portfolio-optimization
There are 549 repositories under portfolio-optimization topic.
polakowo/vectorbt
Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.
robertmartin8/PyPortfolioOpt
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
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.
dcajasn/Riskfolio-Lib
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
tradytics/eiten
Statistical and Algorithmic Investing Strategies for Everyone
osqp/osqp
The Operator Splitting QP Solver
skfolio/skfolio
Python library for portfolio optimization built on top of scikit-learn
firmai/machine-learning-asset-management
Machine Learning in Asset Management (by @firmai)
cvxgrp/cvxportfolio
Portfolio optimization and back-testing.
jankrepl/deepdow
Portfolio optimization with deep learning.
Hvass-Labs/FinanceOps
Research in investment finance with Python Notebooks
santoshlite/EigenLedger
An Open Source Portfolio Backtesting Engine for Everyone | 面向所有人的开源投资组合回测引擎
KonishchevDmitry/investments
Helps you with managing your investments
fbertram/TuringTrader
The Open-Source Backtesting Engine/ Trading Simulator by Bertram Enterprises.
ArturSepp/QuantInvestStrats
Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.
imhgchoi/ARIMA-LSTM-hybrid-corrcoef-predict
Applied an ARIMA-LSTM hybrid model to predict future price correlation coefficients of two assets
purvasingh96/AI-for-Trading
📈This repo contains detailed notes and multiple projects implemented in Python related to AI and Finance. Follow the blog here: https://purvasingh.medium.com
VivekPa/OptimalPortfolio
An open source library for portfolio optimisation
convexfi/riskparity.py
Fast and scalable construction of risk parity portfolios
fortitudo-tech/fortitudo.tech
Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
mbk-dev/okama
Investment portfolio and stocks analyzing tools for Python with free historical data
bshaw2019/Crypto_Trader
Q-Learning Based Cryptocurrency Trader and Portfolio Optimizer for the Poloniex Exchange
lequant40/portfolio_allocation_js
A JavaScript library to allocate and optimize financial portfolios.
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.
AlainDaccache/Quantropy
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.
WLM1ke/poptimizer
Оптимизация долгосрочного портфеля акций
fortitudo-tech/pcrm-book
Portfolio Construction and Risk Management book's Python code.
brookswoolf/Trading-Algorithms
This repository contains the customized trading algorithms that I have created using the Quantopian IDE.
lakshmiDRIP/DROP
Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
jcrichard/pyrb
Constrained and Unconstrained Risk Budgeting / Risk Parity Allocation in Python
manujajay/portfolio-optimize
A simple Python package for optimizing investment portfolios using historical return data from Yahoo Finance. Users can easily determine the optimal portfolio allocation among a given set of tickers based on the mean-variance optimization method or other algorithms.
jialuechen/deepfolio
Quadratic Programming based Python Package for Portfolio Optimization
albertosantini/conpa
Asset Allocation application
dcapal/dcapal
DcaPal is a free, no registration, online tool to help you keep your portfolio balanced with dollar cost averaging investments
chaitjo/markowitz-portfolio-optimization
Markowitz portfolio optimization on synthetic and real stocks
AnnaSkarpalezou/Portfolio-Optimization-using-Machine-Learning
This repository is the result of our work for the course CSCI-SHU 360 Machine Learning