42 Open source projects that are alternatives of or similar to poptimizer

Investment portfolio and stocks analyzing tools for Python with free historical data

Approximate Dynamic Programming for Portfolio Selection Problem

Data-Driven Decision Making under Uncertainty in Matrix

⚖Open Source Toolkit for Quantitative Risk Assessment

The C++ implementation of Multi-H algorithm, which is a multi-plane fitting technique. If you use this work for Academic purposes, please cite Barath, D. and Matas, J. and Hajder, L., Multi-H: Efficient Recovery of Tangent Planes in Stereo Images. 27th British Machine Vision Conference, 2016

Useful functions for Black–Scholes Model in the Julia Language

Deep Neural Network architecture as a predictive optimal controller for {HVAC+Solar cell + battery} disturbance afflicted system vs classic Model Predictive Control

I have been deeply interested in algorithmic trading and systematic trading algorithms. This Repository contains the code of what I have learnt on the way. It starts form some basic simple statistics and will lead up to complex machine learning algorithms.

Online Risk Manager

noisy labels; missing labels; semi-supervised learning; entropy; uncertainty; robustness and generalisation.

Engine X - 实时AI智能决策引擎、规则引擎、风控引擎、数据流引擎。 通过可视化界面进行规则配置，无需繁琐开发，节约人力，提升效率，实时监控，减少错误率，随时调整； 支持规则集、评分卡、决策树，名单库管理、机器学习模型、三方数据接入、定制化开发等；

The open-core for enterprise-grade algorithmic trading infrastructure

Notes and examples about Portfolio Construction and Analysis with Python (Jupyter notebooks)

Robust GNSS Processing With Factor Graphs

A JavaScript library to allocate and optimize financial portfolios.

⚖Open Source Toolkit for Conducting Quantitative Risk Assessment Interviews

"Very simple but works well" Computer Vision based ID verification solution provided by LibraX.

Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction

Python client library to download historical data from finam.ru

The SAP Risk Management example applications show how to deploy a CAP (SAP Cloud Application Programming model) application to Cloud Foundry and Kyma.

A development environment for robust and global optimization

Сlient for MOEX ISS

Sample Risks for a Software Project

finance

Python package of actuarial models, tools, examples and learning materials.

PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professionals in the industry.

Usage of policy gradient reinforcement learning to solve portfolio optimization problems (Tactical Asset Allocation).

Quantitative analysis, strategies and backtests

☁️Haven GRC - easier governance, risk, and compliance 👨‍⚕️👮‍♀️🦸‍♀️🕵️‍♀️👩‍🔬

This repository contains the customized trading algorithms that I have created using the Quantopian IDE.

[Medical Image Analysis] Adversarial Data Augmentation with Chained Transformations (AdvChain)

Open Source SIEM (Security Information and Event Management system).

Functions for the construction of risk-based portfolios

A program that implements the portfolio optimization experiments using a hybrid quantum computing algorithm from arXiv:1911.05296. The code was developed as part of the 2020 Quantum mentorship program. Many thanks to my mentor Guoming Wang from Zapata Computing!

Robust optimization for power markets

Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics

MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

Statistical and Algorithmic Investing Strategies for Everyone

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

📈This repo contains detailed notes and multiple projects implemented in Python related to AI and Finance. Follow the blog here: https://purvasingh.medium.com

The Operator Splitting QP Solver

陌陌风控系统静态规则引擎，零基础简易便捷的配置多种复杂规则，实时高效管控用户异常行为。