portfolio-management

There are 90 repositories under portfolio-management topic.

• PyPortfolioOpt

  robertmartin8 / PyPortfolioOpt

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

  algorithmic-tradingcovarianceefficient-frontierfinancefinancial-analysisinvestinginvestmentinvestment-analysisportfolio-managementportfolio-optimizationpythonquantitative-finance
  Language:Jupyter Notebook 4283
• mlfinlab

  hudson-and-thames / mlfinlab

  MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

  algorithmic-tradingfinancefinancial-machine-learninginvestingmachine-learningportfolio-managementportfolio-optimizationpythonquantitative-financeresearchtrading
  Language:Python 3860
• 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++ 2866

• EliteQuant / EliteQuant

  A list of online resources for quantitative modeling, trading, portfolio management

  algorithmic-tradingasset-managementasset-pricingmachine-learningmathematical-financeportfolio-managementquantitative-financequantitative-tradingtrading-platformtrading-systems
  2839

• letianzj / QuantResearch

  Quantitative analysis, strategies and backtests

  algorithmic-tradingalgotradingasset-allocationasset-managementbacktesting-trading-strategiesbacktestsdata-sciencedeep-learningderivatives-pricingfinancial-analysismachine-learningpairs-tradingportfolio-managementquantitative-financequantitative-tradingreinforcement-learningrisk-managementstatistical-arbitragetrading-algorithmstrading-strategies
  Language:Jupyter Notebook 1844
• 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 1342
• Empyrial

  santoshlite / Empyrial

  An Open Source Portfolio Backtesting Engine for Everyone | 面向所有人的开源投资组合回测引擎

  quantitative-financequantitative-analysisstockstock-marketbacktestingfinanceportfolio-analysisinvestment-portfolioportfolio-optimizationportfolio-managementpythoninvestmentinvestment-analysisquantfuturesfintechstock-data
  Language:Python 905

• wassname / rl-portfolio-management

  Attempting to replicate "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem" https://arxiv.org/abs/1706.10059 (and an openai gym environment)

  portfolio-managementdeep-reinforcement-learningdeeprlcryptocurrencyopenai-gym-environmentsopenai-gym
  Language:Jupyter Notebook 541
• TuringTrader

  fbertram / TuringTrader

  The Open-Source Backtesting Engine/ Trading Simulator by Bertram Solutions.

  backtestingstocksoptionsportfoliostradingtrading-algorithmstrading-platformtrading-strategiestrading-botc-sharpstock-indicatorsfinancealgorithmic-tradingquantquantitative-tradingportfolio-optimizationportfolio-managementquantitative-financetechnical-analysistechnical-indicators
  Language:C# 426

• VivekPa / OptimalPortfolio

  An open source library for portfolio optimisation

  algorithmic-tradingportfolio-managementportfolio-optimizationquantitative-financerisk-managementrisk-modelling
  Language:Python 347

• yuriak / RLQuant

  Applying Reinforcement Learning in Quantitative Trading

  reinforcement-learningtradingportfolio-managementfinance-market-trading
  Language:Jupyter Notebook 332

• spacious-team / investbook

  Оценка эффективности инвестиций с учетом комиссий, налогов (удержанных и ожидающихся), дивидендов и купонов.

  finance-managementinvestment-analysisportfolio-managementfinanceinvestmentstock-marketforex-marketstocksderivativesjavagood-first-issuemarket-profitportfolio-paymentbrokerreportparser
  Language:Java 249

• mckelvin / beancount-boilerplate-cn

  beancountledgerplaintext-accountingportfolioportfolio-management
  Language:Python 207

• hudson-and-thames / portfoliolab

  PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professionals in the industry.

  machine-learningtradinginvestingresearchfinancepythonalgorithmic-tradingquantitative-financeportfolio-managementportfolio-optimization
  149

• vermouth1992 / drl-portfolio-management

  CSCI 599 deep learning and its applications final project

  deep-reinforcement-learningmachine-learningportfolio-management
  Language:Jupyter Notebook 148
• 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 116

• MarcelBeining / EazeBot

  Free python/telegram bot for easy execution and surveillance of crypto trading plans on multiple exchanges.

  cryptocryptocurrenciescryptotraderexchangeinvestment-portfolioportfolio-managementpythonstrategytelegram-bottradingtrading-bot
  Language:Python 112

• gabrielepompa88 / pyBlackScholesAnalytics

  Options and Option Strategies analytics for educational purpose using the Black-Scholes Model

  greeksoption-strategiesquantdigital-optionsblackscholesfinancequantitative-financederivativesderivatives-pricingtutorialseducational-projecteducationalprofit-lossportfolio-management
  Language:Jupyter Notebook 107

• whchien / ai-trader

  Implement AI Trading Strategies with Backtrader

  aialgorithmic-tradingbacktraderportfolio-managementstock-price-predictiontrading
  Language:Python 105

