Ecosyste.ms: Repos
An open API service providing repository metadata for many open source software ecosystems.
GitHub topics: asset-allocation
skfolio/skfolio
Python library for portfolio optimization built on top of scikit-learn
Language: Python - Size: 79.9 MB - Last synced: about 1 hour ago - Pushed: 1 day ago - Stars: 927 - Forks: 67
mingi3314/PyRb
Python Rebalancer
Language: Python - Size: 30.6 MB - Last synced: about 15 hours ago - Pushed: 1 day ago - Stars: 22 - Forks: 1
YannickKae/Financial-Market-Regime-Classification
Value or Momentum? Comparing Random Forests, Support Vector Machines, and Multi-layer Perceptrons for Financial Time Series Prediction & Tactical Asset Allocation
Language: Jupyter Notebook - Size: 26.6 MB - Last synced: 2 days ago - Pushed: 3 days ago - Stars: 16 - Forks: 2
KonishchevDmitry/investments
Helps you with managing your investments
Language: Rust - Size: 5.08 MB - Last synced: 3 days ago - Pushed: 3 days ago - Stars: 471 - Forks: 54
YannickKae/Statistical-Learning-based-Portfolio-Optimization
This R Shiny App utilizes the Hierarchical Equal Risk Contribution (HERC) approach, a modern portfolio optimization method developed by Raffinot (2018).
Language: R - Size: 85 KB - Last synced: 5 days ago - Pushed: 6 days ago - Stars: 10 - Forks: 1
dcajasn/Riskfolio-Lib
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
Language: C++ - Size: 104 MB - Last synced: 6 days ago - Pushed: 8 days ago - Stars: 2,717 - Forks: 474
fortitudo-tech/fortitudo.tech
Conditional Value-at-Risk (CVaR) portfolio optimization and Entropy Pooling views / stress-testing in Python.
Language: Python - Size: 16 MB - Last synced: 8 days ago - Pushed: 8 days ago - Stars: 149 - Forks: 20
VanekPetr/practical-financial-optimization-course
Materials for the Practical Financial Optimization summer course at the University of Copenhagen
Size: 1.97 MB - Last synced: 9 days ago - Pushed: 4 months ago - Stars: 0 - Forks: 0
marcelomijas/two_stocks_portfolio
Two stocks minimum-variance portfolio and optimal portfolio with Python.
Language: Python - Size: 291 KB - Last synced: 10 days ago - Pushed: 10 days ago - Stars: 2 - Forks: 1
10mohi6/portfolio-backtest-python
portfolio-backtest is a python library for backtest portfolio asset allocation on Python 3.7 and above.
Language: Python - Size: 1.1 MB - Last synced: 8 days ago - Pushed: about 3 years ago - Stars: 24 - Forks: 3
domokane/FinancePy
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
Language: Jupyter Notebook - Size: 71.2 MB - Last synced: 15 days ago - Pushed: 15 days ago - Stars: 1,915 - Forks: 291
lakshmiDRIP/DRIP
Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
Language: Java - Size: 727 MB - Last synced: 3 days ago - Pushed: over 5 years ago - Stars: 53 - Forks: 23
sarvjeets/lakshmi
Investing library and command-line interface inspired by the Bogleheads philosophy
Language: Python - Size: 2.31 MB - Last synced: 18 days ago - Pushed: 18 days ago - Stars: 128 - Forks: 7
AntoineSoetewey/optimal-asset-allocation
Shiny app with an example of optimal asset allocation. See https://antoinesoetewey.shinyapps.io/optimal-asset-allocation/
Language: R - Size: 34.2 KB - Last synced: 19 days ago - Pushed: over 1 year ago - Stars: 1 - Forks: 0
VanekPetr/Optimal_Portfolios_of_ETFs
Implemented stochastic CVaR model for the optimal asset allocation together with the Bootstrapping and the Monte Carlo scenario generation methods.
Language: GAMS - Size: 82 KB - Last synced: 9 days ago - Pushed: over 3 years ago - Stars: 2 - Forks: 0
mbk-dev/okama-dash
Python financial widgets with okama and Dash (plotly)
Language: Python - Size: 668 KB - Last synced: 25 days ago - Pushed: 25 days ago - Stars: 50 - Forks: 11
fortitudo-tech/entropy-pooling
Entropy Pooling in Python with a BSD 3-Clause license.
