portfolio-construction

There are 9 repositories under portfolio-construction topic.

• z4ir3 / finance-courses

  Notes and examples about Portfolio Construction and Analysis with Python (Jupyter notebooks)

  jupyter-notebookpython3financeportfolio-constructionrisk-management
  Language:Jupyter Notebook 161
• fortitudo.tech

  fortitudo-tech / fortitudo.tech

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

  asset-allocationasset-managementblack-littermanconditional-value-at-riskcvarcvar-optimizationefficient-frontierentropy-poolinginvestment-analysisinvestment-managementinvestmentsmarkowitz-portfoliomathematical-financemean-variance-optimizationportfolio-allocationportfolio-constructionportfolio-optimizationportfolio-selectionquantitative-financerisk-adjusted-return
  Language:Python 149

• AlainDaccache / Quantropy

  Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeling, stock screening, portfolio optimization, and broker API.

  financetradingfinancial-marketsstrategiesmachine-learningedgarquantitative-financeportfolio-constructionportfolio-optimizationfundamental-analysisbroker-apifinancial-data
  Language:Python 118
• Trading-Algorithms

  brookswoolf / Trading-Algorithms

  This repository contains the customized trading algorithms that I have created using the Quantopian IDE.

  quantitative-financequantitative-tradingquantitative-analysisfinance-applicationportfolio-optimizationportfolio-constructionportfolio-analysisportfolio-managementportfolio-templatepythonjupyter-notebookjupyterquantopian
  Language:Jupyter Notebook 115
• portfolio

  Tasin5541 / portfolio

  Portfolio made with reactJs for github pages. Supports light and dark theme.

  portfolioportfolio-websitegithub-pagesgithub-pages-websitegithub-pages-templategithub-pages-themeportfolio-templatereactreactjsdemopersonal-websitepersonal-siteportfolio-pageportfolio-siteportfoliosportfolio-constructiongithub-apigithub-iogithub-page
  Language:JavaScript 86
• Codefoli

  noahgsolomon / Codefoli

  Building portfolio websites for developers who have better things to do

  reactreactjsserverlesswebhostingdeveloper-portfolionodejsportfolio-constructionweb-applicationwebdevelopmenttailwindtailwind-csswebsiteeditortypescriptportfolio
  Language:TypeScript 72

• johnsoong216 / pymarkowitz

  Mean Variance (Markowitz) Portfolio Optimization and Beyond

  pythonportfolio-optimizationfinanceportfolio-managementportfolio-constructionmarkowitz-portfoliomean-variance-optimizationbacktestingrisk-measurement
  Language:Python 58

• lakshmiDRIP / DRIP

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

  fixed-incomeasset-allocationportfolio-constructiontransaction-cost-analyticsexecution-cost-analyticsbondcurve-constructionriskpnloptimal-executionxva-metricscvadva
  Language:Java 53

• gzj1992 / Portfolio_Construction

  Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.

  black-littermanfactor-modelsfinc6009mean-variance-modelportfolio-constructionusyd
  Language:Python 38

• FoamoftheSea / mod5project

  Developing a long/short equity investment portfolio with Machine Learning predictions using data acquired from web-scraping. Flatiron Module 5 Project.

  web-scraperquantitative-financequantitative-tradingmachine-learningweb-scrapingquantitative-analysisfinanceportfolio-constructionportfolio-managementportfolio-optimizationstock-marketstock-tradingstock-analysisstock-prediction
  Language:Jupyter Notebook 33

• kieranjwood / x-trend

  X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies

  algorithmic-tradingchangepoint-detectiondeep-learningfew-shot-learningmachine-learningmomentum-trading-strategyportfolio-constructiontime-series-forecastingtransfer-learningtrend-following
  33

• salimt / Finance-and-Risk-Management-Algorithms

  applications for risk management through computational portfolio construction methods

  financerisk-managementrisk-assessmentportfolio-managementportfolio-optimizationportfolio-constructionrisk-analysismachine-learningspark-sqlsparkpython3financial-analysisfinancial-engineeringfintechfinancial
  Language:Jupyter Notebook 33

• chandrikadeb7 / chandrikadeb7.github.io-v1

  Portfolio Website using GitHub Pages. You can visit the website here:

  javascripthtml-cssportfolio-websiteportfolio-templateresume-templatehtmlcsstemplatebootstrapportfolio-pageportfolioresume-builderportfolio-constructiononline-resumeonline-portfolio
  Language:HTML 28

• blaahhrrgg / equity-risk-model

  Attribution and optimisation using a multi-factor equity risk model.

  factor-modelfinanceportfolio-constructionportfolio-optimizationpythonquantitative-financerisk-management
  Language:Jupyter Notebook 26

• anuragagrawaal / pyPortfolioAnalysis

  'Portfolio Analysis, methods for portfolio optimization'

  portfoliooptimizationpythonfinanceportfoliomanagerportfolio-constructionportfolio-managementportfolio-optimizationpython3financial-engineeringquantitative-financemathematical-modellingstatisticsoptimizationoptimization-methodsscipyjupyter-notebookfinancial-data
  Language:Python 22

