39 skills found · Page 1 of 2
PyPortfolio / PyPortfolioOptFinancial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
fmilthaler / FinQuantA program for financial portfolio management, analysis and optimisation.
VivekPa / OptimalPortfolioAn open source library for portfolio optimisation
tthustla / Efficient FrontierMarkowitz portfolio optimisation (efficient frontier) in Python
hudson-and-thames / PortfoliolabPortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professionals in the industry.
mgroncki / IPythonScriptsTutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning
ArturSepp / OptimalPortfoliosImplementation of optimisation analytics for constructing and backtesting optimal portfolios in Python
chrischia06 / AlgoTradingSimulatedPathsMean-Variance Portfolio Optimisation and Algorithmic Trading Strategies in MATLAB
fintechexplained / PortfolioOptimisationNo description available
egorhowell / Prophet Forecasting For Portfolio OptimisationNo description available
husainm97 / Quant Lab AlphaOpen-source investment analytics platform bridging academic research and retail finance. Features include portfolio risk decomposition [Fama-French Five Factor Model], retirement sustainability modeling [Block Bootstrap Monte Carlo], max drawdown/CVaR dashboards, and risk-return optimisation [Markowitz, Ledoit-Wolf] via an intuitive user interface.
MrLukeKR / Automated Trader3rd Year University Undergraduate dissertation project, supervised by https://www.nottingham.ac.uk/computerscience/people/thomas.gaertner focusing on using Natural Language Processing, AI Portfolio Optimisation and Machine Learning to produce an Automated Trading Agent. Received 89% overall.
calumholker / Quantum Portfolio OptimisationUsing qGANs for Quantum Portfolio Optimisation
Proxemnn / Blankly Finance Plugins RSI Based Crypto Tradingfinancial machine learning tools and applications, trading strategies Financial portfolio optimisation.
ferhat00 / PortfolioOptimisationNo description available
The-Makers-of-things / PortfoliolabPortfolioLab is a python library that enables traders who want to take advantage of the latest portfolio optimisation algorithms used by professionals in the industry.
akashprem12 / Portfolio Optimisation Using Monte Carlo SimulationModern Portfolio Theory (MPT), a hypothesis put forth by Harry Markowitz in his paper “Portfolio Selection,” (published in 1952 by the Journal of Finance) is an investment theory based on the idea that risk-averse investors can construct portfolios to optimize or maximize expected return based on a given level of market risk, emphasizing that risk is an inherent part of higher reward. It is one of the most important and influential economic theories dealing with finance and investment. We will use this methodology here for portfolio optimization of Apple, Cisco, IBM and Amazon.
bpfaff / FRAPOAccompanying package of the book 'Financial Risk Modelling and Portfolio Optimisation with R', second edition. The data sets used in the book are contained in this package.
dcelisgarza / PortfolioOptimisers.jlPortfolio Optimisation library built in Julia.
sakshi-s / Portfolio Optimization Using Deep Learning TechniquesPortfolio Optimisation is a fundamental problem in Financial Mathematics.The objective of this project is to explore the applicability of state-of-the-artartificial intelligence techniques, namely Reinforcement Learning algorithms,for trading securities in the Indian stock market. We begin our discussionby glancing over Markov Decision Processes (MDP), the mathematical basisthat underpins this RL algorithm. We then examine the Deep- Q-learningalgorithm (DQN) to begin our study. We also test the algorithm on twostocks in the Indian market to generate a sizeable profit on a portfolio of asingle share, for a discrete set of actions, buy/sell/hold (+1,-1,0).
