asset-allocation

There are 20 repositories under asset-allocation topic.

• Riskfolio-Lib

  dcajasn / Riskfolio-Lib

  Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

  asset-allocationconvex-optimizationcvar-optimizationcvxpydrawdown-modelduration-matchingefficient-frontierfinanceinvestmentinvestment-analysisportfolio-managementportfolio-optimizationprincipal-components-regressionquantitative-financerisk-contributionrisk-factorsrisk-paritysharpe-ratiostepwise-regressiontrading
  Language:C++ 2923
• FinancePy

  domokane / FinancePy

  A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

  asset-allocationbondscreditcurrencyderivativesderivatives-pricingfinancefixed-incomeinvestmentnumbapricingpythonriskrisk-managementstudentsvaluation
  Language:Jupyter Notebook 2044

• letianzj / QuantResearch

  Quantitative analysis, strategies and backtests

  quantitative-financequantitative-tradingportfolio-managementrisk-managementderivatives-pricingmachine-learningdeep-learningbacktesting-trading-strategiestrading-strategiesstatistical-arbitrageasset-managementasset-allocationalgotradingtrading-algorithmsfinancial-analysispairs-tradingalgorithmic-tradingdata-sciencereinforcement-learningbacktests
  Language:Jupyter Notebook 1886
• skfolio

  skfolio / skfolio

  Python library for portfolio optimization built on top of scikit-learn

  asset-allocationasset-managementconvex-optimizationcvar-optimizationcvxpyefficient-frontierhierarchical-clusteringmachine-learningportfolioportfolio-optimizationquantitative-financequantitative-investmentrisk-parityscikit-learntrading-strategies
  Language:Python 1089

• LongOnly / Quantitative-Notebooks

  Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy

  algorithmic-tradingalgotradingasset-allocationasset-managementasset-pricingdata-analysisdata-sciencefinancial-analysisjupytermachine-learningnotebookpairs-tradingpythonquantitative-financequantitative-tradingstock-tradingtrading-algorithmstrading-strategies
  Language:Jupyter Notebook 975

• KonishchevDmitry / investments

  Helps you with managing your investments

  financeinvestmentsstocksinteractive-brokerstax-statementasset-allocationportfolio-optimizationportfolio-rebalancing
  Language:Rust 486

• mbk-dev / okama

  Investment portfolio and stocks analyzing tools for Python with free historical data

  financeinvestmentsmathematicsefficient-frontierasset-allocationpythonoptimizationportfolio-optimizationquantitative-financehistorical-datamacroeconomic-indicatorsportfoliofinancial-dataassets-riskrisk-managementrebalancingcfachartered-financial-analysttime-series
  Language:Python 198
• fortitudo.tech

  fortitudo-tech / fortitudo.tech

  Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.

  cvar-optimizationentropy-poolingasset-allocationasset-managementportfolio-optimizationmean-variance-optimizationefficient-frontierinvestment-analysisportfolio-allocationportfolio-selectionrisk-adjusted-returnmarkowitz-portfoliomathematical-financeinvestment-managementinvestmentsportfolio-constructionblack-littermancvarconditional-value-at-riskquantitative-finance
  Language:Python 193

• sarvjeets / lakshmi

  Investing library and command-line interface inspired by the Bogleheads philosophy

  investingasset-allocationfinanceportfoliopythonbogleheadscommand-line-toolcommandline
  Language:Python 128
• DROP

  lakshmiDRIP / DROP

  Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics

  asset-allocationasset-backedbondcorporatescounterparty-riskcredit-riskcva-dva-fva-kva-xvaemerging-marketfixed-incomefxinflation-linkedinterest-ratesjavaloansmarket-riskmunicipalsportfolio-optimizationstatistical-learningtransaction-cost-analyticstreasury
  Language:HTML 116

• albertosantini / conpa

  Asset Allocation application

  financeasset-allocationoptimizationportfolio-optimization
  Language:JavaScript 82
• okama-dash

  mbk-dev / okama-dash

  Python financial widgets with okama and Dash (plotly)

  asset-allocationdashdata-scienceefficient-frontierfinanceinvestment-portfolioplotlyplotly-dashportfolio-optimizationpythonquantative-financestock-marketwealth-indexokamamarket-datastock
  Language:Python 62

