jankrepl/deepdow
Portfolio optimization with deep learning.
This project helps quantitative analysts and portfolio managers design and test investment strategies. It takes historical market data as input and produces optimized portfolio weight allocations. The end result is a recommended 'buy and hold' portfolio designed for specific investment horizons.
1,117 stars. No commits in the last 6 months. Available on PyPI.
Use this if you are a quantitative researcher or portfolio manager looking to explore deep learning techniques for strategic, long-term portfolio allocation.
Not ideal if you are focused on high-frequency trading strategies or require a reinforcement learning framework for active portfolio management.
Stars
1,117
Forks
159
Language
Python
License
Apache-2.0
Category
Last pushed
Jan 24, 2024
Commits (30d)
0
Dependencies
10
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