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Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
A list of online resources for quantitative modeling, trading, portfolio management
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
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
cross‑platform macOS/Windows app aggregates Bitcoin, Ethereum & DeFi/CeFi wallets/exchanges, secure cold‑storage, trading & tax—just add API keys. Core strategies include TWAP and VWAP slicing for minimized slippage, Iceberg Orders and Conditional Orders for precision execution, plus Stack, Borrow‑to‑Farm and Rebalancing Bots
Оценка эффективности инвестиций с учетом комиссий, налогов (удержанных и ожидающихся), дивидендов и купонов.
Implement AI Trading Strategies with Backtrader
PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professionals in the industry.
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