GitHub topics: risk-budgeting
lequant40/portfolio_allocation_js
A JavaScript library to allocate and optimize financial portfolios.
Language: JavaScript - Size: 2.98 MB - Last synced at: 3 days ago - Pushed at: over 2 years ago - Stars: 179 - Forks: 33
jcrichard/pyrb
Constrained and Unconstrained Risk Budgeting / Risk Parity Allocation in Python
Language: Python - Size: 293 KB - Last synced at: almost 2 years ago - Pushed at: about 3 years ago - Stars: 94 - Forks: 43
Related Keywords
risk-parity
2
risk-budgeting
2
portfolio-optimization
2
finance
1
smo
1
quantitative-finance
1
quadratic-programming
1
portfolio-selection
1
portfolio-allocation
1
optimization-algorithms
1
markowitz
1
linear-programming
1
index-tracking
1
fista
1
equal-risk-contributions
1
critical-line-algorithm
1
correlation-matrix
1
convex-optimization
1
clustering
1