6 years ago
- Machine Learning for finance and investment introduction☆260Updated 7 years ago
- Source code for my personal blog☆196Updated 3 weeks ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆124Updated 4 years ago
- ☆117Updated last year
- Open source TCA (transaction cost analysis) Python library for FX spot☆247Updated last year
- Analyzing stock market trends using several different indicators in quantum finance. I explore machine learning and standard crossovers t…☆103Updated 2 years ago
- Guides, tutorials and presentations☆56Updated 2 years ago
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆378Updated 7 years ago
- Repository of Python for Finance Cookbook, published by Packt☆87Updated 4 years ago
- Sources codes for: Mastering Python for Finance, Second Edition☆435Updated last week
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆135Updated 6 years ago
- Implementation of 5-factor Fama French Model☆137Updated 4 years ago
- An open source library for portfolio optimisation☆366Updated last year
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆175Updated 4 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆268Updated 3 years ago
- tpqoa is a Python wrapper package for the Oanda REST API v20 for algorithmic trading.☆188Updated 2 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 6 years ago
- A python program to implement the discrete binomial option pricing model☆84Updated 3 years ago