dcajasn/Riskfolio-Lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

Language: C++ - Size: 104 MB - Last synced: 3 days ago - Pushed: 5 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: 4 days ago - Pushed: 4 days ago - Stars: 149 - Forks: 20

skfolio/skfolio

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

Language: Python - Size: 78.3 MB - Last synced: 7 days ago - Pushed: 7 days ago - Stars: 918 - Forks: 65

Agoons20/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 - Size: 3.83 MB - Last synced: 8 days ago - Pushed: 8 days ago - Stars: 0 - Forks: 0

mugunthdinesh/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 - Size: 2.69 MB - Last synced: 14 days ago - Pushed: 15 days ago - Stars: 0 - Forks: 0

jackmoody11/portfolio_opt

Efficient Portfolio Allocation using Markowitz's Efficient Frontier

Language: Python - Size: 3.81 MB - Last synced: 16 days ago - Pushed: almost 5 years ago - Stars: 1 - Forks: 0

fmilthaler/FinQuant

A program for financial portfolio management, analysis and optimisation.

Language: Python - Size: 1.16 MB - Last synced: 19 days ago - Pushed: 7 months ago - Stars: 1,264 - Forks: 184

mbk-dev/okama-dash

Python financial widgets with okama and Dash (plotly)

Language: Python - Size: 668 KB - Last synced: 21 days ago - Pushed: 21 days ago - Stars: 50 - Forks: 11

mbk-dev/okama

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

Language: Python - Size: 20.8 MB - Last synced: 24 days ago - Pushed: 3 months ago - Stars: 184 - Forks: 32

robertmartin8/PyPortfolioOpt

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

Language: Jupyter Notebook - Size: 9.25 MB - Last synced: about 1 month ago - Pushed: 2 months ago - Stars: 4,113 - Forks: 913

justynakubot/efficient-frontier

Language: Python - Size: 1.95 KB - Last synced: about 1 month ago - Pushed: about 1 month ago - Stars: 0 - Forks: 0

radusbriciu/Optimisation-and-the-Efficient-Frontier

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

Language: Python - Size: 842 KB - Last synced: about 1 month ago - Pushed: about 1 month ago - Stars: 1 - Forks: 0

bmarroc/finance

Jupyter notebooks implementing Finance projects

Language: Jupyter Notebook - Size: 7.37 MB - Last synced: 5 months ago - Pushed: 5 months ago - Stars: 0 - Forks: 0

tuberculo/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: R - Size: 102 KB - Last synced: 4 months ago - Pushed: 6 months ago - Stars: 1 - Forks: 0

kirillzx/Machine-Learning

📉Some projects in ML and DL📈

Language: Jupyter Notebook - Size: 60 MB - Last synced: 4 months ago - Pushed: 9 months ago - Stars: 2 - Forks: 0

TheLatestDownloader/MarkowitzKart

Boldly drive your kart to where no one has gone before: the Northwest corner of the Efficient Frontier. Can you hold on, or will the economic shocks throw you off your game?

Size: 1000 Bytes - Last synced: 6 months ago - Pushed: 6 months ago - Stars: 0 - Forks: 0

ruankie/frontier-rl

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

Language: Jupyter Notebook - Size: 58.1 MB - Last synced: 16 days ago - Pushed: over 1 year ago - Stars: 2 - Forks: 1

ApurvShah007/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: Python - Size: 250 KB - Last synced: 4 months ago - Pushed: almost 4 years ago - Stars: 35 - Forks: 12

MikeStukalo/AMShiny

Shiny Project for Illustrating Asset Management Principles

Language: HTML - Size: 1.64 MB - Last synced: 8 months ago - Pushed: over 5 years ago - Stars: 3 - Forks: 5

ampl/amplpyfinance

Financial Portfolio Optimization with amplpy

Language: Python - Size: 102 KB - Last synced: about 2 months ago - Pushed: 8 months ago - Stars: 1 - Forks: 2

suvanbalu/Portfolio-Optimization

A AWS serverless python program that optimizes budget allocation for selected stocks to gain maximum return using efficient frontier method

