Topic: "optimal-execution"
lakshmiDRIP/DRIP
Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
Language: Java - Size: 727 MB - Last synced at: 12 months ago - Pushed at: over 6 years ago - Stars: 54 - Forks: 23
shehio/Computational-Finance
Language: MATLAB - Size: 15.6 KB - Last synced at: over 2 years ago - Pushed at: over 5 years ago - Stars: 10 - Forks: 3
lakshmiDRIP/DROP-Asset-Allocation
DRIP Asset Allocation is a collection of model libraries for MPT framework, Black Litterman Strategy Incorporator, Holdings Constraint, and Transaction Costs.
Language: CSS - Size: 529 KB - Last synced at: over 2 years ago - Pushed at: almost 7 years ago - Stars: 10 - Forks: 7
AndreasTheodoulou/reinforcement_learning_oe Fork of arturbeg/reinforcement_learning_oe
Reinforcement Learning for Optimal Trade Execution
Language: Python - Size: 5.71 MB - Last synced at: 8 months ago - Pushed at: over 5 years ago - Stars: 1 - Forks: 0
muMAJJI/Optimal-Execution-of-Portfolio-Transactions
Portfolio execution strategy based on the Almgren-Chriss model, focusing on trade cost optimization in Python
Language: Jupyter Notebook - Size: 371 KB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 0 - Forks: 0
ArtemySazonov/CurrencyMarketMaking
Repository of the 'Currency Market Making' Student Lab
Language: Jupyter Notebook - Size: 6.05 MB - Last synced at: almost 2 years ago - Pushed at: almost 2 years ago - Stars: 0 - Forks: 0