Language: Python - Size: 275 KB - Last synced: 26 days ago - Pushed: 26 days ago - Stars: 18 - Forks: 4
choisangh/dynamic-asset-allocation-LSTM
Dynamic Asset Allocation Model with LSTM and Macowitz portfolio Loss Function
Language: Python - Size: 1020 KB - Last synced: about 1 month ago - Pushed: about 1 year ago - Stars: 1 - Forks: 0
LongOnly/Quantitative-Notebooks 📦
Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy
Language: Jupyter Notebook - Size: 20.2 MB - Last synced: about 1 month ago - Pushed: almost 4 years ago - Stars: 928 - Forks: 169
iandunn/cash-flow-rebalancing-calculator
Calculator for rebalancing investment portfolios using the cash flow strategy.
Language: JavaScript - Size: 493 KB - Last synced: about 1 month ago - Pushed: over 2 years ago - Stars: 1 - Forks: 2
mbk-dev/okama
Investment portfolio and stocks analyzing tools for Python with free historical data
Language: Python - Size: 20.8 MB - Last synced: 27 days ago - Pushed: 3 months ago - Stars: 184 - Forks: 32
brayvid/efficient-portfolio
The algorithm in "An Analytic Derivation of the Efficient Portfolio Frontier" by Robert Merton, 1972.
Language: Jupyter Notebook - Size: 959 KB - Last synced: about 1 month ago - Pushed: about 1 month ago - Stars: 0 - Forks: 0
letianzj/QuantResearch
Quantitative analysis, strategies and backtests
Language: Jupyter Notebook - Size: 25.7 MB - Last synced: about 1 month ago - Pushed: 9 months ago - Stars: 1,666 - Forks: 374
albertosantini/conpa
Asset Allocation application
Language: JavaScript - Size: 5.06 MB - Last synced: about 1 month ago - Pushed: 8 months ago - Stars: 82 - Forks: 19
sgc109/quant-rebalancing-calculator
Rebalancing calculator for dynamic asset allocation strategies
Language: Kotlin - Size: 3.07 MB - Last synced: 29 days ago - Pushed: about 2 months ago - Stars: 3 - Forks: 0
lakshmiDRIP/DROP
Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
Language: HTML - Size: 3.15 GB - Last synced: about 2 months ago - Pushed: about 2 months ago - Stars: 106 - Forks: 38
nicoglez/Quantitative-Asset-Allocation
Asset Allocation of stocks using quantitative methods
Language: Jupyter Notebook - Size: 418 KB - Last synced: 2 months ago - Pushed: 2 months ago - Stars: 4 - Forks: 0
rubetron/AssetAllocation
R package AssetAllocation
Language: R - Size: 6.31 MB - Last synced: 20 days ago - Pushed: 6 months ago - Stars: 30 - Forks: 3
VanekPetr/investment-club-cph
Experiments and notes created as a part of Copenhagen Investment Club
Language: Python - Size: 7.81 KB - Last synced: 9 days ago - Pushed: 4 months ago - Stars: 1 - Forks: 0
nerevu/prometheus 📦
A flask web app that analyzes your stock portfolio performance, optimizes your asset allocation, and provides performance enhancement alerts.
Language: Python - Size: 1.54 MB - Last synced: about 1 month ago - Pushed: over 4 years ago - Stars: 29 - Forks: 20
LucS12/ESG-Score-Integration
Integrating ESG scores into asset allocation and portfolio optimization through a GUI application.
Language: Jupyter Notebook - Size: 20.1 MB - Last synced: 4 months ago - Pushed: almost 2 years ago - Stars: 14 - Forks: 6
inaciomdrs/Asset-Allocation-Calculator
A script that performs asset allocation using a quantitative approach
Language: Python - Size: 30.3 KB - Last synced: about 1 month ago - Pushed: over 2 years ago - Stars: 3 - Forks: 1
mContucci/asset-allocation-project
We undertook an in-depth exploration of asset allocation techniques on selected stocks from the Italian stock market. Our primary goal was to optimize investment portfolios, focusing on effective diversification for enhanced risk management and returns.
Size: 28 MB - Last synced: 7 months ago - Pushed: 7 months ago - Stars: 0 - Forks: 0
ethanpbrooks/Schwab-PDF-Scraper
PDF Statement Data Extractor and Analyzer. A Python script for extracting and analyzing financial data from PDF statements, with a focus on Schwab statements.
Language: Python - Size: 452 KB - Last synced: 4 months ago - Pushed: 6 months ago - Stars: 2 - Forks: 1
Yassine19HALLAL/Portfolio_optimization_using_pyportfolioopt_package
Portfolio optimization : Markowitz's mean-variance optimization technique using Pyportfolioopt package.
