Topic: "asset-allocation"
dcajasn/Riskfolio-Lib
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
Language: C++ - Size: 163 MB - Last synced at: about 1 month ago - Pushed at: about 2 months ago - Stars: 3,396 - Forks: 557
letianzj/QuantResearch
Quantitative analysis, strategies and backtests
Language: Jupyter Notebook - Size: 25.7 MB - Last synced at: 22 days ago - Pushed at: almost 2 years ago - Stars: 2,526 - Forks: 520
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: 76.7 MB - Last synced at: about 1 month ago - Pushed at: 3 months ago - Stars: 2,400 - Forks: 345
skfolio/skfolio
Python library for portfolio optimization built on top of scikit-learn
Language: Python - Size: 122 MB - Last synced at: 4 days ago - Pushed at: 5 days ago - Stars: 1,535 - Forks: 135
LongOnly/Quantitative-Notebooks 📦
Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy
Language: Jupyter Notebook - Size: 20.2 MB - Last synced at: 3 months ago - Pushed at: almost 5 years ago - Stars: 1,146 - Forks: 194
KonishchevDmitry/investments
Helps you with managing your investments
Language: Rust - Size: 4.77 MB - Last synced at: 7 days ago - Pushed at: 14 days ago - Stars: 525 - Forks: 61
fortitudo-tech/fortitudo.tech
Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
Language: Python - Size: 19.1 MB - Last synced at: 21 days ago - Pushed at: about 2 months ago - Stars: 260 - Forks: 41
sarvjeets/lakshmi
Investing library and command-line interface inspired by the Bogleheads philosophy
Language: Python - Size: 2.37 MB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 134 - Forks: 7
lakshmiDRIP/DROP
Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
Language: HTML - Size: 3.53 GB - Last synced at: 3 days ago - Pushed at: 3 days ago - Stars: 125 - Forks: 46
fortitudo-tech/pcrm-book
Portfolio Construction and Risk Management book's Python code.
Language: Jupyter Notebook - Size: 34.9 MB - Last synced at: 3 days ago - Pushed at: 3 days ago - Stars: 106 - Forks: 33
albertosantini/conpa 📦
Asset Allocation application
Language: JavaScript - Size: 5.07 MB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 82 - Forks: 19
mbk-dev/okama-dash
Python financial widgets with okama and Dash (plotly)
Language: Python - Size: 727 KB - Last synced at: 2 months ago - Pushed at: 2 months ago - Stars: 66 - Forks: 12
lakshmiDRIP/DRIP
Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
Language: Java - Size: 727 MB - Last synced at: 11 months ago - Pushed at: over 6 years ago - Stars: 54 - Forks: 23
fortitudo-tech/entropy-pooling
Entropy Pooling in Python with a BSD 3-Clause license.
Language: Python - Size: 271 KB - Last synced at: 13 days ago - Pushed at: 8 months ago - Stars: 40 - Forks: 14
rubetron/AssetAllocation
R package AssetAllocation
Language: R - Size: 6.31 MB - Last synced at: 6 months ago - Pushed at: over 1 year ago - Stars: 35 - Forks: 3
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 at: about 1 month ago - Pushed at: about 1 year ago - Stars: 34 - Forks: 2
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 at: 5 days ago - Pushed at: about 4 years ago - Stars: 29 - Forks: 3
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 at: about 1 year ago - Pushed at: over 5 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 at: 5 months ago - Pushed at: about 3 years ago - Stars: 28 - Forks: 6
oronimbus/tactical-asset-allocation
Implements different approaches to tactical and strategic asset allocation
Language: Jupyter Notebook - Size: 1.18 MB - Last synced at: 6 months ago - Pushed at: 6 months ago - Stars: 27 - Forks: 7
mingi3314/PyRb
Python Rebalancer
Language: Python - Size: 30.7 MB - Last synced at: 3 months ago - Pushed at: about 1 year ago - Stars: 26 - Forks: 1
danbuchal/portfolio-tracker
Portfolio Tracker: Track your investments and asset allocation
Size: 337 KB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 24 - 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 at: almost 2 years ago - Pushed at: over 4 years ago - Stars: 22 - Forks: 10
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 at: about 1 year ago - Pushed at: about 1 year ago - Stars: 10 - Forks: 1
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 at: over 2 years ago - Pushed at: over 6 years ago - Stars: 10 - Forks: 7
LucS12/esg-investing-app
ESG investing web app that takes user inputs to generate personalized equity portfolios and even comparative firm ESG rankings.
Language: HTML - Size: 6.45 MB - Last synced at: 5 months ago - Pushed at: over 2 years ago - Stars: 9 - Forks: 3
sgc109/quant-rebalancing-calculator
Rebalancing calculator for dynamic asset allocation strategies
Language: Kotlin - Size: 3.07 MB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 8 - Forks: 0
nerevu/prometheus-api 📦
RESTful API for prometheus (stock portfolio allocation & analysis)
Language: Python - Size: 2.31 MB - Last synced at: about 1 year ago - Pushed at: over 5 years ago - Stars: 8 - Forks: 5
alensiljak/asset-allocation-python 📦
Asset Allocation implementation in Python
Language: Python - Size: 141 KB - Last synced at: 25 days ago - Pushed at: about 6 years ago - Stars: 7 - Forks: 4
LucS12/MonteCarlo-assetAllocation
Implementations of Monte Carlo simulations for asset allocation solutions and examinations.
Language: Jupyter Notebook - Size: 396 KB - Last synced at: 5 months ago - Pushed at: over 2 years ago - Stars: 6 - Forks: 1
jayanttikmani/dataDrivenInvestmentStrategies
Data Analysis And Simulation Of Asset Allocation Strategies For Investing Using Python.
