efficient-frontier

There are 7 repositories under efficient-frontier topic.

• PyPortfolioOpt

  robertmartin8 / PyPortfolioOpt

  Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

  financeportfolio-optimizationportfolio-managementquantitative-financealgorithmic-tradinginvestingefficient-frontiercovariancepythoninvestmentinvestment-analysisfinancial-analysis
  Language:Jupyter Notebook 4118
• Riskfolio-Lib

  dcajasn / Riskfolio-Lib

  Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

  portfolio-optimizationconvex-optimizationstepwise-regressionduration-matchingdrawdown-modelsharpe-ratiotradinginvestmentfinanceasset-allocationprincipal-components-regressioncvar-optimizationcvxpyrisk-parityrisk-contributionrisk-factorsportfolio-managementinvestment-analysisquantitative-financeefficient-frontier
  Language:C++ 2678
• FinQuant

  fmilthaler / FinQuant

  A program for financial portfolio management, analysis and optimisation.

  portfolio-managementportfolio-optimisationoptimisationfinancefinancial-analysisanalysisfinancialfinancial-portfolio-managementmoving-averagebollinger-bandsportfolio-propertiesmonte-carloinvestmentinvestment-analysisinvestment-portfolioinvestment-strategiesreturnsmarkowitz-portfolioefficient-frontiermonte-carlo-simulation
  Language:Python 1263
• 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 895

• 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 184
• fortitudo.tech

  fortitudo-tech / fortitudo.tech

  Conditional Value-at-Risk (CVaR) portfolio optimization and Entropy Pooling views / stress-testing 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 139
• 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 50

• jimmyg1997 / agora

  📈Financial Markowitz Portfolio Optimization (Bonds, Stocks, Commodities), including classical Efficient Frontier, Utility Function etc.

  efficient-frontierrisk-analysismarkowitz-portfolioportfolio-optimizationdiversification
  Language:Jupyter Notebook 38

• ApurvShah007 / portfolio-optimizer

  A collection of various computational methods to optimize a user's investment portfolio using Modern Portfolio Theory and optimizing various factors such as Returns, Sharpe Ratio and Risk.

  optimizationportfolio-optimizerportfolio-optimizationmodern-portfolio-theorysharpe-ratiorisk-assessmentefficient-frontierportfoliouser-investment-portfoliovalue-at-risk
  Language:Python 37

• bradleyboyuyang / Empirical-Finance

  Fama-French models, idiosyncratic volatility, event study

  investment-analysisempirical-financemultifactor-modelevent-studiescapmefficient-frontierfama-macbeth
  Language:Jupyter Notebook 23

• AchilleasKn / PortfolioOptimization

  Heuristics for cardinality constrained portfolio optimisation

  heuristic-search-algorithmsheuristic-optimizationoptimizationtabu-searchefficient-frontierpython
  Language:Python 11

• zhuodannychen / Portfolio-Optimization

  Modern Portfolio Theorem for portfolio optimization and asset allocation

  asset-allocationefficient-frontiermodern-portfolio-theoryportfolio-optimizationsharpe-ratiostocks
  Language:Python 9

• MikeStukalo / AMShiny

  Shiny Project for Illustrating Asset Management Principles

  rshiny-appsefficient-frontierasset-management
  Language:HTML 4

• TFSM00 / Efficient-Frontier-Calculator

  A Portfolio Efficient Frontier Calculator which includes graphical visualization of Correlation, Security Market Line and Rolling Beta for U.S. Equities

  efficient-frontierfinancepythonefficientfrontierefficient-frontier-calculator
  Language:Python 4

• vladalexey / trading_bot

  Simple trading bot algorithms based on Sharpe ratio and Moving Average

  sharpe-ratiotrading-botpythonportfolio-optimizationalpaca-trading-apiefficient-frontier
  Language:Python 4

• cd84097a65d / Portfolio-optimization-using-efficient-frontier-curve

  Portfolio optimization using efficient frontier curve

  vbaefficient-frontierportfolio-optimizationsharpe-ratio
  Language:VBA 3

• gateTang / TSM-Minimum-Investment-Strategy

  Investment Strategy to find the minimum risk portfolio combination/arrangement.

  data-analysisefficient-frontieretfinvestingmodern-portfolio-theorypandasportfoliorisk-analysisrisk-management
  Language:Python 3

• kirillzx / Machine-Learning

  📉Some projects in ML and DL📈

  efficient-frontierforecastingforecasting-modelsmarkowitz-portfolioportfolio-managementportfolio-modelingportfolio-optimizationsharp-ratio
  Language:Jupyter Notebook 3

• aprimadi / quantitative-modeling

  Efficient Frontier Implementation in Python

  scipyquantitative-analysisefficient-frontiernumpynon-linear-optimizationoptimization
  Language:Python 2

