yhilpisch / rl4f
This repository contains the code for the O'Reilly book Reinforcement Learning for Finance.
☆19Updated last month
Related projects ⓘ
Alternatives and complementary repositories for rl4f
- This collects the scripts and notebooks required to reproduce my published work.☆43Updated this week
- Resources for the AI in Finance Workshop at Texas State University (October 2023).☆48Updated last year
- Portfolio Management for Everyone☆13Updated 10 months ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆41Updated 4 years ago
- Using Dask, a Python framework, I handle 900 million rows of S&P E-mini futures trade tick data directly on a local machine. Through expl…☆36Updated 8 months ago
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆60Updated 3 months ago
- ☆57Updated last year
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆16Updated 6 months ago
- Financial and Investment Data Science: FinDS Python library and examples for applying quantitative and machine learning methods on struct…☆37Updated 5 months ago
- By means of stochastic volatility models☆41Updated 4 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆33Updated 2 years ago
- Resources for the Machine Learning for Finance workshop at Texas State University (November 2022).☆16Updated 2 years ago
- Python library for asset pricing☆104Updated 8 months ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆39Updated 4 years ago
- Source code for Multicriteria Portfolio Construction with Python☆28Updated 3 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆52Updated 3 months ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆50Updated 10 months ago
- Macrosynergy Quant Research☆106Updated this week
- Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning☆33Updated 4 years ago
- Stock and Forex market prediction using ML and time-series modelling☆35Updated 6 years ago
- Simple portfolio analysis and management.☆27Updated 3 years ago
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆46Updated last year
- PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…☆38Updated 3 years ago
- Quantitative finance research notebooks☆18Updated 4 years ago
- This notebook is devoted to exploring some aspects of the Capital Asset Pricing Model (CAPM) using Python☆18Updated 5 years ago
- ☆14Updated 2 years ago
- Risk tools for commodities trading and finance☆27Updated 2 months ago
- Implements different approaches to tactical and strategic asset allocation☆26Updated last year
- Factor Investing Library☆22Updated 2 years ago