portfolio-management

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

A list of online resources for quantitative modeling, trading, portfolio management

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

A program for financial portfolio management, analysis and optimisation.

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)

In this paper, we implement three state-of-art continuous reinforcement learning algorithms, Deep Deterministic Policy Gradient (DDPG), Proximal Policy Optimization (PPO) and Policy Gradient (PG)in portfolio management.

Portfolio Management Framework for risk and performance analysis 投资组合管理

A multi-asset, multi-strategy, event-driven trade execution and management platform for running many algorithms/bots at many venues simultaneously with unified risk management and reporting. Uses MongoDB for storage and Telegram for user notifications/trade consent.

Applying Reinforcement Learning in Quantitative Trading

Quantitative analysis, strategies and backtests

An open source library for portfolio optimisation

The Open-Source Backtesting Engine/ Market Simulator by Bertram Solutions.

CSCI 599 deep learning and its applications final project

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

A Python/Vue.js crypto portfolio management and trade automation program with support for 10 exchanges.

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

We propose a new Portfolio Management strategy combining Log-Optimal based Strategy and Reinforcement-Learning based Strategy.

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

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

A crypto currency live-trading backend for Huobi

Built a smart beta portfolio and compared it to a benchmark index by calculating the tracking error. Built a portfolio using quadratic programming to optimize the weights..

Usage of policy gradient reinforcement learning to solve portfolio optimization problems (Tactical Asset Allocation).

📓 List of portfolio management resources, using Reinforcement Learning.

Nescience Software & Capital Rebalancing Tool

Mean Variance (Markowitz) Portfolio Optimization and Beyond

Direct Reinforcement Learning Agent for Portfolio Management Purposes

Codes for the paper 'Clustering Approaches for Global Minimum Variance Portfolio'