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DeepDow

Appears in 4 awesome lists

| Python | - Python package connecting portfolio optimization and deep learning. Its goal is to facilitate research of networks that perform weight allocation in one forward pass.

Open github.comjankrepl/deepdow

Found in these lists

Awesome AI in Finance

Section: Portfolio Management · Portfolio optimization with deep learning.

FreshScore 87

Awesome Quant

Section: Portfolio Optimization & Risk Analysis · Python - Portfolio optimization with deep learning.

FreshScore 91

Libraries and packages

Section: Optimization · Python package connecting portfolio optimization and deep learning. Its goal is to facilitate research of networks that perform weight allocation in one forward pass.

FreshScore 86

Awesome Systematic Trading

Section: Optimization · | Python | - Python package connecting portfolio optimization and deep learning. Its goal is to facilitate research of networks that perform weight allocation in one forward pass.

FreshScore 89

pyfolio

Portfolio and risk analytics. zipline - Algorithmic trading. alphalens - Performance analysis of predictive stock factors. empyrical - Financial risk metrics. trading_calendars - Calendars for various securities exchanges.

In 5 listsDetails

skfolio

Python - Python library for portfolio optimization built on top of scikit-learn. It provides a unified interface and sklearn compatible tools to build, tune and cross-validate portfolio models.

In 4 listsDetails

Riskfolio-Lib

| C++, Python | - Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

In 4 listsDetails

ml-quant-trading

| Python, PyTorch | - Research stack for multi-factor ML experiments with 213 mask-aware factors, bias correction, portfolio optimization, and vectorized backtesting.

In 4 listsDetails

mlfinlab

Python - Implementations regarding "Advances in Financial Machine Learning" by Marcos Lopez de Prado. (Feature Engineering, Financial Data Structures, Meta-Labeling).

In 3 lists

Ghostfolio

JavaScript - Wealth management software to keep track of financial assets like stocks, ETFs or cryptocurrencies and make solid, data-driven investment decisions.

In 3 lists

spectre

| Python | - spectre is a GPU-accelerated Parallel quantitative trading library, focused on performance.

In 3 lists

fecon235

Computational tools for financial economics, Python code base and tutorials using Jupyter notebooks, includes data retrieval, graphics, and optimization.

In 2 lists