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.

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

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

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

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

CSCI 599 deep learning and its applications final project

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

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

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

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