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Aug 26, 2018
quantiacs-toolbox
Here are 4 public repositories matching this topic...
A quantitative portfolio allocation strategy. In Matlab for https://www.quantiacs.com/.
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Sep 28, 2017 - MATLAB
Multiple Trading Strategies for Quantiacs platform
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Jun 21, 2022 - Python
Designed a two-stage, end-to-end differentiable trading system in TensorFlow that generates and refines daily portfolio weights across ~800 assets using technical indicators. A simulated trading loop feeds back KPIs, enabling direct optimization of equity and Sharpe ratio via gradient-based training. It runs on Quantiacs.
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Apr 18, 2026 - HTML
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