efficient-frontier

There are 50 repositories under efficient-frontier topic.

  • Riskfolio-Lib

    Riskfolio-Lib

    Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

    Language:C++2.8k
  • FinQuant

    FinQuant

    A program for financial portfolio management, analysis and optimisation.

    Language:Python1.3k
  • skfolio

    skfolio

    Python library for portfolio optimization built on top of scikit-learn

    Language:Python989

  • okama

    Investment portfolio and stocks analyzing tools for Python with free historical data

    Language:Python189
  • fortitudo.tech

    fortitudo.tech

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

    Language:Python179
  • okama-dash

    okama-dash

    Python financial widgets with okama and Dash (plotly)

    Language:Python55

  • portfolio-optimizer

    A collection of various computational methods to optimize a user's investment portfolio using Modern Portfolio Theory and optimizing various factors such as Returns, Sharpe Ratio and Risk.

    Language:Python39

  • agora

    📈Financial Markowitz Portfolio Optimization (Bonds, Stocks, Commodities), including classical Efficient Frontier, Utility Function etc.

    Language:Jupyter Notebook39

  • Empirical-Finance

    Fama-French models, idiosyncratic volatility, event study

    Language:Jupyter Notebook26

  • Portfolio-Optimization

    Modern Portfolio Theorem for portfolio optimization and asset allocation

    Language:Python11

  • PortfolioOptimization

    Heuristics for cardinality constrained portfolio optimisation

    Language:Python11

  • Efficient-Frontier-Calculator

    A Portfolio Efficient Frontier Calculator which includes graphical visualization of Correlation, Security Market Line and Rolling Beta for U.S. Equities

    Language:Python4

  • trading_bot

    Simple trading bot algorithms based on Sharpe ratio and Moving Average

    Language:Python4

  • AMShiny

    Shiny Project for Illustrating Asset Management Principles

    Language:HTML4

  • finance

    Jupyter notebooks implementing Finance projects

    Language:Jupyter Notebook3

  • TSM-Minimum-Investment-Strategy

    Investment Strategy to find the minimum risk portfolio combination/arrangement.

    Language:Python3

  • Portfolio-optimization-using-efficient-frontier-curve

    Portfolio optimization using efficient frontier curve

    Language:VBA3

  • Rockafellar_and_Uryasev_2000

    An application of the paper "Rockafellar, R. and S. Uryasev. “Optimization of conditional value-at risk.” Journal of Risk 3 (2000): 21-41."

    Language:R3

  • Machine-Learning

    📉Some projects in ML and DL📈

    Language:Jupyter Notebook3

  • frontier-rl

    Reinforcement learning model for portfolio management that takes investor preferences into account

    Language:Jupyter Notebook2

  • EF_Portfolio_Optimization

    This project aims to test Portfolio Optimization methods on stock data in python.

    Language:Jupyter Notebook2

  • Machine-Learning-for-Trading

    A complete detailed study of Machine Learning, Data Wrangling, Data Visualization and other techniques on Portfolio Management of Stocks.

    Language:Jupyter Notebook2

  • quantitative-modeling

    Efficient Frontier Implementation in Python

    Language:Python2

  • Optimisation-and-the-Efficient-Frontier

    The workings for an Asset Pricing exercise from MSc Quantitative Finance 2023/24 at Bayes Business School

    Language:Python1

  • ist-exit-portfolio

    MS Data Science exit portfolio

    1

  • PortfolioOptim.jl

    A Julia package for optimization of financial portfolios.

    Language:Julia1

  • amplpyfinance

    Financial Portfolio Optimization with amplpy

    Language:Python1

  • portfolio_optimization

    Portfolio optimization using Riskfolio-Lib

    Language:Jupyter Notebook1

  • Efficient-Frontier

    Visualizing the Markowitz Portfolio Optimization (Efficient Frontier)

    1

  • Portfolio-Optimization

    Implementation of financial optimization models and efficient frontiers

    Language:Jupyter Notebook1

  • VRES-Portfolio

    This repository contains code that reproduces the results of the paper Improvements to Modern Portfolio Theory based models applied to electricity systems. Published version available at https://doi.org/10.1016/j.eneco.2022.106047.

    Language:R1

  • Stocks-Portfolio-Efficient-Frontier-Model

    An open source library for portfolio optimization using Efficient Frontier Model

    Language:Python1

  • portfolio_opt

    Efficient Portfolio Allocation using Markowitz's Efficient Frontier

    Language:Python1

  • sps_gbm_ef

    Stock Price Simulation with Geometric Brownian Motion and Efficient Frontier

    Language:Jupyter Notebook

  • Diversified-Portfolio-Strategies

    This Project aims to technically analyze various portfolio diversification strategies and build a mean-variance efficient portfolio strategy positioned for a risk-averse investor.

    Language:Jupyter Notebook

  • Portfolio-Mgmt-And-Machine-Learning-in-Finance

    Investment Analysis and Asset Mgmt, Time Series Analysis & Forecasting, Machine Learning in Finance & Causal Inference Methods

    Language:Jupyter Notebook