Language: Python - Size: 124 KB - Last synced: 9 months ago - Pushed: almost 2 years ago - Stars: 0 - Forks: 1

sapiah/Stocks-Portfolio-Efficient-Frontier-Model

An open source library for portfolio optimization using Efficient Frontier Model

Language: Python - Size: 7.81 KB - Last synced: 10 months ago - Pushed: over 3 years ago - Stars: 1 - Forks: 0

gateTang/TSM-Minimum-Investment-Strategy

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

Language: Python - Size: 101 MB - Last synced: 4 months ago - Pushed: over 1 year ago - Stars: 3 - Forks: 0

TFSM00/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: Python - Size: 464 KB - Last synced: 11 months ago - Pushed: 11 months ago - Stars: 4 - Forks: 0

jeff1evesque/ist-exit-portfolio

MS Data Science exit portfolio

Size: 28 MB - Last synced: 8 months ago - Pushed: 11 months ago - Stars: 1 - Forks: 0

bradleyboyuyang/Empirical-Finance

Efficient frontier, Fama-French factor models, idiosyncratic volatility, event study

Language: Jupyter Notebook - Size: 151 MB - Last synced: about 1 year ago - Pushed: almost 2 years ago - Stars: 14 - Forks: 1

vladalexey/trading_bot

Simple trading bot algorithms based on Sharpe ratio and Moving Average

Language: Python - Size: 9.77 KB - Last synced: about 1 year ago - Pushed: almost 4 years ago - Stars: 4 - Forks: 2

jimmyg1997/agora

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

Language: Jupyter Notebook - Size: 5.66 MB - Last synced: about 1 year ago - Pushed: over 3 years ago - Stars: 33 - Forks: 8

brenda-castillobrais/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: R - Size: 17.6 KB - Last synced: 3 months ago - Pushed: 3 months ago - Stars: 2 - Forks: 1

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

harrisonlabollita/PortfolioOptim.jl

A Julia package for optimization of financial portfolios.

Language: Julia - Size: 91.8 KB - Last synced: 4 months ago - Pushed: almost 2 years ago - Stars: 1 - Forks: 0

chris-santiago/aafm

Enhanced Chilean Mutual Fund Data Explorer

Language: Jupyter Notebook - Size: 162 MB - Last synced: about 1 year ago - Pushed: almost 2 years ago - Stars: 0 - Forks: 0

pat42w/EF_Portfolio_Optimization

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

Language: Jupyter Notebook - Size: 30.5 MB - Last synced: about 1 year ago - Pushed: over 2 years ago - Stars: 2 - Forks: 0

MDinhobl/order-md

The order-md algorithm is an adjustment of the order-m algorithm for estimating efficiency scores of decision making units (firms)

Language: R - Size: 23.4 KB - Last synced: 12 months ago - Pushed: 12 months ago - Stars: 0 - Forks: 0

cd84097a65d/Portfolio-optimization-using-efficient-frontier-curve

Portfolio optimization using efficient frontier curve

Language: VBA - Size: 908 KB - Last synced: about 1 year ago - Pushed: over 2 years ago - Stars: 3 - Forks: 1

dbogatic/portfolio_optimization

Portfolio optimization using Riskfolio-Lib

Language: Jupyter Notebook - Size: 5.49 MB - Last synced: about 1 year ago - Pushed: over 2 years ago - Stars: 1 - Forks: 2

SaranBodduluri/Efficient-Frontier

Visualizing the Markowitz Portfolio Optimization (Efficient Frontier)

Size: 350 KB - Last synced: about 1 year ago - Pushed: over 2 years ago - Stars: 0 - Forks: 0

MuonRay/CERN-ROOT-Financial-Mechanics-and-Market-Analysis-Codes

CERN ROOT codes used to develop the images and graphs in the article on my blog: http://muonray.blogspot.com/2014/09/particle-physics-software-and-financial.html

Language: C - Size: 80.1 KB - Last synced: about 1 year ago - Pushed: almost 4 years ago - Stars: 1 - Forks: 0

EnriqCG/efficient_frontier Fork of nickspacemonkey/efficient_frontier

Calculate optimal weightings (Efficient Frontier) for a portfolio, balancing the risk and return profile. Uses the Yahoo Finance API.

Size: 8.79 KB - Last synced: about 1 year ago - Pushed: almost 4 years ago - Stars: 0 - Forks: 0

aprimadi/quantitative-modeling

Efficient Frontier Implementation in Python

Language: Python - Size: 1.95 KB - Last synced: about 1 year ago - Pushed: about 6 years ago - Stars: 1 - Forks: 0