GitHub topics: markowitz
mbk-dev/okama
Investment portfolio and stocks analyzing tools for Python with free historical data
Language: Jupyter Notebook - Size: 38.5 MB - Last synced at: 4 days ago - Pushed at: 4 days ago - Stars: 225 - Forks: 37
mbk-dev/okama-dash
Python financial widgets with okama and Dash (plotly)
Language: Python - Size: 727 KB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 66 - Forks: 12
lequant40/portfolio_allocation_js
A JavaScript library to allocate and optimize financial portfolios.
Language: JavaScript - Size: 2.98 MB - Last synced at: about 1 month ago - Pushed at: about 2 years ago - Stars: 177 - Forks: 32
jankrepl/deepdow
Portfolio optimization with deep learning.
Language: Python - Size: 2.24 MB - Last synced at: about 2 months ago - Pushed at: over 1 year ago - Stars: 986 - Forks: 143
chaitjo/markowitz-portfolio-optimization
Markowitz portfolio optimization on synthetic and real stocks
Language: Python - Size: 532 KB - Last synced at: 10 days ago - Pushed at: over 7 years ago - Stars: 76 - Forks: 25
DiogoAngelim/optimalstocks
Maximize Your Investment Potential: Optimize Stock, Crypto, and ETF Allocations for Peak Portfolio Performance.
Language: JavaScript - Size: 205 MB - Last synced at: 3 months ago - Pushed at: 7 months ago - Stars: 0 - Forks: 0
gabrielesansonc/ModernPortfolioTheoryViz
This is a web app that helps people understand the main concepts from Markowitz's Modern Portfolio Theory
Language: JavaScript - Size: 15.5 MB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 0 - Forks: 0
DemetersSon83/Markowitzify
Markowitzify will implement a variety of portfolio and stock/cryptocurrency analysis methods to optimize portfolios or trading strategies. The two primary classes are "portfolio" and "stonks."
Language: Python - Size: 73.2 KB - Last synced at: 15 days ago - Pushed at: over 4 years ago - Stars: 36 - Forks: 12
higginbotham-thomas/PortfolioMagic
MVO and Monte Carlo Simulation for Financial Portfolio optimization
Language: Python - Size: 35.6 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0
antoinefalck/CAPM-credit
Mean-variance optimization on a bond portfolio
Language: R - Size: 426 KB - Last synced at: almost 2 years ago - Pushed at: almost 7 years ago - Stars: 0 - Forks: 1
PyroQuant/Portfolio-Optimizer
This Python script performs portfolio optimization based on different optimization criteria: 'sharpe', 'cvar', 'sortino', and 'variance'. The script uses historical stock price data downloaded from Yahoo Finance.
Language: Jupyter Notebook - Size: 130 KB - Last synced at: almost 2 years ago - Pushed at: almost 2 years ago - Stars: 0 - Forks: 0
adelshb/quantum-portfolio-optimization
Portfolio Optimization on a Quantum computer.
Language: Python - Size: 78.1 KB - Last synced at: about 2 years ago - Pushed at: about 3 years ago - Stars: 5 - Forks: 3
vinicioalmeida/portfolioselection
Markowitz's inspired portfolio selection application
Language: MATLAB - Size: 2.93 KB - Last synced at: over 1 year ago - Pushed at: over 2 years ago - Stars: 0 - Forks: 0
maxzager/Markowitz-70k-assets
I did this project as a challenge for my Master's degree. The objective was to find the efficient frontier and the maximum sharpe portfolio using a simulation with a dataset of 70 thousand investment funds
Language: Jupyter Notebook - Size: 85 KB - Last synced at: about 2 years ago - Pushed at: over 2 years ago - Stars: 0 - Forks: 0
sweisser/critical_lines_java
A Java implementation of the VBA code for the Critical Line Algorithm in the book "Mean-Variance Analysis in Portfolio Choice and Capital Markets" by Harry M. Markowitz
Language: Java - Size: 31.3 KB - Last synced at: about 2 years ago - Pushed at: almost 5 years ago - Stars: 1 - Forks: 0
