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pyhrp Public
Forked from tschm/pyhrpRun hierarchical risk parity algorithms
Python MIT License UpdatedJan 20, 2025 -
PyPortfolioOpt Public
Forked from robertmartin8/PyPortfolioOptFinancial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
Jupyter Notebook MIT License UpdatedDec 24, 2024 -
riskparity.py Public
Forked from convexfi/riskparity.pyFast and scalable construction of risk parity portfolios
Python MIT License UpdatedMay 27, 2024 -
jenetics Public
Forked from jenetics/jeneticsJenetics - Genetic Algorithm, Genetic Programming, Evolutionary Algorithm, and Multi-objective Optimization
Java Apache License 2.0 UpdatedFeb 19, 2022 -
TensorGP Public
Forked from cdvetal/TensorGPA vectorized approach to Genetic Programming
Python UpdatedJan 19, 2022 -
Risk_Parity Public
Forked from coremetro/Risk_ParityRisk_Parity strategy 风险平价
Jupyter Notebook UpdatedMay 1, 2020 -
HRP Public
Forked from andreybabynin/HRPHierarchical Risk Parity
Python GNU General Public License v3.0 UpdatedFeb 26, 2020 -
Hierarchical-Risk-Parity Public
Forked from TheRockXu/Hierarchical-Risk-ParityThis is the implementation for Hierarchical Risk Parity approach to portfolio optimization
Jupyter Notebook UpdatedJan 13, 2020 -
LedoitWolf Public
Forked from WLM1ke/LedoitWolfLedoit-Wolf covariance matrix estimator of stock returns
Python UpdatedAug 23, 2019 -
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kungfu Public
Forked from kungfu-origin/kungfuKungfu Master Trading System
C++ Apache License 2.0 UpdatedJul 4, 2018 -
EliteQuant_Cpp Public
Forked from qg0/EliteQuant_CppC/C++ 11 High frequency quantitative trading platform. It follows modern design patterns such as event-driven, server/client architect, dependency injection and loosely-coupled robust distributed s…
C Apache License 2.0 UpdatedMay 25, 2018 -
trading-backtest Public
Forked from lukstei/trading-backtestA stock backtesting engine written in modern Java. And a pairs trading (cointegration) strategy implementation using a bayesian kalman filter model.
Java MIT License UpdatedMay 18, 2018 -
java-genetic-programming Public
Forked from chen0040/java-genetic-programmingGenetic-programming framework for various genetic programming paradigms such as linear genetic programming, tree genetic programming, gene expression programming, etc
Java MIT License UpdatedJun 23, 2017 -
hcc_risk_models Public
Forked from galtay/hcc_risk_modelsHierarchical Condition Category (HCC) Risk Models from the Centers for Medicare and Medicaid Services (CMS) and the Department of Health and Human Services (HHS)
Python GNU General Public License v3.0 UpdatedMay 7, 2017