gavindiaz/awesome-systematic-trading
1
0
Fork 0
mirror of https://github.com/wangzhe3224/awesome-systematic-trading.git synced 2026-08-16 20:38:05 +00:00
Code Issues Packages Projects Releases Wiki Activity

update portfolio opt

Browse Source
This commit is contained in:
Zhe Wang
2022-03-20 15:15:49 +00:00
parent 18d4cc2537
commit 8837c6757d
1 changed files with 2 additions and 1 deletions
Download Patch File Download Diff File Expand all files Collapse all files
Readme.md
+2 -1
View File
@@ -200,7 +200,8 @@ Note: the one marked as `Live Trading` has reasonable live trading support for a
### Optimization
- [Deepdow](https://github.com/jankrepl/deepdow) | `Python` | - Python package connecting portfolio optimization and deep learning. Its goal is to facilitate research of networks that perform weight allocation in one forward pass.
- [PyPortfolioOpt](https://github.com/robertmartin8/PyPortfolioOpt) | `Python` | - Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
- [PyPortfolioOpt](https://github.com/robertmartin8/PyPortfolioOpt) | `Python` | - Financial portfolio optimizations in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
- [Riskfolio-Lib](https://github.com/dcajasn/Riskfolio-Lib) | `Python` | - Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
- [empyrial](https://github.com/ssantoshp/Empyrial) | `Python` | - Empyrial is a Python-based open-source quantitative investment library dedicated to financial institutions and retail investors, officially released in March 2021.
- [spectre](https://github.com/Heerozh/spectre) | `Python` | - spectre is a GPU-accelerated Parallel quantitative trading library, focused on performance.