deepdow VS cvxportfolio

Compare deepdow vs cvxportfolio and see what are their differences.

deepdow

Portfolio optimization with deep learning. (by jankrepl)
Deep Learning portfolio-optimization Finance Machine Learning Pytorch Timeseries markowitz convex-optimization stock-price-prediction wealth-management Trading allocation
Source Code
deepdow.readthedocs.io
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cvxportfolio

Portfolio optimization and back-testing. (by cvxgrp)
convex-optimization Finance Optimization optimization-algorithms optimization-methods Optimizer portfolio-optimization Python time-series
Source Code
cvxportfolio.com
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deepdow cvxportfolio
22 3
834 791
- 4.6%
3.7 9.9
3 months ago 5 days ago
Python Python
Apache License 2.0 Apache License 2.0
The number of mentions indicates the total number of mentions that we've tracked plus the number of user suggested alternatives.
Stars - the number of stars that a project has on GitHub. Growth - month over month growth in stars.
Activity is a relative number indicating how actively a project is being developed. Recent commits have higher weight than older ones.
For example, an activity of 9.0 indicates that a project is amongst the top 10% of the most actively developed projects that we are tracking.

deepdow

Posts with mentions or reviews of deepdow. We have used some of these posts to build our list of alternatives and similar projects.

cvxportfolio

Posts with mentions or reviews of cvxportfolio. We have used some of these posts to build our list of alternatives and similar projects.

What are some alternatives?

When comparing deepdow and cvxportfolio you can also consider the following projects:

pytorch-forecasting - Time series forecasting with PyTorch

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

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.

fracdiff - Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial Machine Learning" by M. Prado.

Riskfolio-Lib - Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

riskparity.py - Fast and scalable construction of risk parity portfolios

Quantropy - Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeling, stock screening, portfolio optimization, and broker API.

argmin - Numerical optimization in pure Rust

vectorbt - Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.

fecon235 - Notebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics

deepdow vs pytorch-forecasting cvxportfolio vs PyPortfolioOpt deepdow vs mlfinlab cvxportfolio vs fracdiff deepdow vs Riskfolio-Lib cvxportfolio vs riskparity.py deepdow vs Quantropy cvxportfolio vs argmin deepdow vs vectorbt cvxportfolio vs fecon235