Shypd.aiThe largest open index of AI toolsdeepdow is a Finance tool that connects portfolio optimization and deep learning. It is a Python package facilitating research of networks that perform weight allocation in one forward pass.
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deepdow is a Python package designed for portfolio optimization using deep learning techniques. It aims to bridge the gap between forecasting market evolution and solving optimization problems by constructing a pipeline of differentiable layers. The tool allows for the creation of networks where the final layer performs asset allocation, with preceding layers acting as feature extractors. The entire network is fully differentiable, enabling optimization via gradient descent algorithms. deepdow is not focused on active trading strategies but rather on finding allocations to be held over a specific horizon. It integrates differentiable convex optimization via `cvxpylayers`, offers various dataloading strategies, and supports integration with MLflow and TensorBoard. It also provides a range of loss functions, including Sharpe ratio and maximum drawdown, and is extensible for customization with both CPU and GPU support.
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