MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

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.

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)

An Open Source Portfolio Backtesting Engine for Everyone | 面向所有人的开源投资组合回测引擎

The Open-Source Backtesting Engine/ Trading Simulator by Bertram Solutions.

Applying Reinforcement Learning in Quantitative Trading

An open source library for portfolio optimisation

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

CSCI 599 deep learning and its applications final project

Portfolioshop builds custom portfolio websites with submitted user data.

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

Free python/telegram bot for easy execution and surveillance of crypto trading plans on multiple exchanges.

This repository contains the customized trading algorithms that I have created using the Quantopian IDE.

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.

Built a smart beta portfolio and compared it to a benchmark index by calculating the tracking error. Built a portfolio using quadratic programming to optimize the weights..