deepdow
cvxportfolio
deepdow | cvxportfolio | |
---|---|---|
22 | 3 | |
839 | 791 | |
- | 1.8% | |
3.7 | 9.9 | |
3 months ago | 6 days ago | |
Python | Python | |
Apache License 2.0 | Apache License 2.0 |
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
- DeepDow: Portfolio optimization with deep learning. Portfolio Selection and Optimisation - star count:758.0
- DeepDow: Portfolio optimization with deep learning. Portfolio Selection and Optimisation - star count:703.0
- DeepDow: Portfolio optimization with deep learning. Portfolio Selection and Optimisation - star count:613.0
cvxportfolio
What are some alternatives?
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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