portfolio-theory

There are 0 repository under portfolio-theory topic.

• janosh / thermo

  Data-driven risk-conscious thermoelectric materials discovery

  materials-discoveryuncertainty-estimationportfolio-theorymachine-learningthermoelectricthermoelectric-figure-of-merit
  Language:Python 12

• jduarte00 / rie_estimator

  Package to calculate the RIE estimator of a correlation matrix

  covariancefinancemathportfolio-theory
  Language:Python 6

• zhy0 / mpt

  Simple Modern Portfolio Theory in Python

  portfolio-theorypythonpandasfinance
  Language:Python 4

• portfoliotree / portfolio

  This module contains quantitative portfolio analysis equations, portfolio back-testing, and asset data organization/cleaning data structures.

  financegolangportfolio-theoryback-testingquantitative-finance
  Language:Go 3

• sh2002vk / black_litterman

  A mathematical approach to portfolio allocations. Based on the proposal by Fisher Black and Robert Litterman

  portfolio-theorytrading
  Language:Python 2

• JRigh / Markowitz-in-R

  Markowitz mean-variance criterion in R

  financemarkowitz-portfolio-analysisportfolio-theoryr
  Language:R 1

• Maulanawesome5 / modern_portfolio_markowitz

  Remake repo sebelumnya, yang ini semoga di acc sebagai skripsi UBHARA

  machine-learningmarkowitz-portfolioportfolio-theorypython-3
  Language:Jupyter Notebook 1

• Saechaoc / CFRM-462

  analyze-statistical-modelsportfolio-theoryrcomputational-finance
  Language:R 1

• amshenoy / portfolio-analyser

  Analysing monte-carlo portfolios with modern portfolio theory

  monte-carloportfolio-optimizationportfolio-theorysharpe-ratiostocksstocks-api
  Language:JavaScript 0

• gcampanella / dsf-2017

  Slides for my talk at the Data Science Festival 2017

  optimizationlinear-programmingquadratic-programmingportfolio-theorypresentationtalk
  Language:TeX 0

• portfoliotree / backtest-action

  This action runs back tests and generates `returns.csv` and `backtest_results.json` files.

  financegithub-actionsportfolio-theory
  Language:Go 0

• portfoliotree / factors

  A set of Portfolio Specifications for Factors

  financefinancial-analysisportfolio-theory
  0

• thedhruvrawat / efficient-frontier

  A command line tool to display efficient frontier of a portfolio of selected stocks

  portfolio-theory
  Language:Python 0

• dsrichard97 / PCA_twostocks

  Conduct PCA on two risky stocks in the tech sector using R software.

  pca-analysisportfolio-theorystockspenny-stocksrisk