There are 112 repositories under portfolio-optimization topic.
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.
MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
Machine Learning in Asset Management (by @firmai)
Portfolio optimization and back-testing.
An Open Source Portfolio Backtesting Engine for Everyone | 面向所有人的开源投资组合回测引擎
Research in investment finance with Python Notebooks
Helps you with managing your investments
The Open-Source Backtesting Engine/ Trading Simulator by Bertram Solutions.
Applied an ARIMA-LSTM hybrid model to predict future price correlation coefficients of two assets
An open source library for portfolio optimisation
Fast and scalable construction of risk parity portfolios
📈This repo contains detailed notes and multiple projects implemented in Python related to AI and Finance. Follow the blog here: https://purvasingh.medium.com
Q-Learning Based Cryptocurrency Trader and Portfolio Optimizer for the Poloniex Exchange
Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
A JavaScript library to allocate and optimize financial portfolios.
Оптимизация долгосрочного портфеля акций
PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professionals in the industry.
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.
This repository contains the customized trading algorithms that I have created using the Quantopian IDE.
Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.
Portfolio Optimization Library Built on top of Keras and TensorFlow
Asset Allocation application
Markowitz portfolio optimization on synthetic and real stocks
I have been deeply interested in algorithmic trading and systematic trading algorithms. This Repository contains the code of what I have learnt on the way. It starts form some basic simple statistics and will lead up to complex machine learning algorithms.
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..
Mean Variance (Markowitz) Portfolio Optimization and Beyond
Python financial widgets with okama and Dash (plotly)