31 Open source projects that are alternatives of or similar to Robust-Log-Optimal-Strategy-with-Reinforcement-Learning

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.

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

Resources and Implementations (PyTorch) for Information Theoretical concepts in Deep Learning

Information Theory Toolkit

Fast, linear version of CorEx for covariance estimation, dimensionality reduction, and subspace clustering with very under-sampled, high-dimensional data

Probabilistic question-asking system: the program asks, the users answer. The minimal goal of the program is to identify what the user needs (a target), even if the user is not aware of the existence of such a thing/product/service.

Implementation of linear CorEx and temporal CorEx.

Python Financial ENGineering (PyFENG package in PyPI.org)

A simple lightweight set of implementations and bindings for compression algorithms written in Go.

Periodic time series analysis tools based on information theory

Generate any a-by-( b + c ) finite rectangle SVG containing potentially Infinitely many a-by-( 2 * b ) finite rectangles animated along a number line of ( ( c - b ) / a )^n scale symmetry.

Implementation of Information Dropout

🤖 Predict the stock market with AI 用AI预测股票市场

The HSIC Bottleneck: Deep Learning without Back-Propagation

Nescience Software & Capital Rebalancing Tool

docs.google.com/spreadsheets/d/1jnds3X_-RSTN4ATuOFV-v6tar0KfAla88vC43Vq6ubc/edit#gid=0

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

📓 List of portfolio management resources, using Reinforcement Learning.

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

A Python/Vue.js crypto portfolio management and trade automation program with support for 10 exchanges.

Uncertainty and causal emergence in complex networks

parse-account-statements.py bereitet Kontoauszüge verschiedener bekannter P2P Kreditanbieter (wie z.B. Mintos, Estateguru, ...) in einem von PortfolioPerformance lesbaren CSV-Format auf.

Powerful modern math library for PHP: Features descriptive statistics and regressions; Continuous and discrete probability distributions; Linear algebra with matrices and vectors, Numerical analysis; special mathematical functions; Algebra

Improving generalization by controlling label-noise information in neural network weights.

📜 Collection of the most awesome Math learning resources in the form of notes, videos and cheatsheets.

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

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

Оценка эффективности инвестиций с учетом комиссий, налогов (удержанных и ожидающихся), дивидендов и купонов.

An intuitive portfolio mangaer !