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QGoGithub/Python_ds_Research: Python based Quant Finance Models, Tools and Algorithmic Decision Making · GitHub

Name		Name	Last commit message	Last commit date
.gitignore		.gitignore
LICENSE		LICENSE
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

algorithmic-trading backtesting-trading-strategies forecasting-models keras lstm-model market-data markowitz-portfolio mpt portfolio-allocation portfolio-optimization python quant-finance-models quantitative-finance quantitative-trading simulations timeseries-analysis

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