deepdow
Portfolio optimizer
A framework that enables portfolio optimization using deep learning.
Portfolio optimization with deep learning.
932 stars
26 watching
137 forks
Language: Python
last commit: over 2 years agoLinked from 2 awesome lists
allocationconvex-optimizationdeep-learningfinancemachine-learningmarkowitzportfolio-optimizationpytorchstock-price-predictiontimeseriestradingwealth-management
wilsonfreitas/awesome-quant
georgezouq/awesome-ai-in-financeRelated projects:
| Repository | Description | Stars |
|---|---|---|
 deependersingla/deep_portfolio | An algorithm that optimizes portfolio allocation using Reinforcement Learning and Supervised learning. | 168 |
 zhengyaojiang/pgportfolio | A software toolkit implementing a novel reinforcement learning framework for portfolio management with policy optimization and financial-model-based algorithms. | 1,755 |
 jjakimoto/dqn | Reinforcement learning-based algorithm for optimizing stock trading and portfolio management | 182 |
 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 |
 dppalomar/sparseindextracking | A package for computing sparse portfolios of assets to track an index. | 51 |
 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 |
| dppalomar/riskparityportfolio | A tool for designing and optimizing risk parity portfolios using optimization techniques | 107 |
 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 |
 convexfi/riskparity.py | A tool for designing and optimizing risk parity portfolios using optimization algorithms. | 291 |
 yannickkae/statistical-learning-based-portfolio-optimization | An R Shiny application implementing a portfolio optimization method | 13 |
 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 |