investment-analysis

There are 43 repositories under investment-analysis topic.

• PyPortfolioOpt

  robertmartin8 / PyPortfolioOpt

  Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

  financeportfolio-optimizationportfolio-managementquantitative-financealgorithmic-tradinginvestingefficient-frontiercovariancepythoninvestmentinvestment-analysisfinancial-analysis
  Language:Jupyter Notebook 4543
• Riskfolio-Lib

  dcajasn / Riskfolio-Lib

  Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

  portfolio-optimizationconvex-optimizationstepwise-regressionduration-matchingdrawdown-modelsharpe-ratiotradinginvestmentfinanceasset-allocationprincipal-components-regressioncvar-optimizationcvxpyrisk-parityrisk-contributionrisk-factorsportfolio-managementinvestment-analysisquantitative-financeefficient-frontier
  Language:C++ 3086
• FinQuant

  fmilthaler / FinQuant

  A program for financial portfolio management, analysis and optimisation.

  analysisbollinger-bandsefficient-frontierfinancefinancialfinancial-analysisfinancial-portfolio-managementinvestmentinvestment-analysisinvestment-portfolioinvestment-strategiesmarkowitz-portfoliomonte-carlomonte-carlo-simulationmoving-averageoptimisationportfolio-managementportfolio-optimisationportfolio-propertiesreturns
  Language:Python 1439
• EigenLedger

  santoshlite / EigenLedger

  An Open Source Portfolio Backtesting Engine for Everyone | 面向所有人的开源投资组合回测引擎

  backtestingfinancefintechfuturesinvestmentinvestment-analysisinvestment-portfolioportfolio-analysisportfolio-managementportfolio-optimizationpythonquantquantitative-analysisquantitative-financestockstock-datastock-market
  Language:Python 941

• quarkfin / qf-lib

  Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integrated with various data vendors and brokers, supports Crypto, Stocks and Futures.

  backtestingbacktesting-frameworksbacktesting-trading-strategiesfinanceinvestment-analysispythonquantquantitative-financetradingtrading-simulatortrading-strategies
  Language:Python 560

• bsolomon1124 / pyfinance

  Python package designed for general financial and security returns analysis.

  financeinvestment-analysispython3
  Language:Python 325

• spacious-team / investbook

  Оценка эффективности инвестиций с учетом комиссий, налогов (удержанных и ожидающихся), дивидендов и купонов.

  finance-managementinvestment-analysisportfolio-managementfinanceinvestmentstock-marketforex-marketstocksderivativesjavagood-first-issuemarket-profitportfolio-paymentbrokerreportparser
  Language:Java 296
• fortitudo.tech

  fortitudo-tech / fortitudo.tech

  Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.

  cvar-optimizationentropy-poolingasset-allocationasset-managementportfolio-optimizationmean-variance-optimizationefficient-frontierinvestment-analysisportfolio-allocationportfolio-selectionrisk-adjusted-returnmarkowitz-portfoliomathematical-financeinvestment-managementinvestmentsportfolio-constructionblack-littermancvarconditional-value-at-riskquantitative-finance
  Language:Python 217

• ArturSepp / QuantInvestStrats

  Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.

  asset-managementinvestment-analysisportfolio-optimizationquantitative-financepythonportfolio-risk-managementperformance-attributiondata-analysisdata-visualization
  Language:Jupyter Notebook 184

• caiobran / mstables

  MorningStar.com scraper that consolidates tens of thousands of financial records into a SQLite relational database. Class 'dataframes' easily converts the SQLite data into pandas DataFrames (see Jupyter notebook for examples)

  investmentinvestment-analysisstock-analysisstock-datastocksmorningstarjupyter-notebookstock-tradingstock-screener
  Language:Jupyter Notebook 180
• corporate-earnings

  huskytrader / corporate-earnings

  Displays corporate earnings and fundamentals in the easy to analyze format

  corporate-earningsearnings-datainvestinginvestment-analysistrading
  Language:JavaScript 152

• alvarobartt / twitter-stock-recommendation

  Simple Stock Investment Recommendation System based on Machine-Learning algorithms for prediction and Twitter Sentiment Analysis.

  investment-analysismachine-learningpythonstock-predictionstock-price-predictiontwitter-sentiment-analysis
  Language:Python 123

• KVignesh122 / AssetNewsSentimentAnalyzer

  A sentiment analyzer package for financial assets and securities utilizing GPT models.

  commodity-tradingfinancial-analysisforex-tradinggoogle-search-apiinvestment-analysisllm-inferencenews-apisentiment-analysis
  Language:Python 115
• financial-asset-comparison-tool

  pmaji / financial-asset-comparison-tool

  R Shiny app to compare the relative performance of cryptos and equities.

  bitcoincoinbasecryptocurrencyequitiesethereumfinancial-analysisgdaxinvestment-analysisperformance-analysisplotlyportfolio-analysisquantmodrrisk-analysisshinyshiny-appsshinydashboardstock-analysisstock-markettime-series-analysis
  Language:R 112

• empenoso / SilverFir-Investment-Report

  SilverFir: Investment Report :evergreen_tree:                 Инвестиционный отчёт в гугл доках, куда можно добавить любой актив и скачивать цену автоматически

  investment-analysisinvestment-portfolio
  Language:HTML 105

• sabirjana / blog

  Code and data for my blogs

  financeinvestment-analysisinvestment-portfolioportfoliopythonquantitative-finance
  Language:Jupyter Notebook 92

• iniself / noba

  Noba not only backtrader as a quantitative investment platform, but also visualized using bokeh, which can get richer plot effects. Additionally, Noba also provide 'Ioc Container', 'Event System', 'Database Abstraction Layer', 'Pipeline System' and more.

