ACM-Research/online-portfolio-selection
ACM Research 2021 | Implementing and benchmarking the performance of various online portfolio selection algorithms on real-world trading scenarios.
Python
Issues
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Post-symposium tasks
#46 opened by adityarathod - 0
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Follow the Leader
#8 opened by adityarathod - 0
Universal Portfolios
#16 opened by adityarathod - 0
Robust Mean Reversion
#18 opened by adityarathod - 0
Portfolio Selection Strategies
#3 opened by adityarathod - 0
Online Moving Average Regression (OLMAR)
#30 opened by SayyantRath - 0
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Anti-Correlation
#17 opened by adityarathod - 0
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Best Stock Strategy
#5 opened by adityarathod - 0
Exponential Gradient
#7 opened by adityarathod - 0
Constant Rebalanced Portfolios
#6 opened by adityarathod - 0
Buy And Hold Strategy
#4 opened by adityarathod - 1
CI: automate testing in GitHub with pytest
#12 opened by travisdula