portfolio-selection

There are 0 repository under portfolio-selection topic.

• lequant40 / portfolio_allocation_js

  A JavaScript library to allocate and optimize financial portfolios.

  quantitative-financerisk-parityrisk-budgetingmarkowitzcritical-line-algorithmclusteringconvex-optimizationportfolio-optimizationfistaquadratic-programminglinear-programmingsmoindex-trackingequal-risk-contributionsportfolio-allocationoptimization-algorithmsportfolio-selectioncorrelation-matrix
  Language:JavaScript 171
• fortitudo.tech

  fortitudo-tech / fortitudo.tech

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

  cvar-optimizationentropy-poolingasset-allocationasset-managementportfolio-optimizationmean-variance-optimizationefficient-frontierinvestment-analysisportfolio-allocationportfolio-selectionrisk-adjusted-returnmarkowitz-portfoliomathematical-financeinvestment-managementinvestmentsportfolio-constructionblack-littermancvarconditional-value-at-riskquantitative-finance
  Language:Python 149
• entropy-pooling

  fortitudo-tech / entropy-pooling

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

  black-littermanentropy-poolinginvestment-analysisinvestmentsmathematical-financeportfolio-constructionquantitative-financeasset-allocationasset-managementbayesianconditional-value-at-riskcvarentropyinvestment-managementmarket-viewsmaximum-entropyportfolio-selectioninvestment-riskfortitudo-tech
  Language:Python 19

• alfredholmes / Crypocurrency-Portfolio-Management

  Implementation and tests of MAMR and PAMR active portfolio management for binance cryptocurrency assets.

  pamrmamr-algorithmportfolio-selectionreversionportfolio
  Language:Python 15

• shayandavoodii / OnlinePortfolioSelection.jl

  This package offers both traditional benchmark and newly developed Online Portfolio Selection (OPS) algorithms implementation.

  juliaonline-portfolio-selectionfinancealgorithm-tradingportfolio-selection
  Language:Julia 14
• Survey_PortfolioSelection

  etccapital / Survey_PortfolioSelection

  Online portfolio selection is a fundamental problem in computational finance, which has been extensively studied across several research communities, including finance, statistics, artificial intelligence, machine learning, and data mining, etc. This article aims to provide a comprehensive survey and a structural understanding of published online portfolio selection techniques.

  comprehensive-surveyquantitative-portfolio-managersmachine-learningportfolio-selection
  Language:Python 13

• jiahaoli57 / LSRE-CAAN

  Jiahao Li, Yong Zhang, Xingyu Yang, and Liangwei Chen. "Online portfolio management via deep reinforcement learning with high-frequency data" Information Processing & Management, 2023, 60(3): 103247.

  reinforcement-learningportfolio-managementtransformeronline-portfolio-selectionportfolio-selection
  Language:Python 13

• etccapital / Equity_Research

  This depository contains ETC equity reports derived from macroeconomic, industry-level analysis and fundamental research. It is mainly used as the equity component of the ETC Academy portfolio and benchmark stock pool for later stock selection algorithms and managed portfolios in the ETC student fund. Starting from the third quarter of 2020, the eqity research team has shifted equity research focus to more specialized industry analysis, particularly in Fincial Technology(DeFi), Semiconductors(and relavant electronic instruments down the production chain), Health and Medical services.

  portfolio-selection
  Language:Jupyter Notebook 3

• jaydu1 / CVaR-Portfolio

  CVaR Portfolio Optimization in High Dimensions

  cvar-optimizationhigh-dimensionalityportfolio-selection
  Language:Python 2

• thiago-os / singlesort

  Historical performance of single-sort investment strategies.

  asset-pricingquantitative-strategysystematic-trading-strategiesportfolio-selection
  Language:Jupyter Notebook 2

• jiahaoli57 / AIEG

  Yong Zhang, Jiahao Li, Xingyu Yang, and Jianliang Zhang. "Competitive online strategy based on improved exponential gradient expert and aggregating method" Computational Economics, 2023.

  portfolio-managementportfolio-selectionquantitative-finance
  Language:MATLAB 1

• jiahaoli57 / CAEGc

  Yong Zhang, Jiahao Li, Xingyu Yang, and Hong Lin. "Aggregating exponential gradient expert advice for online portfolio selection under transaction costs" Journal of the Operational Research Society, , 2023, 74(8): 1940-1953.

  online-portfolio-selectionportfolio-managementportfolio-selectiontransaction-costs
  Language:MATLAB 1

• ZhuZhouFan / GRACE

  Here is the pre-released code for the FTGCN-based quantile and mean models in our paper "Big portfolio selection by graph-based conditional moments method"

  gnnportfolio-selection
  Language:Python 1

• arnaud-schuele / complex-networks-approaches-for-portfolio-optimization

  complex-networksdynamic-networksgraph-theoryminimum-spanning-treesmultilayer-networksnetworkxpathpyportfolio-optimizationportfolio-selection
  Language:Jupyter Notebook 0

• Puriney / gsoc-r-2017-bayes-finance

  R project in Google Summer of Code 2017 -- Bayesian Hierarchical Models in Finance (Student Application)

  bayesian-hierarchical-modelrstanportfolio-selection
  Language:HTML

• Siddhantmest / Portfolio_Selection

  Implementing various portfolio selection strategies

  portfolio-selection
  Language:Jupyter Notebook