deep_portfolio
Portfolio optimizer
An algorithm that optimizes portfolio allocation using Reinforcement Learning and Supervised learning.
168 stars
27 watching
67 forks
Language: Python
last commit: almost 9 years agoLinked from 1 awesome list
grananqvist/awesome-quant-machine-learning-tradingRelated projects:
| Repository | Description | Stars |
|---|---|---|
 jankrepl/deepdow | A framework that enables portfolio optimization using deep learning. | 932 |
 jjakimoto/dqn | Reinforcement learning-based algorithm for optimizing stock trading and portfolio management | 182 |
 zhengyaojiang/pgportfolio | A software toolkit implementing a novel reinforcement learning framework for portfolio management with policy optimization and financial-model-based algorithms. | 1,755 |
| deependersingla/deep_trader | An agent learns to trade stocks using reinforcement learning | 1,464 |
 dppalomar/sparseindextracking | A package for computing sparse portfolios of assets to track an index. | 51 |
 skfolio/skfolio | A Python library for building and optimizing portfolios using machine learning algorithms | 1,297 |
 lequant40/portfolio_allocation_js | A JavaScript library used to optimize financial portfolios through mathematical optimization algorithms | 175 |
 braverock/portfolioanalytics | A PostScript-based software suite for analyzing and optimizing investment portfolios using various optimization techniques and robust covariance matrix estimators. | 80 |
 marigold/universal-portfolios | Provides tools and algorithms for optimizing portfolio selection based on historical data | 780 |
 fortitudo-tech/fortitudo.tech | An open-source Python package implementing advanced portfolio optimization techniques | 227 |
 google/jaxopt | An open-source project providing hardware accelerated, batchable and differentiable optimizers in JAX for deep learning. | 941 |
 deltaray-io/kelly-criterion | Calculates optimal capital allocation for a portfolio based on historical stock prices and a risk management strategy. | 93 |
| dppalomar/riskparityportfolio | A tool for designing and optimizing risk parity portfolios using optimization techniques | 107 |
 google-deepmind/optax | A gradient processing and optimization library designed to facilitate research and productivity in machine learning by providing building blocks for custom optimizers and gradient processing components. | 1,730 |
 xternalz/sdpoint | A deep learning method for optimizing convolutional neural networks by reducing computational cost while improving regularization and inference efficiency. | 18 |