portfolio-management

There are 88 repositories under portfolio-management 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 4148
• 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.

  machine-learningtradinginvestingresearchfinancepythonalgorithmic-tradingquantitative-financefinancial-machine-learningportfolio-managementportfolio-optimization
  Language:Python 3792

• EliteQuant / EliteQuant

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

  quantitative-tradingquantitative-financetrading-platformtrading-systemsportfolio-managementasset-managementasset-pricingmathematical-financemachine-learningalgorithmic-trading
  2767
• 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++ 2714

• 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 1698
• 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 1274
• Empyrial

  ssantoshp / 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 873

• 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 537
• 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# 420

• VivekPa / OptimalPortfolio

  An open source library for portfolio optimisation

  portfolio-optimizationportfolio-managementrisk-modellingquantitative-financealgorithmic-tradingrisk-management
  Language:Python 343

• yuriak / RLQuant

  Applying Reinforcement Learning in Quantitative Trading

  reinforcement-learningtradingportfolio-managementfinance-market-trading
  Language:Jupyter Notebook 326

• 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 231

• mckelvin / beancount-boilerplate-cn

  beancountledgerplaintext-accountingportfolioportfolio-management
  Language:Python 206

• vermouth1992 / drl-portfolio-management

  CSCI 599 deep learning and its applications final project

  deep-reinforcement-learningmachine-learningportfolio-management
  Language:Jupyter Notebook 147

• 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
  145
• 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

• MarcelBeining / EazeBot

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

  cryptocurrenciestrading-botinvestment-portfoliotelegram-botexchangecryptotradertradingpythonstrategycryptoportfolio-management
  Language:Python 109

• 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 104

• coincubellc / coincube

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

  crypto-portfolio-managementbitcoinexchangeexchangesapitradingtradecryptocryptocurrencyportfolioportfolio-management
  93
• Beibo

  ssantoshp / Beibo

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

  aiartificial-intelligencefinanceinvestmentinvestment-analysismachine-learningportfolio-managementquantquantitative-financestockstock-marketstock-price-predictionstocks
  Language:Python 81

• GoPlan-Finance / goplan-app

  An intuitive portfolio mangaer !

  financeplanningstock-marketwealth-managementportfolio-managementstock-datastock-analysis
  Language:Vue 71

• 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 59

• johnsoong216 / pymarkowitz

  Mean Variance (Markowitz) Portfolio Optimization and Beyond

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

• 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 56

• leonardoarcari / 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
• 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
  40

• 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 38

• yuriak / RLCrypto

  A crypto currency live-trading backend for Huobi

  cryptocurrencyreinforcement-learningportfolio-managementquantitative-trading
  Language:Python 37

• medlaare / rebalancer

  The program periodically checks the user's wallet for WBTC and WETH balances, calculates the target allocation percentages, and initiates Uniswap transactions to rebalance the portfolio if deviations are detected.

  etf-componentetfsinvestment-rebalancerpassive-investingportfolio-managementrebalancing-botsmart-contractbtc-ethcrypto-portfolio-managementethereumtrading-strategies
  34

• 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 33

• BryceMeng / mlfinlab

  Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning

  machine-learningtradingportfolio-optimizationportfolio-managementinvestingresearchfinancepythonalgorithmic-tradingquantitative-financefinancial-machine-learningadv-in-financial-machine-leaningmlfinlab
  Language:Python 32

• 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 32

• 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 32

• matinaghaei / Portfolio-Management-ActorCriticRL

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

  a2cddpgdeep-reinforcement-learningfinanceportfolio-managementpporeinforcement-learningtrading
  Language:Python 32

• StockGram / Intelligent-Quantitative-Trading

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

  alpha-factorsbacktesting-trading-strategiesportfolio-managementquantitative-tradingtradingtrading-strategies
  Language:Jupyter Notebook 32