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GeezerVison is showing github.com — GitHub - QGoGithub/Python_ds_Research: Python based Quant Finance Models, Tools and Algorithmic Decision Making

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MPT_portfolio_optimisation_input_target_return_targetvariance.py
MPT_portfolio_optimisation_input_target_return_targetvariance.py
 
 
README.md
README.md
 
 
Time_Series_Stationarity_Tests1.py
Time_Series_Stationarity_Tests1.py
 
 
lstm_stockprice_forecast.py
lstm_stockprice_forecast.py
 
 
portfolio_allocation.py
portfolio_allocation.py
 
 
portfolio_getyahoodata.py
portfolio_getyahoodata.py
 
 

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Python Quantitative Finance Research

Python based Quant Finance Models, Tools and Algorithmic Application and Decision Making

A repository of Python based code for:

  • Creating econometric market models and hypotheses
    • modelling, testing and analysing market hypotheses
      • identifying risk weighted market opportunities
        • identifying and applying statistically robust strategies
          • backtesting trading strategies and performance analytics
            • portfolio allocation and optimisation
              • applying risk and performance management metrics

Portfolio Allocation - Get yahoo data, sort, analyse and allocate portfolio by quadratic optimisation.

Portfolio Optimisation - Target return and Target Variance

Time Series Analysis

LSTM stock price forecasting and prediction

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Python based Quant Finance Models, Tools and Algorithmic Decision Making

Topics

algorithmic-tradingbacktesting-trading-strategiesforecasting-modelskeraslstm-modelmarket-datamarkowitz-portfoliomptportfolio-allocationportfolio-optimizationpythonquant-finance-modelsquantitative-financequantitative-tradingsimulationstimeseries-analysis

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