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5-day-forward-quantopian

5-day forecasted results from a combination of alpha factors, leveraging Ada-booster classification library

aialpha

Use unsupervised and supervised learning to predict stocks

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 model in this project.

arch

ARCH models in Python

awesome-ml-for-trading

Awesome machine learning for trading

combination-forecasting

组合预测

combo

(AAAI' 20) A Python Toolbox for Machine Learning Model Combination

cvx_short_course

Materials for a short course on convex optimization.

deepdow

Portfolio optimization with deep learning.

eiten

Statistical and Algorithmic Investing Strategies for Everyone

fastquant

fastquant — Backtest and optimize your trading strategies with only 3 lines of code!

financial-forecasting

Uses a combination of LSTM (Long Short-term Memory) and CNN (Convolutional Neural Network) to accurately predict a stock's closing price based on a time-window of 20 business days.

financial-forecasting-challenge-gresearch

My approaches to Financial Forecasting Challenge by G-Research

finquant

A program for financial portfolio management, analysis and optimisation.

forecastcombinations

:exclamation: This is a read-only mirror of the CRAN R package repository. ForecastCombinations — Forecast Combinations

gaussianize

Transforms univariate data into normally distributed data

investing-opt

Portfolio Optimization for Retail Investors

linearmodels

Add linear models including instrumental variable and panel data models that are missing from statsmodels.

meanvarianceoptimizer

A mean-variance optimizer using SLSQP method in Scipy for portfolio construction.

mergeforecasts

Code to combine return forecasts across securities and horizons

momentum-strategy

optimal-asset-allocation

Quantitative tools for asset allocation and portfolio management

optimalportfolio

An open source library for portfolio optimisation

pe-hft-python

Python library for high frequency portfolio analysis, intraday backtesting and optimization

pftk

Python-based open source software framework designed to support portfolio construction and management

portfolio-backtester

A research/testing tool for stock trading strategies

portfolio-construction-and-analysis

Jupyter notebooks on portfolio construction and analysis - EDHEC

portfolio-optimization

portfolio_optimization

Construction and optimization of a us equity only portfolio

pyaf

PyAF is an Open Source Python library for Automatic Time Series Forecasting built on top of popular pydata modules.