Skip to content

Commit

Permalink
Merge pull request #90 from shayandavoodii/Dcompel
Browse files Browse the repository at this point in the history 
Improve docs
  • Loading branch information
@shayandavoodii
shayandavoodii authored May 4, 2024
2 parents aa414e6 + 2902e59 commit 811040b
Show file tree
Hide file tree
Showing 2 changed files with 27 additions and 25 deletions.
21 changes: 11 additions & 10 deletions README.md
View file
Original file line number Diff line number Diff line change
Expand Up @@ -63,16 +63,17 @@ This package presents a selection of proposed Online Portfolio Selection (OPS) a

| № | Algorithm | Strategy | № | Algorithm | Strategy | № | Algorithm | Strategy |
|:-----:|:-----------------------------------------------------------------------------------------------------------------------------------------------------------------: |:--------------------------|:-----:|:------------------------------------------------------------------------------------------------------------------------------------------------------------------ |:------------------------- |:-----:|:------------------------------------------------------------------------------------------------------------------------------------------------------------------ |:------------------------- |
| 1 | [CORN](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/PM/#Correlation-driven-Nonparametric-Learning-(CORN)) | PM | 11 | [ClusLog](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/PM/#ClusLog) | PM | 21 | [LOAD](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/Combined/#LOcal-ADaptive-learning-system-(LOAD)) | Combination of Strategies |
| 2 | [DRICORN-K](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/PM/#Dynamic-RIsk-CORrelation-driven-Non-parametric-(DRICORN)) | PM | 12 | [PAMR](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/FL/#Passive-Aggressive-Mean-Reversion-(PAMR)) | FL | 22 | [MRvol](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/Combined/#MRvol) | Combination of Strategies |
| 3 | [BCRP](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/benchmark/#Best-Constant-Rebalanced-Portfolio-(BCRP)) | Benchmark (Market) | 13 | [PPT](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/FW/#Price-Peak-Tracking-(PPT)) | FW | 23 | [TPPT](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/Combined/#Trend-Promote-Price-Tracking-(TPPT)) | Combination of Strategies |
| 4 | [UP](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/benchmark/#Universal-Portfolio-(UP)) | Benchmark (Market) | 14 | [CWMR](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/FL/#Confidence-Weighted-Mean-Reversion-(CWMR)) | FL | 24 | [GWR](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/FL/#Gaussian-Weighting-Reversion-(GWR)) | FL |
| 5 | [EG](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/FW/#Exponential-Gradient-(EG)) | FW | 15 | [CAEG](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/ML/#Continuous-Aggregating-Exponential-Gradient-(CAEG)) | ML | 25 | [ONS](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/benchmark/#Online-Newton-Step-(ONS)) | Benchmark (Market) |
| 6 | [BS](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/benchmark/#Best-Stock-(BS)) | Benchmark (Market) | 16 | [OLDEM](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/PM/#Online-Low-Dimension-Ensemble-Method-(OLDEM)) | PM | 26 | [DMR](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/FL/#Distributed-Mean-Reversion-(DMR)) | FL |
| 7 | [RPRT](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/FL/#Reweighted-Price-Relative-Tracking-System-for-Automatic-Portfolio-Optimization-(RPRT)) | FL | 17 | [AICTR](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/FW/#Adaptive-Input-and-Composite-Trend-Representation-(AICTR)) | FW | 27 | [RMR](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/FL/#Robust-Median-Reversion-(RMR)) | FL |
| 8 | [Anticor](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/FL/#Anti-Correlation-(Anticor)) | FL | 18 | [EGM](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/FW/#Exponential-Gradient-with-Momentum-(EGM)) | FW | 28 | [SSPO](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/FW/#Short-term-Sparse-Portfolio-Optimization-(SSPO)) | FW |
| 9 | [1/N](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/benchmark/#Uniform-Portfolio-(1/N)) | Benchmark (Market) | 19 | [OLMAR](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/FL/#Online-Moving-Average-Reversion-(OLMAR)) | FL | 29 | [WAEG](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/ML/#Weak-Aggregating-Exponential-Gradient-(WAEG)) | ML |
