Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
Updated 2022-11-27 18:02:41 +03:00
Updated 2022-08-09 21:52:15 +03:00
A collection of notebooks I used in my Medium articles.
Updated 2022-03-09 00:26:32 +03:00
Repository for portfolio management using Pytorch, SQLAlchemy and XArray. The management is done using the reinforcement learning algorithm "Soft Actor-Critic".
Updated 2022-03-03 23:56:43 +03:00