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Top 4 mathematical-finance open source projects

A list of online resources for quantitative modeling, trading, portfolio management

✭ 1,823

machine-learning algorithmic-trading quantitative-finance trading-platform quantitative-trading mathematical-finance asset-pricing trading-systems asset-management portfolio-management

Robust-Log-Optimal-Strategy-with-Reinforcement-Learning

We propose a new Portfolio Management strategy combining Log-Optimal based Strategy and Reinforcement-Learning based Strategy.

✭ 55

python reinforcement-learning deep-learning information-theory mathematical-finance portfolio-management

PyFENG

Python Financial ENGineering (PyFENG package in PyPI.org)

✭ 51

python derivatives option-pricing quantitative-finance mathematical-finance black-scholes financial-engineering heston-model sabr-model bachelier-model

Pynaissance

A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will include a full-fledged integration and utilization of Quantopian, GS-Quant, WRDS API and their relevant datasets and analytics.

✭ 16

Jupyter Notebook PureBasic python quantitative-finance mathematical-finance statistical-arbitrage market-data-handler portfolio-management pythonforfinance techinical-analysis quantamental-investments

1-4 of 4 mathematical-finance projects