OLPS Toolbox
In recent years, a variety of machine learning algorithms have been proposed to address the challenging problem of Online Portfolio Selection, but no comprehensive open-source toolbox has been released for various reasons.
Our toolbox is the first open-source toolbox for “On-Line Portfolio Selection” (OLPS), which implements a collection of classical and state-of-the-art strategies powered by machine learning algorithms. We hope OLPS will facilitate the development of new learning methods and enable the performance benchmarking and comparisons of different strategies.
OLPS is an open-source project released under Apache License (version 2.0), which is available at https://github.com/OLPS/.
Our toolbox is the first open-source toolbox for “On-Line Portfolio Selection” (OLPS), which implements a collection of classical and state-of-the-art strategies powered by machine learning algorithms. We hope OLPS will facilitate the development of new learning methods and enable the performance benchmarking and comparisons of different strategies.
OLPS is an open-source project released under Apache License (version 2.0), which is available at https://github.com/OLPS/.
