Add DeepDow

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2020-06-16 08:54:10 +02:00
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@@ -53,6 +53,7 @@ If you want to contribute to this list (please do), send me a pull request or co
- [Online Portfolio Selection](https://nbviewer.jupyter.org/github/paulperry/quant/blob/master/OLPS_Comparison.ipynb) - ****Comparing OLPS algorithms on a diversified set of ETFs.
- [OLMAR Algorithm](https://github.com/charlessutton/OLMAR/blob/master/Part3.ipynb) - Relative importance of each component of the OLMAR algorithm.
- [Modern Portfolio Theory](https://nbviewer.jupyter.org/github/Marigold/universal-portfolios/blob/master/modern-portfolio-theory.ipynb) - Universal portfolios; modern portfolio theory.
- [DeepDow](https://github.com/jankrepl/deepdow) - Portfolio optimization with deep learning.
## Factor and Risk Analysis:
- [Various Risk Measures](https://github.com/Jorgencr/Alternative-and-Responsible-Investments/blob/master/Final_masterfile.ipynb) - Risk measures and factors for alternative and responsible investments.
- [Pyfolio](https://github.com/quantopian/pyfolio) - Portfolio and risk analytics in Python.