The Wayback Machine - https://web.archive.org/web/20220305220929/https://github.com/topics/portfolio-management

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portfolio-management

Here are 186 public repositories matching this topic...

mlfinlab

hudson-and-thames / mlfinlab

Open

Further improve entropy.py functions

5

PanPip commented Jun 30, 2020

According to @rspadim, functions in entropy.py could use numpy array instead of strings, as it's better to numba.

Guide on how to implement this is available in the comments in PR #311 .

Read more

enhancement good first issue

Open

PBO through the combinatorially symmetric cross-validation (CSCV) method

1

Open

Implement NNC as a part of codependence module

1

PyPortfolioOpt

robertmartin8 / PyPortfolioOpt

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

python finance investing portfolio-optimization quantitative-finance investment financial-analysis algorithmic-trading covariance investment-analysis portfolio-management efficient-frontier

Updated Mar 1, 2022
Jupyter Notebook

EliteQuant / EliteQuant

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

machine-learning trading-platform quantitative-finance algorithmic-trading mathematical-finance asset-pricing quantitative-trading trading-systems asset-management portfolio-management

Updated Sep 7, 2021

Riskfolio-Lib

dcajasn / Riskfolio-Lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

finance trading portfolio-optimization sharpe-ratio quantitative-finance investment cvxpy convex-optimization asset-allocation stepwise-regression investment-analysis principal-components-regression risk-factors portfolio-management risk-parity efficient-frontier drawdown-model duration-matching cvar-optimization risk-contribution

Updated Feb 16, 2022
Python

FinQuant

fmilthaler / FinQuant

A program for financial portfolio management, analysis and optimisation.

finance analysis monte-carlo financial monte-carlo-simulation investment financial-analysis optimisation returns financial-portfolio-management moving-average investment-strategies investment-portfolio investment-analysis markowitz-portfolio portfolio-management bollinger-bands efficient-frontier portfolio-optimisation portfolio-properties

Updated Apr 5, 2021
Python

letianzj / QuantResearch

Quantitative analysis, strategies and backtests

data-science machine-learning reinforcement-learning deep-learning algotrading trading-strategies trading-algorithms quantitative-finance financial-analysis algorithmic-trading backtesting-trading-strategies asset-allocation quantitative-trading pairs-trading risk-management asset-management statistical-arbitrage portfolio-management derivatives-pricing backtests

Updated Dec 30, 2021
Jupyter Notebook

Empyrial

ssantoshp / Empyrial

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

python finance machine-learning options stock fintech stock-market quant portfolio-optimization quantitative-finance investment stock-data futures backtesting quantitative-analysis portfolio-analysis investment-portfolio investment-analysis portfolio-management empyrial

Updated Feb 4, 2022
Python

wassname / rl-portfolio-management

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)

deep-reinforcement-learning openai-gym cryptocurrency openai-gym-environments deeprl portfolio-management

Updated Mar 30, 2020
Jupyter Notebook

s-brez / trading-server

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.

Updated Mar 9, 2021
Python

yuriak / RLQuant

Applying Reinforcement Learning in Quantitative Trading

reinforcement-learning trading portfolio-management finance-market-trading

Updated Aug 13, 2018
Jupyter Notebook

VivekPa / OptimalPortfolio

An open source library for portfolio optimisation

portfolio-optimization quantitative-finance algorithmic-trading risk-management risk-modelling portfolio-management

Updated Oct 10, 2021
Python

TuringTrader

fbertram / TuringTrader

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

c-sharp finance options trading trading-bot quant trading-platform portfolio-optimization trading-strategies trading-algorithms stocks stock-indicators quantitative-finance technical-analysis algorithmic-trading portfolios technical-indicators quantitative-trading backtesting portfolio-management

