This project addresses the real-world portfolio optimization problem, going beyond classical mean-variance models. Actual portfolio construction involves discrete investment decisions, transaction …

A complete toolkit for quantitative research and development of options trading strategies.

Developing a trend following model using futures

"Cyberpunk style" for matplotlib plots

A Free Newsletter for Quantitative and Algorithmic Trading, Portfolio Analysis, and Investing

Mean-Variance Optimization using DL (pytorch)

Composite Indicators Framework for Business Cycle Analysis

Current and Historical Lists of S&P 500 components since 1996

Goal Achieving Probabilities of Portfolios

Risk Premia Estimation (FamaMacbeth and Three-pass)

Factor Mimicking Portfolio replication with LASSO

A curated list of papers of interesting empirical study and insight on deep learning. Continually updating...

Macrosynergy Quant Research

Hedge fund replication via machine learning

Python library for asset pricing

Step by Step Reinforcement Learning Tutorials.