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jankrepl
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deepdow
Portfolio optimization with deep learning.
https://deepdow.readthedocs.io
Apache License 2.0
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An example of working with real stocks data, where the neural network would show good results
#100
vgmakeev
closed
3 years ago
2
Improve docstring of CovarianceMatrix
#99
jankrepl
closed
3 years ago
1
add risk parity loss function & risk budgeting allocator
#98
turmeric-blend
closed
3 years ago
18
wrong discription in CovarianceMatrix layer?
#97
turmeric-blend
closed
3 years ago
3
tensorboard plots unwanted point after training ends
#96
turmeric-blend
closed
3 years ago
1
What is the relationship between mean-variance based Allocator layer and loss function?
#95
turmeric-blend
closed
3 years ago
4
Remove inplace modification of dataframe
#94
jankrepl
closed
3 years ago
1
calling plot_weight_heatmap multiple times adds 1 to sum column of weight_table each time
#93
turmeric-blend
closed
3 years ago
1
how to plot training loss
#92
turmeric-blend
closed
3 years ago
3
Travis - no branch builds (+ whitelist master)
#91
jankrepl
closed
3 years ago
1
Run coverage for only 1 Python version
#90
jankrepl
closed
3 years ago
0
Disable double builds Travis
#89
jankrepl
closed
3 years ago
0
Remove save_best_only
#88
jankrepl
closed
3 years ago
1
how to setup deepdow for inference mode
#87
turmeric-blend
closed
3 years ago
2
question about shuffling the data before splitting them into train and test dataloader
#86
turmeric-blend
closed
3 years ago
2
tell the difference between saved model at checkpoint and best saved model?
#85
turmeric-blend
closed
3 years ago
1
raw_to_Xy producing weird results
#84
turmeric-blend
closed
3 years ago
5
Installation problem
#83
brucelifx
closed
3 years ago
3
what does batch in history.metrics represent
#82
turmeric-blend
closed
3 years ago
2
Dealing with Cash Asset
#81
turmeric-blend
closed
3 years ago
6
Fix the progressbar
#80
jankrepl
closed
3 years ago
1
FlexibleDataLoader doctest failing for py37 and py38
#79
jankrepl
closed
3 years ago
0
Simple improvement suggestions
#78
rodrigosnader
closed
5 months ago
2
Changing Number of Assets
#77
payasparab
closed
3 years ago
2
Short positions
#76
gmgreg
closed
3 years ago
2
BachelierNet Multichannel Scenario
#75
payasparab
closed
3 years ago
2
Extra linefeed in Epoch reporting
#74
gmgreg
closed
3 years ago
2
AssertionError: when using BachelierNet
#73
gmgreg
closed
3 years ago
3
Make docs more clear - raw_to_Xy
#72
jankrepl
closed
3 years ago
1
raw_to_Xy doesn't handle gaps in data
#71
gmgreg
closed
3 years ago
7
Variational softmax is missing a constraint
#70
jankrepl
opened
3 years ago
0
something about the turnover constraint
#69
Bruce-yty
closed
3 years ago
1
Implement __sub__
#68
jankrepl
opened
3 years ago
0
IID experiment
#67
jankrepl
closed
3 years ago
1
Citation guidelines
#66
jankrepl
closed
4 years ago
1
Expand loss docs
#65
jankrepl
closed
4 years ago
1
Example: Zipline with Quandl bundle
#64
jankrepl
opened
4 years ago
6
Towards v0.2.0
#63
jankrepl
closed
4 years ago
1
Docs refactor
#62
jankrepl
closed
4 years ago
1
Elastic warp
#61
jankrepl
closed
4 years ago
1
Argmax allocator
#60
jankrepl
closed
4 years ago
0
Link examples in docs
#59
jankrepl
closed
4 years ago
1
generate_cumrets_table and plot_cumrets
#58
jankrepl
closed
4 years ago
0
Implement Zoom and tests
#57
jankrepl
closed
4 years ago
1
Add metrics plotting
#56
jankrepl
closed
4 years ago
1
Addition of metadata
#55
jankrepl
closed
4 years ago
1
Notebook examples + binder
#54
jankrepl
opened
4 years ago
0
Scale transform
#53
jankrepl
closed
4 years ago
1
Changelog
#52
jankrepl
closed
4 years ago
1
Standard and robust scalers
#51
jankrepl
closed
4 years ago
0
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