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.

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

Statistical and Algorithmic Investing Strategies for Everyone

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

Machine Learning in Asset Management (by @firmai)

The Operator Splitting QP Solver

Python library for portfolio optimization built on top of scikit-learn

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

Portfolio optimization with deep learning.

Portfolio optimization and back-testing.

Research in investment finance with Python Notebooks

Helps you with managing your investments

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

Applied an ARIMA-LSTM hybrid model to predict future price correlation coefficients of two assets

An open source library for portfolio optimisation

Fast and scalable construction of risk parity portfolios

📈This repo contains detailed notes and multiple projects implemented in Python related to AI and Finance. Follow the blog here: https://purvasingh.medium.com

Q-Learning Based Cryptocurrency Trader and Portfolio Optimizer for the Poloniex Exchange

Investment portfolio and stocks analyzing tools for Python with free historical data