Skip to content

Rachnog/Deep-Portfolio-Management

Repository files navigation

Deep-Portfolio-Management

Experiments on portfolio management and asset allocations algorithms as:

  1. Classic optimization (Markowitz, Inverse Risk etc)
  2. PCA portfolios
  3. Autoencoder portfolios
  4. Hierarchical risk parity
  5. Forecasting-based portfolios
  6. Reinforcement learning portfolios

About

Source code for the blog post on the evolution of the asset allocation methods

Resources

Stars

Watchers

Forks

Releases

No releases published

Packages

 
 
 

Contributors