• vandomed / stocks

  Stock Market Analysis

  stock-marketinvestment-analysissharpe-ratioportfolio-optimizationportfolio-constructiontime-series
  Language:R 22
• entropy-pooling

  fortitudo-tech / entropy-pooling

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

  asset-allocationasset-managementbayesianblack-littermanconditional-value-at-riskcvarentropyentropy-poolingfortitudo-techinvestment-analysisinvestment-managementinvestment-riskinvestmentsmarket-viewsmathematical-financemaximum-entropyportfolio-constructionportfolio-selectionquantitative-finance
  Language:Python 19

• dgerlanc / portfolio

  Classes for analysing and implementing equity portfolios in R.

  financeportfolio-constructionrrisk-modelling
  Language:R 15

• DavidCico / Factor-risk-model-with-principal-component-analysis

  This repository shows the application of PCA technique for risk factor modelling of financial securities.

  risk-factorspcapython3factor-modelprice-timeseriesportfolio-constructionpandasnumpypython
  Language:Python 14

• gusamarante / QuantFin

  Resources for Quantitative Finance

  option-pricingmarkowitz-portfoliobrownian-motiondiffusion-equationquantitative-financeportfolio-construction
  Language:Jupyter Notebook 13

• 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.

  dripdrip-asset-allocationjavaasset-allocationportfolio-constructionblack-littermanconstrained-portfolio-optimizationfactor-modelsidzorekalmgren-chrissoptimal-executionoptimal-transactiontransaction-costoptimal-dynamic-portfoliomulti-period-portfolio-optimizationstochastic-liquidity-volatilitymarket-impact-modelsprincipal-program-tradesmean-variance-optimization
  Language:CSS 10

• BCJuan / Portfolio-Optimization

  User oriented Portfolio optimization application with several configuring options. Back test included. (IBEX35; to be expanded)

  finance-applicationportfolio-optimizationrpythonmoneyportfolio-managementportfolio-constructionportfolio-analysismoney-manageribex
  Language:Jupyter Notebook 7

• rjdscott / derpy

  A financial derivatives and portfolio analysis library for python

  pythonfinancefintechopstechportfolioportfolio-managementportfolio-construction
  Language:Python 7

• sjufan84 / esg_risk_parity

  Constructing a portfolio of crypto and stock assets utlizing ESG scores as well as machine learning models to predict buy / sell signals after establishing asset weights using hierarchical risk parity models.

  cryptocurrencyesginvestingmachine-learningportfolio-constructionrisk-parity
  Language:Jupyter Notebook 7

• goyal-aman / portfolio

  contains source code for my Legacy portfolio + TimeLine

  djangodjango-applicationdjango-portfoliodjango-projecthacktoberfestherokuportfolioportfolio-constructionpython3
  Language:HTML 6

• scawful / premia

  Risk Premia Trading Client

  equity-marketsportfolio-constructionrisk-management-softwareoptions-trading
  Language:C++ 6

• 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

• sarthaknerd / AmazingPoftfolios

  A simple Portfolio website for everyone and along with that you learn about opensource

  hacktoberfest-acceptedhacktoberfesthacktoberfest2022greatfirstissuecssgitgithubhtmljavascriptopensourceopensource-projectsopensourceforgoodportfolio-constructionportfolio-templateportfolio-websitehtml5hackersquad
  Language:HTML 5

• dragon-devs / my-portfolio

  Easily create your own web portfolio with My Portfolio. Download, customize, and showcase your talents and achievements! follow the instructions and you are good to go.

  nextjsportfolioportfolio-constructionportfolio-websitereactjsresuableresuable-componentshadcn-uitailwindcss
  Language:TypeScript 3

• robertocarlosmedina / personal-portfolio-2020

  Coding my web portfolio using Reactjs.

  porfolioportfolio-constructionportfolio-websitereactreact-appreact-iconsreact-portfolio
  Language:CSS 3

• slatteryjim / portfolio-analysis

  Analyzing Portfolios, inspired by PortfolioCharts.com

  portfolioportfolio-constructionbacktestinginvestmentinvestment-analysisinvestment-portfolio
  Language:Jupyter Notebook 3

• anthonyli01 / Multi-Factor-Portfolios

  University Project: constructing portfolios by blending different types of factor portfolios (low-beta, value, and momentum). We investigate different techniques to weight our portfolio and calculating a combined score.

  back-testingfactor-investingmomentum-factoroptimisationperformance-analysisportfolio-constructionvaluelow-beta
  Language:Jupyter Notebook 2

• Cimlah / Repo-Share

  A NodeJS app generating an iframe based on information about your repository, so you can show off your portfolio in an elegant way

  apiapi-restcsshtmlhtml-css-javascripthtml5iframeiframe-apinode-jsnodejsportfolioportfolio-constructionportfolio-templateportfolio-websitepugpug-template-enginepugjssharerepo-sharehacktoberfest
  Language:CSS 2

• kishanrajput23 / Basic-Portfolio

  This is a simple portfolio.

  csshtmlportfolioportfolio-constructionportfolio-pageportfolio-projectportfolio-siteportfolio-templateportfolio-website
  Language:HTML 2

• MrDaPoyo / OrenetaDev

  Small, fully customizable, fast search engine

  flaskportfolioportfolio-constructionprojectwebweb-browsersearch-enginetensorflow
  Language:Python 2

• paocarvajal1912 / awesome_retirement_portfolio_projector_tool

  Financial tool that construct an optimized and diversified portfolio for a user given her level of risk and her current portfolio.

  montecarlosimulationoptimizationportfolio-constructionportfolio-managementportfolio-optimizationpythonscipy
  Language:Jupyter Notebook 2