| 10 | [CW-OGD](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/ML/#Combination-Weights-based-on-Online-Gradient-Descent-(CW-OGD)) | ML | 20 | [Bᴷ](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/PM/#Bᴷ) | PM | 30 | [MAEG](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/ML/#Moving-window-based-Adaptive-Exponential-Gradient-(MAEG)) | ML |
| 1 | [CORN](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/PM/#Correlation-driven-Nonparametric-Learning-(CORN)) | PM | 12 | [PAMR](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/FL/#Passive-Aggressive-Mean-Reversion-(PAMR)) | FL | 23 | [TPPT](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/Combined/#Trend-Promote-Price-Tracking-(TPPT)) | Combination of Strategies |
| 2 | [DRICORN-K](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/PM/#Dynamic-RIsk-CORrelation-driven-Non-parametric-(DRICORN)) | PM | 13 | [PPT](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/FW/#Price-Peak-Tracking-(PPT)) | FW | 24 | [GWR](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/FL/#Gaussian-Weighting-Reversion-(GWR)) | FL |
| 3 | [BCRP](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/benchmark/#Best-Constant-Rebalanced-Portfolio-(BCRP)) | Benchmark (Market) | 14 | [CWMR](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/FL/#Confidence-Weighted-Mean-Reversion-(CWMR)) | FL | 25 | [ONS](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/benchmark/#Online-Newton-Step-(ONS)) | Benchmark (Market) |
| 4 | [UP](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/benchmark/#Universal-Portfolio-(UP)) | Benchmark (Market) | 15 | [CAEG](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/ML/#Continuous-Aggregating-Exponential-Gradient-(CAEG)) | ML | 26 | [DMR](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/FL/#Distributed-Mean-Reversion-(DMR)) | FL |
| 5 | [EG](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/FW/#Exponential-Gradient-(EG)) | FW | 16 | [OLDEM](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/PM/#Online-Low-Dimension-Ensemble-Method-(OLDEM)) | PM | 27 | [RMR](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/FL/#Robust-Median-Reversion-(RMR)) | FL |
| 6 | [BS](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/benchmark/#Best-Stock-(BS)) | Benchmark (Market) | 17 | [AICTR](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/FW/#Adaptive-Input-and-Composite-Trend-Representation-(AICTR)) | FW | 28 | [SSPO](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/FW/#Short-term-Sparse-Portfolio-Optimization-(SSPO)) | FW |
| 7 | [RPRT](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/FL/#Reweighted-Price-Relative-Tracking-System-for-Automatic-Portfolio-Optimization-(RPRT)) | FL | 18 | [EGM](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/FW/#Exponential-Gradient-with-Momentum-(EGM)) | FW | 29 | [WAEG](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/ML/#Weak-Aggregating-Exponential-Gradient-(WAEG)) | ML |
| 8 | [Anticor](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/FL/#Anti-Correlation-(Anticor)) | FL | 19 | [OLMAR](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/FL/#Online-Moving-Average-Reversion-(OLMAR)) | FL | 30 | [MAEG](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/ML/#Moving-window-based-Adaptive-Exponential-Gradient-(MAEG)) | ML |
| 9 | [1/N](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/benchmark/#Uniform-Portfolio-(1/N)) | Benchmark (Market) | 20 | [Bᴷ](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/PM/#Bᴷ) | PM | 31 | [SPOLC](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/FL/#Short-term-portfolio-optimization-with-loss-control-(SPOLC)) | FL |
| 10 | [CW-OGD](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/ML/#Combination-Weights-based-on-Online-Gradient-Descent-(CW-OGD)) | ML | 21 | [LOAD](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/Combined/#LOcal-ADaptive-learning-system-(LOAD)) | Combination of Strategies | 32 | [TCO](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/FL/#Transaction-Cost-Optimization-(TCO)) | FL |
| 11 | [ClusLog](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/PM/#ClusLog) | PM | 22 | [MRvol](https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/Combined/#MRvol) | Combination of Strategies | 33 |
</div>

<div align="justify">
Expand Down
Loading

0 comments on commit 811040b

Please sign in to comment.