Updated Mar 2, 2022
C#

mckelvin / beancount-boilerplate-cn

portfolio ledger beancount plaintext-accounting portfolio-management

Updated Feb 11, 2022
Python

vermouth1992 / drl-portfolio-management

CSCI 599 deep learning and its applications final project

machine-learning deep-reinforcement-learning portfolio-management

Updated Mar 5, 2019
Jupyter Notebook

MarcelBeining / EazeBot

Sponsor

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

python crypto trading telegram-bot trading-bot exchange strategy cryptocurrencies investment-portfolio cryptotrader portfolio-management

Updated Feb 28, 2022
Python

spacious-team / investbook

Open

Юнит тесты

vananiev commented Jan 27, 2022

Рамочная задача для Pull Request-ов с юнит-тестами.

Read more

good first issue major task

Open

Перевод README на английский

Open

Расширить документацию

3

coincubellc / coincube

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

api portfolio crypto bitcoin trading cryptocurrency exchange trade exchanges portfolio-management crypto-portfolio-management

Updated Mar 3, 2020

hudson-and-thames / portfoliolab

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

python finance machine-learning research trading investing portfolio-optimization quantitative-finance algorithmic-trading portfolio-management

Updated Dec 2, 2021

Trading-Algorithms

brookswoolf / Trading-Algorithms

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

python jupyter jupyter-notebook quantopian portfolio-optimization quantitative-finance portfolio-template quantitative-trading finance-application portfolio-construction quantitative-analysis portfolio-analysis portfolio-management

Updated May 8, 2019
Jupyter Notebook

xingyu-fu / Robust-Log-Optimal-Strategy-with-Reinforcement-Learning

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

reinforcement-learning deep-learning information-theory mathematical-finance portfolio-management

Updated Aug 8, 2018
Python

gabrielepompa88 / pyBlackScholesAnalytics

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

finance tutorials quant educational derivatives quantitative-finance educational-project blackscholes greeks portfolio-management derivatives-pricing profit-loss option-strategies digital-options

Updated Sep 2, 2020
Jupyter Notebook

Beibo

ssantoshp / Beibo

🤖 Predict the stock market with AI 用AI预测股票市场

finance machine-learning ai stock artificial-intelligence stock-market stock-price-prediction quant stocks quantitative-finance investment investment-analysis portfolio-management

Updated Dec 30, 2021
Python

yuriak / RLCrypto

A crypto currency live-trading backend for Huobi

reinforcement-learning cryptocurrency quantitative-trading portfolio-management

Updated Aug 14, 2018
Python

sanjeevai / smart-beta-portfolio-optimization

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..

benchmark beta stock portfolio-optimization etf funds portfolio-management smart-beta-portfolios

Updated Feb 7, 2019
HTML

johnsoong216 / pymarkowitz

Mean Variance (Markowitz) Portfolio Optimization and Beyond

python finance portfolio-optimization portfolio-construction mean-variance-optimization backtesting markowitz-portfolio portfolio-management risk-measurement

Updated May 18, 2021
Python

Draichi / Portfolio-Management-list

📓 List of portfolio management resources, using Reinforcement Learning.

awesome-list trading-algorithms portfolio-management reinforcement-learning-books awesome-list-reinforcement-learning

Updated Jun 11, 2019

GoPlan-Finance / GoPlan-app

An intuitive portfolio mangaer !

finance planning stock-market stock-data stock-analysis wealth-management portfolio-management

Updated Mar 3, 2022
Vue

ChrisRBe / PP-P2P-Parser

Open

Rework documentation

1

ChrisRBe commented Sep 9, 2021

Current documentation is not user friendly:

missing proper guidelines to set up a development environment
how to use
how to contribute

Read more

help wanted good first issue

NescienceSoftware / Nescience-Indexing-CLI

Nescience Software & Capital Rebalancing Tool

Updated Feb 11, 2021
Tcl

SvenBecker / TAA-PG

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

python reinforcement-learning keras policy-gradient monte-carlo-simulation portfolio-optimization assets-management tensorforce portfolio-management

Updated Apr 25, 2019
Python

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