portfolio-construction

There are 9 repositories under portfolio-construction topic.

• fortitudo.tech

  fortitudo-tech / fortitudo.tech

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

  asset-allocationasset-managementconditional-value-at-riskcvarcvar-optimizationefficient-frontierentropyentropy-poolinginvestmentinvestment-analysisinvestment-managementinvestmentsmathematical-financemean-variance-optimizationportfolio-allocationportfolio-constructionportfolio-optimizationportfolio-selectionquantitative-financerisk-adjusted-return
  Language:Python 245

• z4ir3 / finance-courses

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

  jupyter-notebookpython3financeportfolio-constructionrisk-management
  Language:Jupyter Notebook 182

• 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.

  broker-apiedgarfinancefinancial-datafinancial-marketsfundamental-analysismachine-learningportfolio-constructionportfolio-optimizationquantitative-financestrategiestrading
  Language:Python 144
• Trading-Algorithms

  brookswoolf / Trading-Algorithms

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

  finance-applicationjupyterjupyter-notebookportfolio-analysisportfolio-constructionportfolio-managementportfolio-optimizationportfolio-templatepythonquantitative-analysisquantitative-financequantitative-tradingquantopian
  Language:Jupyter Notebook 124
• portfolio

  Tasin5541 / portfolio

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

  github-apigithub-iogithub-pagegithub-pagesgithub-pages-templategithub-pages-websitepersonal-sitepersonal-websiteportfolioportfolio-constructionportfolio-pageportfolio-siteportfolio-templateportfolio-websiteportfoliosreactreact-portfolioreact-portfolio-githubreact-portfolio-websitereactjs
  Language:JavaScript 96
• Codefoli

  noahgsolomon / Codefoli

  Building portfolio websites for developers who have better things to do

  reactreactjsserverlesswebhostingdeveloper-portfolionodejsportfolio-constructionweb-applicationwebdevelopmenttailwindtailwind-csswebsiteeditortypescriptportfolio
  Language:TypeScript 74

• 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
  71

• johnsoong216 / pymarkowitz

  Mean Variance (Markowitz) Portfolio Optimization and Beyond

  pythonportfolio-optimizationfinanceportfolio-managementportfolio-constructionmarkowitz-portfoliomean-variance-optimizationbacktestingrisk-measurement
  Language:Python 60

• 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 54

• fortitudo-tech / pcrm-book

  Repository for the Portfolio Construction and Risk Management book's Python code.

  asset-allocationasset-managementconditional-value-at-riskcvarcvar-optimizationentropy-poolinginvestmentportfolio-constructionportfolio-optimizationquantitative-financerisk-managementsimulationefficient-frontierfinanceinvestment-analysisinvestmentsquantquantamentalriskrisk-adjusted-return
  Language:Jupyter Notebook 49

• gzj1992 / Portfolio_Construction

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

  portfolio-constructionfinc6009usydmean-variance-modelfactor-modelsblack-litterman
  Language:Python 40

• 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 39

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

  applications for risk management through computational portfolio construction methods

  financefinancialfinancial-analysisfinancial-engineeringfintechmachine-learningportfolio-constructionportfolio-managementportfolio-optimizationpython3risk-analysisrisk-assessmentrisk-managementsparkspark-sql
  Language:Jupyter Notebook 38
• 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 35

• blaahhrrgg / equity-risk-model

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

  pythonfinancequantitative-financefactor-modelportfolio-constructionrisk-managementportfolio-optimization
  Language:Jupyter Notebook 31

• 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 29

• 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

• 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 17

• dgerlanc / portfolio

  Classes for analysing and implementing equity portfolios in R.

  rportfolio-constructionfinancerisk-modelling
  Language:R 15

• gusamarante / QuantFin

  Resources for Quantitative Finance

  brownian-motiondiffusion-equationmarkowitz-portfoliooption-pricingportfolio-constructionquantitative-finance
  Language:Jupyter Notebook 14

• 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
• litefolio

  gonzalochale / litefolio

  Portfolio template built with AstroJS and TailwindCSS

  astrofreeportfolioportfolio-pageportfolio-siteportfolio-templateportfolio-websitetailwind-csstemplatetypescriptuideveloper-toolsportfolio-constructiontheme
  Language:Astro 9

• scawful / premia

  Risk Premia Trading Client

  equity-marketsoptions-tradingportfolio-constructionrisk-management-software
  Language:C++ 8

• 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 8

• BCJuan / Portfolio-Optimization

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

  finance-applicationibexmoneymoney-managerportfolio-analysisportfolio-constructionportfolio-managementportfolio-optimizationpythonr
  Language:Jupyter Notebook 7

• rjdscott / derpy

  A financial derivatives and portfolio analysis library for python

  pythonfinancefintechopstechportfolioportfolio-managementportfolio-construction
  Language:Python 7

• 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 6

• goyal-aman / portfolio

  contains source code for my Legacy portfolio + TimeLine

  djangoportfoliopython3django-portfoliodjango-projectdjango-applicationportfolio-constructionhacktoberfestheroku
  Language:HTML 6

• ericaviana12 / ericaviana12.github.io

  Portfólio Profissional de Érica Viana | Estudante do curso Técnico de Informática e desenvolvedora em formação

  perfilprofileportfolioportfolio-constructionportfolio-pageportfolio-projectportfolio-siteportfolio-websiteprofile-websiteprojectproject-repositoryprojeto
  Language:HTML 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

• 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 4

• 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

• jvc-byte / portfolio

  This is a custom portfolio built with HTML, CSS and JavaScript.

  portfolioportfolio-constructionportfolio-siteportfolio-templateportfolio-websiteportfoliosprotfolio-theme
  Language:CSS 3

• pkatsiotis / ESG-Investing-I

  ESG investing for portfolio selection & optimization

  esgpythonportfolio-constructionportfolio-optimization
  Language:Jupyter Notebook 3

• robertocarlosmedina / personal-portfolio-2020

  Coding my web portfolio using Reactjs.

  porfolioportfolio-websitereactreact-appportfolio-constructionreact-portfolioreact-icons
  Language:CSS 3