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

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

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

A list of online resources for quantitative modeling, trading, portfolio management

Quantitative analysis, strategies and backtests

A program for financial portfolio management, analysis and optimisation.

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

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)

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

An open source library for portfolio optimisation

Applying Reinforcement Learning in Quantitative Trading

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

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

CSCI 599 deep learning and its applications final project

Implement AI Trading Strategies with Backtrader

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

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

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.