Language: Jupyter Notebook - Size: 1.07 MB - Last synced: 8 months ago - Pushed: 8 months ago - Stars: 1 - Forks: 1
eshinhw/backtesting-factory
Backtesting in Asset Allocations and Systematic Trading Strategies
Language: Python - Size: 39.1 KB - Last synced: 8 months ago - Pushed: 8 months ago - Stars: 2 - Forks: 1
oronimbus/tactical-asset-allocation
Implements different approaches to tactical and strategic asset allocation
Language: Jupyter Notebook - Size: 912 KB - Last synced: 9 months ago - Pushed: 9 months ago - Stars: 3 - Forks: 0
ktiwari9/algotradingbot
This repository consists several bots encoding various algorithmic trading strategies. The aim here is for absolute beginners in stock trading to get familiar with the various aspects of the market. All you need is basics of statistics and python to understand the underlying metrics and conditions utilized to make decisions. Contributions welcome.
Language: Jupyter Notebook - Size: 4.08 MB - Last synced: 9 months ago - Pushed: over 3 years ago - Stars: 22 - Forks: 10
pe049395/Asset-Allocation
Asset allocation via machine learning
Language: Python - Size: 114 KB - Last synced: 10 months ago - Pushed: 10 months ago - Stars: 0 - Forks: 1
alensiljak/asset-allocation-python 📦
Asset Allocation implementation in Python
Language: Python - Size: 141 KB - Last synced: 14 days ago - Pushed: almost 5 years ago - Stars: 7 - Forks: 4
jayanttikmani/dataDrivenInvestmentStrategies
Data Analysis And Simulation Of Asset Allocation Strategies For Investing Using Python.
Language: Jupyter Notebook - Size: 714 KB - Last synced: 11 months ago - Pushed: about 7 years ago - Stars: 6 - Forks: 4
EulersNumber/PortfolioAllocation
Cross asset allocation with mean-variance and mean-CVaR (Expected Shortfall) optimization methods
Language: R - Size: 209 KB - Last synced: 4 months ago - Pushed: over 1 year ago - Stars: 4 - Forks: 0
lakshmiDRIP/DROP-Asset-Allocation
DRIP Asset Allocation is a collection of model libraries for MPT framework, Black Litterman Strategy Incorporator, Holdings Constraint, and Transaction Costs.
Language: CSS - Size: 529 KB - Last synced: about 1 year ago - Pushed: over 5 years ago - Stars: 10 - Forks: 7
va-an/asare
App for asset allocation rebalancing
Language: Rust - Size: 282 KB - Last synced: 10 months ago - Pushed: over 1 year ago - Stars: 1 - Forks: 0
nerevu/prometheus-api 📦
RESTful API for prometheus (stock portfolio allocation & analysis)
Language: Python - Size: 2.31 MB - Last synced: about 1 month ago - Pushed: over 4 years ago - Stars: 8 - Forks: 5
delreluca/bascplain 📦
An F# analysis tool for the Scalable Capital robo-advisor
Language: F# - Size: 136 KB - Last synced: about 1 year ago - Pushed: about 5 years ago - Stars: 1 - Forks: 0
marcopus/degiro-portfolio-rebalancer
Portfolio rebalancing for the finicky investor. A tool that keeps your assets allocation well balanced
Language: Python - Size: 73.2 KB - Last synced: about 1 year ago - Pushed: about 1 year ago - Stars: 5 - Forks: 2
Yafei-W/Asset-Allocator
An asset allocation/rebalancing calculator for financial portfolio management to minimize tax liability.
Size: 3.91 KB - Last synced: 4 months ago - Pushed: 4 months ago - Stars: 1 - Forks: 0
zhuodannychen/Portfolio-Optimization
Modern Portfolio Theorem for portfolio optimization and asset allocation
Language: Python - Size: 370 KB - Last synced: about 1 year ago - Pushed: almost 2 years ago - Stars: 4 - Forks: 1
Crawnicles/API-Financial-Planner
Personal Financial planner
Language: Jupyter Notebook - Size: 252 KB - Last synced: about 1 year ago - Pushed: over 2 years ago - Stars: 0 - Forks: 0
yunching/tidymas
A collection of R scripts for global macro work
Language: R - Size: 58.7 MB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 3 - Forks: 6
Nicolivain/trustful-bandits
A two armed bandit simulation and comparison with theoritical convergence
Language: Jupyter Notebook - Size: 28.9 MB - Last synced: about 1 year ago - Pushed: about 2 years ago - Stars: 1 - Forks: 0
mbk-dev/publications_RUS
Статьи проекта "Рост Сбережений": инвестиции на фондовом рынке
Language: Jupyter Notebook - Size: 13.6 MB - Last synced: 4 months ago - Pushed: 4 months ago - Stars: 2 - Forks: 2