• brenda-castillobrais / Rockafellar_and_Uryasev_2000

  An application of the paper "Rockafellar, R. and S. Uryasev. “Optimization of conditional value-at risk.” Journal of Risk 3 (2000): 21-41."

  linear-programmingnon-linear-programmingportfolio-optimizationefficient-frontier
  Language:R 2

• pat42w / EF_Portfolio_Optimization

  This project aims to test Portfolio Optimization methods on stock data in python.

  pythonstock-portfoliotime-seriessharpe-ratioefficient-frontier
  Language:Jupyter Notebook 2

• ruankie / frontier-rl

  Reinforcement learning model for portfolio management that takes investor preferences into account

  deep-learningportfolioportfolio-managementportfolio-optimizationreinforcement-learningriskstockstock-markettradeefficient-frontiermulti-objective-optimizationpareto-front
  Language:Jupyter Notebook 2

• ShubhamKumar277 / Machine-Learning-for-Trading

  A complete detailed study of Machine Learning, Data Wrangling, Data Visualization and other techniques on Portfolio Management of Stocks.

  machine-learningtradingdata-wranglingportfolio-managementpandasstudydata-visualizationmatplotlibseabornknn-classifierlinear-regressionbollinger-bandsefficient-frontier
  Language:Jupyter Notebook 2

• ampl / amplpyfinance

  Financial Portfolio Optimization with amplpy

  optimizationfinanceamplpyamplalgoritmic-tradingefficient-frontierfinancial-analysisinvestinginvestmentinvestment-analysisportfolio-managementportfolio-optimizationpython
  Language:Python 1

• CharaZhu / Portfolio-Optimization

  Implementation of financial optimization models and efficient frontiers

  portfolio-optimizationfinancial-engineeringefficient-frontierinvestment-strategy
  Language:Jupyter Notebook 1

• dbogatic / portfolio_optimization

  Portfolio optimization using Riskfolio-Lib

  portfolio-optimizationefficient-frontier
  Language:Jupyter Notebook 1

• harrisonlabollita / PortfolioOptim.jl

  A Julia package for optimization of financial portfolios.

  efficient-frontierfinancefinancial-datajuliamonte-carlo-simulationoptimization
  Language:Julia 1

• jackmoody11 / portfolio_opt

  Efficient Portfolio Allocation using Markowitz's Efficient Frontier

  portfolio-allocationefficient-frontiermarkowitz-portfolio
  Language:Python 1

• jeff1evesque / ist-exit-portfolio

  MS Data Science exit portfolio

  arimabag-of-wordsbeautifulsoupjupyter-notebooklstmmatplotlibnaive-bayesnltkpandasparts-of-speechrandom-forestreticulateshinydashboardsklearntensorflowdockergranger-causalitylatent-dirichlet-allocationefficient-frontier
  1

• radusbriciu / Optimisation-and-the-Efficient-Frontier

  The workings for an Asset Pricing exercise from MSc Quantitative Finance 2023/24 at Bayes Business School

  efficient-frontierefficient-frontier-calculatorequityequity-marketsequity-researchmarkowitz-portfoliomarkowitz-portfolio-analysisportfolio-optimisationportfolio-optimizationstock-marketstocks
  Language:Python 1

• sapiah / Stocks-Portfolio-Efficient-Frontier-Model

  An open source library for portfolio optimization using Efficient Frontier Model

  portfolio-optimizationefficient-frontierquantitative-financeportfolio-management
  Language:Python 1

• SaranBodduluri / Efficient-Frontier

  Visualizing the Markowitz Portfolio Optimization (Efficient Frontier)

  financeportfolio-optimizationtableauefficient-frontierstocksteslaappleinvestingportfolio-managementdata-viz
  1

• tuberculo / VRES-Portfolio

  This repository contains code that reproduces the results of the paper Improvements to Modern Portfolio Theory based models applied to electricity systems. Published version available at https://doi.org/10.1016/j.eneco.2022.106047.

  energyrenewablesefficient-frontier
  Language:R 1

• bmarroc / finance

  Jupyter notebooks implementing Finance projects

  algorithmic-tradingbinomial-modelblack-scholes-modelbollinger-bandsefficient-frontierfactor-modelsmean-reversion-tradingmomentum-tradingoption-pricingportfolio-optimizationsharpe-optimal-portfoliovolatility-surface
  Language:Jupyter Notebook 0

• TheLatestDownloader / MarkowitzKart

  Boldly drive your kart to where no one has gone before: the Northwest corner of the Efficient Frontier. Can you hold on, or will the economic shocks throw you off your game?

  efficient-frontierkart-gamemarkowitz-modelportfolio-optimization
  0

• justynakubot / efficient-frontier

  efficient-frontier
  Language:Python