| MBKraus/Python_Portfolio__VaR_Tool |
62 |
|
0 |
0 |
about 5 years ago |
0 |
|
1 |
|
Python |
| Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics and many other (ex-post) risk/return characteristics both on an individual stock and portfolio-basis, stand-alone and vs. a benchmark of choice (constructed with wxPython) |
| WASdev/sample.daytrader7 |
37 |
|
0 |
0 |
over 2 years ago |
0 |
|
0 |
apache-2.0 |
Java |
| The DayTrader 7 benchmark sample, which is a Java EE 7 application built around the paradigm of an online stock trading system. #JavaEE7 |
| Asoul/stockflow |
31 |
|
0 |
0 |
about 11 years ago |
0 |
|
0 |
mit |
Python |
| A control flow to test stock models |
| jaungiers/Random-Portfolio-vs-Benchmark-Strategy |
14 |
|
0 |
0 |
about 11 years ago |
0 |
|
0 |
|
Python |
| Python Monte Carlo Simulation to model returns from randomly generated portfolios against a benchmark index. |
| FuxiaoLiu/MMC |
13 |
|
0 |
0 |
over 2 years ago |
0 |
|
1 |
|
Python |
| boyac/pyFolio |
10 |
|
0 |
0 |
over 2 years ago |
0 |
|
1 |
|
Jupyter Notebook |
| Performance attribution analysis, value investment, original investment ideas, alpha seeking |
| uNetworking/pubsub-benchmark |
10 |
|
0 |
0 |
over 6 years ago |
0 |
|
0 |
|
JavaScript |
| Simplified stock exchange as pubsub benchmark |
| WASdev/sample.daytrader3 |
7 |
|
0 |
0 |
over 6 years ago |
0 |
|
1 |
apache-2.0 |
Java |
| The DayTrader 3 benchmark sample, which is a Java EE 6 application built around the paradigm of an online stock trading system. |
| sanjeevai/smart-beta-portfolio-optimization |
7 |
|
0 |
0 |
about 7 years ago |
0 |
|
0 |
|
HTML |
| Built a smart beta portfolio and compared it to a benchmark index by calculating the tracking error. Built a portfolio using quadratic programming to optimize the weights.. |
| TimRivoli/Price-Momentum-Trader |
6 |
|
0 |
0 |
almost 3 years ago |
0 |
|
0 |
gpl-3.0 |
Python |
| This project uses Stock-Price-Trade-Analyzer to back-test the permformance of an investment strategy of picking only the top 9 performing stocks from the S&P 500 over a period of 35 years to answer the question "How well does past performance predict future returns?" |
