zhangyi-hu / pymcef
Python Monte Carlo Efficient Frontier (PyMCEF) package
☆14Updated 2 years ago
Related projects ⓘ
Alternatives and complementary repositories for pymcef
- A fast, interactive, graphical-user-interface oriented software suite for predictive modeling, multivariate time series analysis, real-t…☆17Updated 8 years ago
- A pipeline to optimize a portfolio of assets and test it against unseen data.☆12Updated 4 years ago
- Price response function and spread impact analysis in correlated financial markets☆15Updated 2 years ago
- finance☆43Updated 7 years ago
- ☆10Updated 7 years ago
- A python implementation of R's PerformanceAnalytics package☆22Updated 10 years ago
- L1 Trend Filtering☆19Updated 6 months ago
- Financial applications focusing on portfolio management for Python☆16Updated last year
- R package for fitting the partially cointegrated model☆14Updated last year
- ☆19Updated 7 years ago
- Implementation of transfer learning based with autoencoder architecture☆17Updated 4 years ago
- Time series and Financial analysis in python☆14Updated 5 years ago
- Portfolio optimization package in Python.☆16Updated 4 years ago
- This paper studies how a machine learning algorithm can generate tactical allocation which outperforms returns for a pre-defined benchmar…☆11Updated 3 years ago
- R package for high frequency time series data management☆61Updated 2 weeks ago
- Files for Python Talk☆24Updated 8 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆27Updated 4 years ago
- Code and examples for the project on risk-constrained Kelly gambling☆26Updated 4 years ago
- Asynchronous financial data management☆21Updated 7 years ago
- Advancing in Financial Machine Learning☆16Updated 4 years ago
- ☆11Updated 3 years ago
- Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.☆23Updated 6 years ago
- Implied volatility surface interpolation with shape-constrained bayesian neural network.☆14Updated 3 years ago
- ☆11Updated 8 years ago
- Event-driven Algorithmic Trading For Python☆25Updated 5 years ago
- Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling☆17Updated 5 years ago
- Python package for generating Directional Changes - a technical analysis indicator - from time series.☆19Updated 6 years ago
- Code implementations of my studies on the book Advances in Financial Machine Learning☆12Updated 4 years ago
- The Thalesians' LaTeX library☆11Updated 9 months ago