Alternatives and similar repositories for port_opt

Users that are interested in port_opt are comparing it to the libraries listed below

• yhilpisch / pydlon15
  Open Source Tools for Financial Time Series Analysis and Visualization
  ☆70Updated 10 years ago
• BlackArbsCEO / Mixture_Models
  Jupyter (IPython) notebooks for exploring mixture models
  ☆37Updated 8 years ago
• druce / Machine-learning-for-financial-market-prediction
  Machine Learning for Financial Market Prediction
  ☆59Updated 7 years ago
• pjgranahan / qfrm
  Python tools to quantitatively manage financial risk
  ☆69Updated 6 years ago
• robcarver17 / ibswigsystematicexamples
  Automatically exported from code.google.com/p/ibswigsystematicexamples
  ☆38Updated 8 years ago
• QGoGithub / Python_ds_Research
  Python based Quant Finance Models, Tools and Algorithmic Decision Making
  ☆47Updated 8 years ago
• BlackArbsCEO / synthetic_time_series
  ☆27Updated 6 years ago
• quantopian / algorithm-component-library
  A collection of code snippets that can be constructed into larger trading algorithms.
  ☆110Updated 9 years ago
• BlackArbsCEO / iex_intraday_equity_downloader_public
  ☆36Updated 7 years ago
• omartinsky / QuantAndFinancial
  This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com
  ☆135Updated 4 years ago
• KhaledSharif / quantopian-ensemble-methods
  Assisting repository for the published paper investigating ensemble methods in algorithmic trading.
  ☆44Updated 7 years ago
• bespector / implied-vol
  ☆45Updated 5 years ago
• RJT1990 / Active-Portfolio-Management-Notes
  Notes for Active Portfolio Management, by Grinold and Kahn
  ☆47Updated 9 years ago
• drquant / Python_Finance
  Computational Finance related Python Code
  ☆28Updated 10 years ago
• BlackArbsCEO / mixture_model_trading_public
  ☆195Updated 5 years ago
• philipperemy / stock-volatility-google-trends
  Deep Learning Stock Volatility with Google Domestic Trends: https://arxiv.org/pdf/1512.04916.pdf
  ☆94Updated 3 years ago
• convergenceIM / alpha-scientist
  ☆75Updated 3 years ago
• Jackal08 / QuantInsti-Final-Project-Statistical-Arbitrage
  QuantInsti EPAT: Final Project on Statistical Arbitrage
  ☆117Updated 8 years ago
• kouzapo / QFiPy
  Portfolio optimization package in Python.
  ☆16Updated 5 years ago
• PortfolioEffect / PE-HFT-Python
  Python library for high frequency portfolio analysis, intraday backtesting and optimization
  ☆68Updated 8 years ago
• tomyitav / talib-extensions
  Implementing technical indicators that are not implemented in ta-lib
  ☆68Updated 9 years ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆34Updated 5 years ago
• euclidjda / deep-quant
  Deep learning for forecasting company fundamental data
  ☆141Updated 6 years ago
• davidastephens / pandas-finance
  High level API for access to and analysis of financial data.
  ☆160Updated 10 months ago
• benjaminmgross / visualize-wealth
  portfolio construction and quantitative analysis
  ☆145Updated 10 years ago
• ailzy / RISKIM
  Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction
  ☆30Updated 8 years ago
• Quantoria / Risk_Budgeting
  Risk_Budgeting is a Python project that uses the risk budgeting approach for portfolio asset allocation
  ☆23Updated 8 years ago
• StuartGordonReid / Comp-Finance
  This repository contains Python-based tools for Computational Finance. It is related to the Computational Finance blog run by Stuart Reid…
  ☆53Updated 11 years ago
• tcloaa / Deep-Portfolio-Theory
  Autoencoder framework for portfolio selection (paper published by J. B. Heaton, N. G. Polson, J. H. Witte.)
  ☆134Updated 5 years ago
• omartinsky / PYBOR
  PYBOR is multi-curve interest rate framework and risk engine based on multivariate optimization techniques, written in Python
  ☆42Updated last year