From 4285db24d2326fab9e6dc374c51ed2ff3e4e3597 Mon Sep 17 00:00:00 2001 From: Jan Date: Tue, 16 Jun 2020 08:54:10 +0200 Subject: [PATCH] Add DeepDow --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index 70e3c9b..f2e889e 100644 --- a/README.md +++ b/README.md @@ -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.