• coincubellc / coincube

  A Python/Vue.js crypto portfolio management and trade automation program with support for 10 exchanges.

  crypto-portfolio-managementbitcoinexchangeexchangesapitradingtradecryptocryptocurrencyportfolioportfolio-management
  94
• Beibo

  santoshlite / Beibo

  🤖 Predict the stock market with AI 用AI预测股票市场

  financeaiartificial-intelligencemachine-learningstock-marketstockstocksquantitative-financequantstock-price-predictioninvestmentinvestment-analysisportfolio-management
  Language:Python 82

• GoPlan-Finance / goplan-app

  An intuitive portfolio mangaer !

  financeplanningstock-marketwealth-managementportfolio-managementstock-datastock-analysis
  Language:Vue 72

• awesome-yasin / CryptoVerse

  CryptoVerse is a Crypto Tracking app made with ReactJS, NodeJs, EJS, Vanilla JS and axios, Cheerio that has following features Crypto Currency Tracker,Crypto Portfolio Tracker, Crypto News, Coin Events, Crypto Top Loser and Gainer, Crypto Predictions. For Data I have used API from Coingecko, Kryptocal, Cryptocompare.

  cryptocurrencycrypto-trackercrypto-portfoliocrypto-newscrypto-eventscoin-gainercoingeckocoinmarketcapcrypto-dictionarypaper-tradingcryptoportfolio-trackercoingecko-apikryptocalcoingecko-clonecoinmarketcap-apiportfolio-managementcryptocompare-apicryptocomparecrypto-prediction
  Language:JavaScript 63

• sanjeevai / smart-beta-portfolio-optimization

  Built a smart beta portfolio and compared it to a benchmark index by calculating the tracking error. Built a portfolio using quadratic programming to optimize the weights..

  portfolio-optimizationsmart-beta-portfoliosportfolio-managementetfstockfundsbenchmarkbeta
  Language:HTML 58

• johnsoong216 / pymarkowitz

  Mean Variance (Markowitz) Portfolio Optimization and Beyond

  pythonportfolio-optimizationfinanceportfolio-managementportfolio-constructionmarkowitz-portfoliomean-variance-optimizationbacktestingrisk-measurement
  Language:Python 56

• dcapal / dcapal

  DcaPal is a free, no registration, online tool to help you keep your portfolio balanced with dollar cost averaging investments

  cryptodollar-cost-averaginginvestmentpersonal-financehacktoberfestportfolio-managementportfolio-optimization
  Language:Rust 53

• DavidCico / Enhanced-Event-Driven-Backtester

  In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featuring numerous improvements, in terms of coding structure, data handling, and simple trading strategies.

  pythonpython3quantitative-financebacktesterdata-analysispandasfinancial-analysisfinancial-dataportfolio-managementperformance-analysisbacktestingtrading-strategiesevent-driven
  Language:Python 46
• portfolioshop

  cyboholics / portfolioshop

  Portfolioshop builds custom portfolio websites with submitted user data.

  azure-functionsblob-storagemongodbportfolio-managementreactsaasmaterial-uiopen-sourceseo-optimizationazuregithub-actionsmicroserviceshacktoberfest
  Language:JavaScript 43

• Draichi / Portfolio-Management-list

  :notebook: List of portfolio management resources, using Reinforcement Learning.

  portfolio-managementreinforcement-learning-bookstrading-algorithmsawesome-list-reinforcement-learningawesome-list
  41

• yuriak / RLCrypto

  A crypto currency live-trading backend for Huobi

  cryptocurrencyreinforcement-learningportfolio-managementquantitative-trading
  Language:Python 37

• matinaghaei / Portfolio-Management-ActorCriticRL

  Portfolio management using Actor-Critic Deep Reinforcement Learning algorithms including A2C, DDPG, and PPO

  deep-reinforcement-learningportfolio-managementfinanceppoddpga2ctradingreinforcement-learning
  Language:Python 35

• StockGram / Intelligent-Quantitative-Trading

  Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio management and optimization.

  tradingportfolio-managementquantitative-tradingbacktesting-trading-strategiesalpha-factorstrading-strategies
  Language:Jupyter Notebook 35

• 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 34

• ChrisRBe / PP-P2P-Parser

  parse-account-statements.py bereitet Kontoauszüge verschiedener bekannter P2P Kreditanbieter (wie z.B. Mintos, Estateguru, ...) in einem von PortfolioPerformance lesbaren CSV-Format auf.

  pythonmintosestateguruportfolio-performancep2p-lendingportfolio-management
  Language:Python 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

• SvenBecker / TAA-PG

  Usage of policy gradient reinforcement learning to solve portfolio optimization problems (Tactical Asset Allocation).

  reinforcement-learningtensorforceassets-managementportfolio-optimizationportfolio-managementpythonpolicy-gradientmonte-carlo-simulationkeras
  Language:Python 33