Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
翻译 - python中的金融投资组合优化,包括经典有效前沿,Black-Litterman,分层风险平价
#计算机科学#MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
翻译 - MlFinlab通过提供可再现,可解释且易于使用的工具,帮助希望利用机器学习功能的投资组合经理和交易员。
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
翻译 - Riskfolio-Lib是一个库,用于使用Python进行定量战略资产分配或投资组合优化。
#计算机科学#A list of online resources for quantitative modeling, trading, portfolio management
#计算机科学#Quantitative analysis, strategies and backtests
A program for financial portfolio management, analysis and optimisation.
An Open Source Portfolio Backtesting Engine for Everyone | 面向所有人的开源投资组合回测引擎
#区块链#Attempting to replicate "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem" https://arxiv.org/abs/1706.10059 (and an openai gym environment)
The Open-Source Backtesting Engine/ Trading Simulator by Bertram Solutions.
An open source library for portfolio optimisation
Applying Reinforcement Learning in Quantitative Trading
Оценка эффективности инвестиций с учетом комиссий, налогов (удержанных и ожидающихся), дивидендов и купонов.
Implement AI Trading Strategies with Backtrader
#计算机科学#PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professionals in the industry.
#计算机科学#CSCI 599 deep learning and its applications final project
This repository contains the customized trading algorithms that I have created using the Quantopian IDE.
Free python/telegram bot for easy execution and surveillance of crypto trading plans on multiple exchanges.
Options and Option Strategies analytics for educational purpose using the Black-Scholes Model