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portfolio-management

robertmartin8/PyPortfolioOpt

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

Jupyter Notebook
4898
1 个月前
hudson-and-thames/mlfinlab

MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

Python
4187
2 年前

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)

Jupyter Notebook
563
1 个月前

Applying Reinforcement Learning in Quantitative Trading

Jupyter Notebook
348
1 年前

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

Python
344
13 小时前

Оценка эффективности инвестиций с учетом комиссий, налогов (удержанных и ожидающихся), дивидендов и купонов.

Java
289
3 天前
Python
198
4 个月前

PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professionals in the industry.

165
3 年前

CSCI 599 deep learning and its applications final project

Jupyter Notebook
152
6 年前

This repository contains the customized trading algorithms that I have created using the Quantopian IDE.

Jupyter Notebook
125
6 年前

Free python/telegram bot for easy execution and surveillance of crypto trading plans on multiple exchanges.

Python
119
1 年前

Options and Option Strategies analytics for educational purpose using the Black-Scholes Model

Jupyter Notebook
119
3 年前