zhuodannychen / Portfolio-OptimizationLinks
Modern Portfolio Theorem for portfolio optimization and asset allocation
☆13Updated 3 years ago
Alternatives and similar repositories for Portfolio-Optimization
Users that are interested in Portfolio-Optimization are comparing it to the libraries listed below
Sorting:
- ☆16Updated 10 months ago
- Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio retur…☆30Updated 4 years ago
- ☆83Updated 11 months ago
- This repository is the result of our work for the course CSCI-SHU 360 Machine Learning☆75Updated 4 years ago
- Codes for the concepts related to quantitative finance☆58Updated last month
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆88Updated 3 years ago
- Portfolio Construction and Risk Management book's Python code.☆146Updated last month
- Portfolio optimization with cvxopt☆40Updated 9 months ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆73Updated last year
- The code used for the free quants@dev Webinar series on Reinforcement Learning in Finance☆104Updated 3 years ago
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆266Updated last month
- Portfolio optimization using Genetic algorithm.☆62Updated 4 years ago
- Deep Neural Networks for Options Pricing (Python)☆49Updated 7 years ago
- Predictive yield curve modeling in reduced dimensionality☆45Updated 2 years ago
- Python Jupyter Notebooks for Financial Portfolio Optimization☆37Updated 7 years ago
- Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"☆36Updated 2 years ago
- Entropy Pooling in Python with a BSD 3-Clause license.☆41Updated last year
- Alpha Generation using Data Science and Quantitative Analysis with integrated Risk Model☆52Updated 5 years ago
- Code of paper "Stock Price Prediction Incorporating Market Style Clustering" published in Cognitive Computation.☆26Updated 4 years ago
- 📒 A collection of notes exploring Quantitative Finance concepts with Python☆90Updated 2 months ago
- Mean Variance (Markowitz) Portfolio Optimization and Beyond☆64Updated last year
- 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…☆41Updated last year
- Implementation of 5-factor Fama French Model☆135Updated 4 years ago
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆168Updated last year
- CS7641 Team project☆97Updated 5 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆31Updated 5 years ago
- ☆77Updated 4 years ago
- ☆47Updated 2 years ago
- ☆50Updated 2 years ago
- FinML: A Practical Machine Learning Framework for Dynamic Stock Selection☆162Updated last year