• lakshmiDRIP / DRIP

  Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics

  asset-allocationbondcurve-constructioncvadvaexecution-cost-analyticsfixed-incomeoptimal-executionpnlportfolio-constructionrisktransaction-cost-analyticsxva-metrics
  Language:Java 54
• AssetAllocation

  rubetron / AssetAllocation

  R package AssetAllocation

  asset-allocationfinance
  Language:R 33

• nerevu / prometheus

  A flask web app that analyzes your stock portfolio performance, optimizes your asset allocation, and provides performance enhancement alerts.

  flaskappfinanceasset-allocationvisualization
  Language:Python 31

• 10mohi6 / portfolio-backtest-python

  portfolio-backtest is a python library for backtest portfolio asset allocation on Python 3.7 and above.

  asset-allocationbacktestcvaretfhrpminimummutual-fundportfoliopythonstocktangencyvariance
  Language:Python 27

• mingi3314 / PyRb

  Python Rebalancer

  asset-allocationquantrebalancingalgorithm-tradingquantitative-financesystematic-tradingtradingclipythonterminal
  Language:Python 25
• entropy-pooling

  fortitudo-tech / entropy-pooling

  Entropy Pooling in Python with a BSD 3-Clause license.

  black-littermanentropy-poolinginvestment-analysisinvestmentsmathematical-financeportfolio-constructionquantitative-financeasset-allocationasset-managementbayesianconditional-value-at-riskcvarentropyinvestment-managementmarket-viewsmaximum-entropyportfolio-selectioninvestment-riskfortitudo-tech
  Language:Python 23

• oronimbus / tactical-asset-allocation

  Implements different approaches to tactical and strategic asset allocation

  backtestingtrading-strategiesasset-allocationportfolio-managementfactor-models
  Language:Jupyter Notebook 23
• algotradingbot

  ktiwari9 / algotradingbot

  This repository consists several bots encoding various algorithmic trading strategies. The aim here is for absolute beginners in stock trading to get familiar with the various aspects of the market. All you need is basics of statistics and python to understand the underlying metrics and conditions utilized to make decisions. Contributions welcome.

  pythondatasciencemachine-learningjupyter-notebooktradingtrading-bottrading-strategiesalgorithmic-tradingalgotrading-machine-learningassets-managementasset-pricingasset-allocationstock-marketstock-price-predictionsignalsbacktesting-trading-strategiesquantitative-analysis
  Language:Jupyter Notebook 22
• Financial-Market-Regime-Classification

  YannickKae / Financial-Market-Regime-Classification

  Value or Momentum? Comparing Random Forests, Support Vector Machines, and Multi-layer Perceptrons for Financial Time Series Prediction & Tactical Asset Allocation

  asset-allocationmomentumrandom-foresttime-seriesvalueregime-classificationmulti-layer-perceptronsupport-vector-machinefactor-investingfinanceclassificationlogistic-regression
  Language:Jupyter Notebook 21

• bottama / trading-strategy-backtest

  Backtesting of different trading strategies by applying different Modern Portfolio Theory (MPT) approaches on long-only ETFs portfolios in Python.

  tradingtrading-strategiestrading-algorithmsmodern-portfolio-theorymarkowitzrisk-parityequally-weightedminimum-varianceportfolioasset-managementasset-allocationbacktesting-trading-strategiesbacktestingetf
  Language:Python 19

• LucS12 / ESG-Score-Integration

  Integrating ESG scores into asset allocation and portfolio optimization through a GUI application.

  asset-allocationesginvestment-portfolioportfolio-optimizationpythonwealth-management
  Language:Jupyter Notebook 18
• Statistical-Learning-based-Portfolio-Optimization

  YannickKae / Statistical-Learning-based-Portfolio-Optimization

  This R Shiny App utilizes the Hierarchical Equal Risk Contribution (HERC) approach, a modern portfolio optimization method developed by Raffinot (2018).

