Doyen Sahoo

Purpose

OLPS Toolbox offers researchers a platform applying several provided state of the art machine learning algorithms to financial data, and compare their performances on a wide variety of metrics, e.g., Returns, Risk Adjusted Returns, Properties of Portfolio Allocation, etc. Users can run the algorithms on benchmark datasets, or use their own datasets. Users can also develop their own algorithms and strategies, which can be directly be picked up by the toolbox. 


Picture

Links

Main Project Page
Project on GitHub

About OLPS
  • Introduction
  • Problem Setting
  • Types of Strategies
  • Useful References 
  • Project members
OLPS Toolbox
  • Purpose 
  • Download
  • Installation
  • Tutorial on Usage
  • Adding your own Strategies
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