  backtraderbokehinvestment-analysisquantitative-financequantitative-investmentquantitative-trading
  Language:Python 89
• Beibo

  santoshlite / Beibo

  🤖 Predict the stock market with AI 用AI预测股票市场

  financeaiartificial-intelligencemachine-learningstock-marketstockstocksquantitative-financequantstock-price-predictioninvestmentinvestment-analysisportfolio-management
  Language:Python 85
• Stock_Market_Data_Analysis

  jcwill415 / Stock_Market_Data_Analysis

  Scrape, analyze & visualize stock market data for the S&P500 using Python. Build a basic trading strategy using machine learning to assess company performance and determine buy, sell, hold. Read me & instructions available in Spanish. This is a working repo, with plans to expand the project from technical analysis to fundamental analysis.

  beautifulsoup4data-manipulationdata-visualizationinvestment-analysisinvestment-decisionsmachine-learningmatplotlibnumpypandaspython3scikit-learnsp500-real-time-datastock-marketstock-price-data
  Language:Jupyter Notebook 79

• timothycarambat / senate-stock-watcher-data

  Data repository of JSON files that are filed by US Senators on efdsearch.senate.gov where they must report their stock trades. This is the same data as on senatestockwatcher.com

  senateunited-statessenatorsinvestinginsider-tradinginvestment-analysisstockstock-market-dataopen-datasetsus-data
  Language:Python 51

• ymyke / tessa

  tessa – simple, hassle-free access to price information of financial assets 📉🤓📈

  coingeckofinancefinancial-analysisfinancial-datainvestinginvestment-analysispycoingeckopythonyahooyfinanceyfinance-apiyfinance-library
  Language:Python 44

• VcSpace / News-M

  提取财经新闻标题、链接整合排列后写入表格

  finance-newsnews-spiderpythonstockinvestmentinvestment-analysisspider
  Language:Python 43

• lazybootsafe / AI2Match

  实验室工作实录，一个二导

  aiinvestment-analysiskaggle-competitionmachine-learningpython
  Language:Python 33
• entropy-pooling

  fortitudo-tech / entropy-pooling

  Entropy Pooling in Python with a BSD 3-Clause license.

  black-littermanentropy-poolinginvestment-analysisinvestmentsmathematical-financeportfolio-constructionquantitative-financeasset-allocationasset-managementbayesianconditional-value-at-riskcvarentropyinvestment-managementmarket-viewsmaximum-entropyportfolio-selectioninvestment-riskfortitudo-tech
  Language:Python 31

• QuhiQuhihi / regime_model

  detecting regime of financial market

  economicsfinanceinvestmentinvestment-analysisinvestment-strategiesquantitative-finance
  Language:Jupyter Notebook 30

• bradleyboyuyang / Empirical-Finance

  Fama-French models, idiosyncratic volatility, event study

  investment-analysisempirical-financemultifactor-modelevent-studiescapmefficient-frontierfama-macbeth
  Language:Jupyter Notebook 28

• mashiox / analytics-engine

  An environment of open source services used for market analysis

  market-analysisquantitative-financestock-market-analysisfinancefintechnumerical-analysisbitcoincryptocurrencyosintinvestment-analysisinvestment-researchstock-marketstocks
  Language:PLpgSQL 28
• openseries

  CaptorAB / openseries

  openseries is a project with tools to analyze financial timeseries of a single asset or a group of assets. It is solely made for daily or less frequent data.

  timeseriestimeseries-analysisfintechdata-sciencetimeseries-datafinanceinvestment-analysispython
  Language:Python 27

• iniself / backtrader_bokeh

  Use bokeh as the backend, you will get richer plot effects for backtrader

  backtraderbokehinvestment-analysisquantitative-financequantitative-investmentquantitative-trading
  Language:Python 26

• AdnanHodzic / degiro-trading-tracker

  Simplified tracking of your investments

  degirodegiro-cliclipythoninvestmentinvestment-analysisstocksportofoliotradingtrackerxlspandastoolstockanalyzersimple
  Language:Python 23

• TalaikisInc / blueblood

  Blue Blood Engine - quantitative trading strategies integration and indexing platform.

  data-scienceinvestment-analysistrading-platformtradingblue-blood-engine
  Language:Python 23

• GPTStonks / openbb-chat

  Chat interface for OpenBB based on a instruct finetuning of a LLM, similar to ChatGPT.

  chatbotfinancehuggingfaceinvestment-analysisllmopenbbpytorch
  Language:Python 22

• vandomed / stocks

  Stock Market Analysis

  stock-marketinvestment-analysissharpe-ratioportfolio-optimizationportfolio-constructiontime-series
  Language:R 22

• vipl0ve / Investment-Management-with-Python-and-Machine-Learning-Specialization

  This is a repository for all the lab session in the "Investment Management with Python and Machine Learning Specialization" Offered By EDHEC Business School and Hosted by Coursera.

  investmentinvestment-analysisinvestment-managementcourserapython3machine-learning
  Language:Jupyter Notebook 19

• Lak1Lay / mempool-liquidity-sniper

  Buy token as soon as liquidity added (mempool monitor)

  defiethereuminvestment-analysismarket-makermempool-monitoring-enginemempool-sniper
  Language:C# 18

• MaiconBaggio / PyMQL5

  PyMQL5 is an API that makes the connection between Python3 and Metatrader5 through UDP socket. | O PyMQL5 é uma API que realiza a conexão entre Python3 e o Metatrader5 através de socket UDP.

  investment-analysismql5pytohn3trading-platform
  Language:MQL5 18