  appasset-allocationfinancehierarchical-clusteringinvestingmachine-learningportfolio-optimizationquantitative-financeshiny
  Language:R 12

• zhuodannychen / Portfolio-Optimization

  Modern Portfolio Theorem for portfolio optimization and asset allocation

  asset-allocationefficient-frontiermodern-portfolio-theoryportfolio-optimizationsharpe-ratiostocks
  Language:Python 11

• lakshmiDRIP / DROP-Asset-Allocation

  DRIP Asset Allocation is a collection of model libraries for MPT framework, Black Litterman Strategy Incorporator, Holdings Constraint, and Transaction Costs.

  almgren-chrissasset-allocationblack-littermanconstrained-portfolio-optimizationdripdrip-asset-allocationfactor-modelsidzorekjavamarket-impact-modelsmean-variance-optimizationmulti-period-portfolio-optimizationoptimal-dynamic-portfoliooptimal-executionoptimal-transactionportfolio-constructionprincipal-program-tradesstochastic-liquidity-volatilitytransaction-cost
  Language:CSS 10

• marcopus / degiro-portfolio-rebalancer

  Portfolio rebalancing for the finicky investor. A tool that keeps your assets allocation well balanced

  asset-allocationdegirodegiro-apiinvestinginvestmentpersonal-financeportfolio-rebalancerportfolio-rebalancingrebalancerebalancerrebalancingrebalancing-bot
  Language:Python 9

• nerevu / prometheus-api

  RESTful API for prometheus (stock portfolio allocation & analysis)

  apipythonasset-allocationfinancedataflaskfeatured
  Language:Python 8

• alensiljak / asset-allocation-python

  Asset Allocation implementation in Python

  asset-allocationgnucashpython
  Language:Python 7

• ethanpbrooks / Schwab-PDF-Scraper

  PDF Statement Data Extractor and Analyzer. A Python script for extracting and analyzing financial data from PDF statements, with a focus on Schwab statements.

  equity-researchfinancial-analysispdf-scrapingportfolioportfolio-allocationportfolio-analysisschwabschwab-pythonasset-allocationcharles-schwabdata-analysisdata-processingdata-scrapinginvestment-managementpythonpython3
  Language:Python 7

• LucS12 / esg-investing-app

  ESG investing web app that takes user inputs to generate personalized equity portfolios and even comparative firm ESG rankings.

  asset-allocationblack-littermanesgflaskmarkowitz-modelmodern-portfolio-theorypythonwealth-management
  Language:HTML 6

• EulersNumber / PortfolioAllocation

  Cross asset allocation with mean-variance and mean-CVaR (Expected Shortfall) optimization methods

  optimizationnumerical-optimizationasset-allocationportfolio-optimizationmean-variance-optimizationcvar-optimizationfinance
  Language:R 5

• fedepepe / PortfolioStrategyBacktestUS

  Master thesis project. The improved estimator of the covariance matrix of asset returns is employed to derive a new trading strategy based on a two-step procedure. First, it shrinks the asset universe via a subset selection, leaving only the most suitable assets. Then, it performs the mean-variance analysis. Back-testing is carried out in the U.S. stock market between 2018 and 2020. For comparison purposes, the code also implements also other strategies, such as the widely-used momentum strategy. The proposed technique is observed to deliver a very good and much more stable performance with respect to its competitors.

  portfolio-constructionportfolio-optimizationasset-allocationtrading-strategiesbacktesting-trading-strategies
  Language:Python 5

• hobinkwak / Stock2Vec-Inverse-Volatility

  Asset Allocation Strategy using Stock2Vec Clustering

  inverse-volatilityfinanceword2vecasset-allocationclustering
  Language:Python 5

• jayanttikmani / dataDrivenInvestmentStrategies

  Data Analysis And Simulation Of Asset Allocation Strategies For Investing Using Python.

  pythonasset-allocationsimulationdata-analysisdata-visualizationinvestment-strategies
  Language:Jupyter Notebook 5

• sgc109 / quant-rebalancing-calculator

  Rebalancing calculator for dynamic asset allocation strategies

  asset-allocationautomationinvestmentquant
  Language:Kotlin 4