{"repo":"shayandavoodii/OnlinePortfolioSelection.jl","free":true,"listed":false,"github":"https://github.com/shayandavoodii/OnlinePortfolioSelection.jl","clone":"git clone https://github.com/shayandavoodii/OnlinePortfolioSelection.jl.git","description":"This package offers both traditional benchmark and newly developed Online Portfolio Selection (OPS) algorithms implementation.","language":"Julia","stars":18,"topics":["julia","online-portfolio-selection","finance","algorithm-trading","portfolio-selection"],"license":"MIT","category":"productivity","readme_excerpt":"Documentation (Latest) Continuous Integration Coverage --- About Disclaimer Quick Start Installation Example Run from Python TODO LIST Contribution Motivation License Contact About This package presents a selection of proposed Online Portfolio Selection (OPS) algorithms found in the literature. The algorithms are implemented in Julia, ensuring complete type stability and suitability for research applications. It's an actively evolving package, with ongoing development work to introduce additional published methods. The aim is to introduce novel methods following the implementation of fundamental benchmark approaches. Presently, the package includes the following algorithms: [!NOTE] In the following table, the abbreviations FL , FW , PM , and ML stand for Follow the Loser , Follow the Winner , Pattern-Matching , and Meta-Learning , respectively. № Algorithm Strategy № Algorithm Strategy № Algorithm Strategy :-----: :----------------------------------------------------------------------------------------------------------------------------------------------------------------: :-------------------------- :-----: :----------------------------------------------------------------------------------------------------------------------------------------------------------------- :------------------------- :-----: :----------------------------------------------------------------------------------------------------------------------------------------------------------------- :-----------","default_branch":null,"files":null,"tree":[],"storefront":"/r/shayandavoodii","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/shayandavoodii/OnlinePortfolioSelection.jl/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}