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  • portfolioopt Public

    Forked from czielinski/portfolioopt

    Financial Portfolio Optimization Routines in Python

    Python 1 MIT License Updated Mar 19, 2023

  • mlfinlab Public

    Forked from 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 Other Updated Feb 10, 2022

  • deepdow Public

    Forked from jankrepl/deepdow

    Portfolio optimization with deep learning.

    Python Apache License 2.0 Updated Jan 31, 2022

  • backtrader Public

    Forked from mementum/backtrader

    Python Backtesting library for trading strategies

    Python GNU General Public License v3.0 Updated Jan 21, 2022

  • Riskfolio-Lib Public

    Forked from dcajasn/Riskfolio-Lib

    Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

    Python BSD 3-Clause "New" or "Revised" License Updated Jan 15, 2022

  • machine-learning-asset-management Public

    Forked from firmai/machine-learning-asset-management

    Machine Learning in Asset Management (by @firmai)

    Jupyter Notebook Updated Dec 17, 2021

  • cvxportfolio Public

    Forked from cvxgrp/cvxportfolio

    Portfolio optimization and simulation in Python

    Python Other Updated Jul 14, 2021

  • simulate Public

    Forked from leolle/simulate

    This is a finance factor model, risk model, portfolio optimization, strategies research library.

    Roff Updated Nov 11, 2018

  • Barra_CNE5 Public

    Forked from YTZzzzz/Barra_CNE5

    Provide risk forecasts by Barra China Equity Model

    Python Updated Aug 21, 2018

  • AlphaTrading Public

    Forked from jerryxyx/AlphaTrading

    An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implement APT model, BARRA's risk model and dynamic multi-factor mod…

    Jupyter Notebook Updated Aug 7, 2018