The business of foreign exchange
Portfolio optimisation, factor models, performance analytics and risk measurement.
1,763 repositories · facts retrieved 2026-11-05
Kalshi Advanced Quantitative Trading Bot is an enterprise-grade automated trading system designed for the Kalshi event-based prediction market. Built with cutting-edge quantitative algorithms and…
4 AI agents. One runbook. Real $25K, live and verifiable. Currently +22.85%.
The notebooks behind every Atlas Research piece. Open-source intelligence, from geopolitics to your portfolio.
An intuitive portfolio mangaer !
RL stock selection for China A-share — bundled polars-native factor library (105 Alpha101 + 191 GTJA Alpha191 = 296 factors), board-aware price limits, GPU train + ONNX CPU infer, MIT-licensed.
Cluster-based portfolio allocation on an explicit, inspectable tree: hierarchical risk parity, Schur complementary allocation and hierarchical 1/N
Implements different approaches to tactical and strategic asset allocation
Autonomous AI trading system powered by Kronos. Forecasts markets, builds portfolios and paper-trades automatically with GitHub Actions.
Sparse multi-output factor-model estimation with sign constraints, prior-centered shrinkage, data-driven grouped penalties, and consistent factor covariance assembly
Portfolio optimisation library for Julia. Over 50 risk measures (CVaR, EVaR, RLVaR, drawdown, OWA), hierarchical risk parity, HERC, nested clustered optimisation, risk budgeting, near-optimal…
Data Science Project: Replication of "Forest Through the Trees: Building Cross-Sections of Stock Returns" - creation of assets to test validity of factor models with Python
A curated list of awesome OSS, programmable APIs, and autonomous AI agents for developers in finance. Discover resources for quantitative analysis (Quant), algorithmic trading bots, Fintech…
Portfolio Analytics