tgadvisory's Stars
PaiViji/PythonFinance-Constrained-Bi-objective-Portfolio-Optimization-using-VitaOptimumPlus
Portfolio optimization problem models have typically adopted solvers such as SciPy in the Python arena, that employs traditional methods to obtain the optimal portfolios. However, despite their sophistication, traditional methods suffer from pitfalls that can stifle its ability to handle complex problem models or yield efficient solutions. Heuristic solvers inspired by nature or artificial intelligence based methods, have quite often risen to the occasion by yielding near-optimal or acceptable solutions to such complex problem models, which traditional methods found difficult to handle. Again, for the less difficult models, heuristic solvers have exhibited the potential to yield efficient or practically prudent solutions when compared to those obtained by traditional methods. VitaOptimum Plus is a Python based non-traditional solver, that employs cutting edge technologies of Artificial Intelligence, Evolutionary Computation, Swarm Intelligence and Advanced Statistics, to arrive at the global optimum. This post investigates the potential of the traditional and heuristic solvers viz., optimize of SciPy and Ccs of VitaOptimum Plus respectively, to solve a Bi-objective, constrained portfolio optimization problem.
PaiViji/PythonFinance--RiskBudgeted-Portfolio-Construction
Construction of optimal Risk-budgeted and leveraged long-short portfolios using a metaheuristic strategy.y
PaiViji/PythonFinance--Portfolio-Rebalancing-using-Metaheuristics
Rebalancing a portfolio with optimal buy/sell decisions using Metaheuristics
codecrafters-io/build-your-own-x
Master programming by recreating your favorite technologies from scratch.
gothinkster/realworld
"The mother of all demo apps" — Exemplary fullstack Medium.com clone powered by React, Angular, Node, Django, and many more
donnemartin/system-design-primer
Learn how to design large-scale systems. Prep for the system design interview. Includes Anki flashcards.
jlevy/the-art-of-command-line
Master the command line, in one page
dchandak99/Betting-Against-Beta
Implementation of Trading Algorithm
hemansnation/God-Level-AI
A collection of scientific methods, processes, algorithms, and systems to build stories & models.
Jcharis/data-science-projects
A Collection of Data Science/ML Projects
FoamoftheSea/mod5project
Developing a long/short equity investment portfolio with Machine Learning predictions using data acquired from web-scraping. Flatiron Module 5 Project.
DataTalksClub/data-engineering-zoomcamp
Free Data Engineering course!
alexeygrigorev/data-science-interviews
Data science interview questions and answers
alexeygrigorev/alexeygrigorev
rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
1kc2/Long-Short-Stress-Test
📊 Long/Short Equity Portfolio Stress Test
letianzj/QuantResearch
Quantitative analysis, strategies and backtests
kernc/backtesting.py
:mag_right: :chart_with_upwards_trend: :snake: :moneybag: Backtest trading strategies in Python.
quarkfin/qf-lib
Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integrated with various data vendors and brokers, supports Crypto, Stocks and Futures.
asad70/us_symbol_list
Get the list of all the stokcs, etf, indices, mutual funds, Exchange-Traded Notes (ETN) listed on the New York Stock Exchange (NYSE), Nasdaq and American Stock Exchange (AMEX) including delisted companies.
siavashadpey/rebalance
A portfolio rebalancing tool.
leoncvlt/etf4u
📊 Python tool to scrape real-time information about ETFs from the web and mixing them together by proportionally distributing their assets allocation
JerBouma/FinanceDatabase
This is a database of 300.000+ symbols containing Equities, ETFs, Funds, Indices, Currencies, Cryptocurrencies and Money Markets.
arkm97/covered-calls-strategy
A simple application designed to automate a covered calls trading strategy https://arkm97.github.io/covered-calls/)
adrische/quant-jobs-zurich
A list of companies of possible interest for mathematicians (or related) that are looking for a job in quantitative finance in Zurich.
LesterALeong/Asset-Rotation-Strategy
Gradient Growth Medium.com Post
yangycpku/macro_ML
Course Website on Macroeconomic Analysis with Machine Learning and Big Data
je-suis-tm/machine-learning
Python machine learning applications in image processing, recommender system, matrix completion, netflix problem and algorithm implementations including Co-clustering, Funk SVD, SVD++, Non-negative Matrix Factorization, Koren Neighborhood Model, Koren Integrated Model, Dawid-Skene, Platt-Burges, Expectation Maximization, Factor Analysis, ISTA, FISTA, ADMM, Gaussian Mixture Model, OPTICS, DBSCAN, Random Forest, Decision Tree, Support Vector Machine, Independent Component Analysis, Latent Semantic Indexing, Principal Component Analysis, Singular Value Decomposition, K Nearest Neighbors, K Means, Naïve Bayes Mixture Model, Gaussian Discriminant Analysis, Newton Method, Coordinate Descent, Gradient Descent, Elastic Net Regression, Ridge Regression, Lasso Regression, Least Squares, Logistic Regression, Linear Regression
cuemacro/finmarketpy
Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)
z4ir3/finance-courses
Notes and examples about Portfolio Construction and Analysis with Python (Jupyter notebooks)