Language: Jupyter Notebook - Size: 714 KB - Last synced at: about 2 years ago - Pushed at: about 8 years ago - Stars: 6 - Forks: 4
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 at: about 2 years ago - Pushed at: about 2 years ago - Stars: 5 - Forks: 2
hobinkwak/Stock2Vec-Inverse-Volatility
Asset Allocation Strategy using Stock2Vec Clustering
Language: Python - Size: 223 KB - Last synced at: about 1 year ago - Pushed at: over 3 years ago - Stars: 5 - Forks: 3
nicoglez/Quantitative-Asset-Allocation
Asset Allocation of stocks using quantitative methods
Language: Jupyter Notebook - Size: 418 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 4 - Forks: 0
LucS12/asset-allocation
Asset allocation and portfolio optimization implementations to examine how each one differs and affects the overall portfolio.
Language: Jupyter Notebook - Size: 185 KB - Last synced at: 5 months ago - Pushed at: over 2 years ago - Stars: 4 - Forks: 3
EulersNumber/PortfolioAllocation
Cross asset allocation with mean-variance and mean-CVaR (Expected Shortfall) optimization methods
Language: R - Size: 209 KB - Last synced at: over 1 year ago - Pushed at: over 2 years ago - Stars: 4 - Forks: 0
zhuodannychen/Portfolio-Optimization
Modern Portfolio Theorem for portfolio optimization and asset allocation
Language: Python - Size: 370 KB - Last synced at: over 2 years ago - Pushed at: about 3 years ago - Stars: 4 - Forks: 1
mbk-dev/publications_RUS
Статьи проекта "Рост Сбережений": инвестиции на фондовом рынке
Language: Jupyter Notebook - Size: 19.6 MB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 3 - Forks: 2
yunching/tidymas
A collection of R scripts for global macro work
Language: R - Size: 58.7 MB - Last synced at: over 2 years ago - Pushed at: over 2 years ago - Stars: 3 - Forks: 6
inaciomdrs/Asset-Allocation-Calculator
A script that performs asset allocation using a quantitative approach
Language: Python - Size: 30.3 KB - Last synced at: about 1 year ago - Pushed at: over 3 years ago - Stars: 3 - Forks: 1
marcelomijas/two_stocks_portfolio
Two stocks minimum-variance portfolio and optimal portfolio with Python.
Language: Python - Size: 324 KB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 2 - Forks: 1
Yafei-W/Asset-Allocator
An asset allocation/rebalancing calculator for financial portfolio management to minimize tax liability.
Size: 3.91 KB - Last synced at: 3 months ago - Pushed at: 5 months ago - Stars: 2 - Forks: 0
Beliavsky/RetirementSpending
Fortran simulation of spending rules in retirement
Language: Fortran - Size: 18.6 KB - Last synced at: 3 months ago - Pushed at: 6 months ago - Stars: 2 - Forks: 0
GwakJunwoo/24H2_Sogang_Robo_Advisor
A Python-based portfolio optimization and backtesting engine, supporting hierarchical asset allocation.
Language: Python - Size: 1.54 MB - Last synced at: 3 months ago - Pushed at: 7 months ago - Stars: 2 - Forks: 1
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 at: over 1 year ago - Pushed at: over 1 year ago - Stars: 2 - Forks: 1
eshinhw/backtesting-factory
Backtesting in Asset Allocations and Systematic Trading Strategies
Language: Python - Size: 39.1 KB - Last synced at: almost 2 years ago - Pushed at: almost 2 years ago - Stars: 2 - Forks: 1
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 at: about 1 year ago - Pushed at: over 4 years ago - Stars: 2 - Forks: 0
danielecampus/myportfolio
Creation and analysis of a core long-term portfolio composed of ETFs only with flexible quotes.
Language: R - Size: 17.8 MB - Last synced at: 2 months ago - Pushed at: 2 months ago - Stars: 1 - Forks: 0
georgegkol/Macro-based-Asset-Allocation
This repository contains code to cluster and predict ETF returns and construct a minimum variance portfolio from a selection of bullish ETFs
Language: Jupyter Notebook - Size: 1.15 MB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 1 - Forks: 0
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 at: 3 months ago - Pushed at: 4 months ago - Stars: 1 - Forks: 0
VanekPetr/investment-club-cph
Experiments and notes created as a part of Copenhagen Investment Club
Language: Python - Size: 7.81 KB - Last synced at: about 1 year ago - Pushed at: over 1 year ago - Stars: 1 - Forks: 0
va-an/asare 📦
App for asset allocation rebalancing
Language: Rust - Size: 284 KB - Last synced at: 2 days ago - Pushed at: over 1 year ago - Stars: 1 - Forks: 0
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 at: almost 2 years ago - Pushed at: almost 2 years ago - Stars: 1 - Forks: 1
choisangh/dynamic-asset-allocation-LSTM
Dynamic Asset Allocation Model with LSTM and Macowitz portfolio Loss Function
Language: Python - Size: 1020 KB - Last synced at: about 1 year ago - Pushed at: over 2 years ago - Stars: 1 - Forks: 0
Nicolivain/trustful-bandits
A two armed bandit simulation and comparison with theoritical convergence
Language: Jupyter Notebook - Size: 28.9 MB - Last synced at: over 2 years ago - Pushed at: about 3 years ago - Stars: 1 - Forks: 0
iandunn/cash-flow-rebalancing-calculator
Calculator for rebalancing investment portfolios using the cash flow strategy.
Language: JavaScript - Size: 493 KB - Last synced at: 3 months ago - Pushed at: almost 4 years ago - Stars: 1 - Forks: 2
delreluca/bascplain 📦
An F# analysis tool for the Scalable Capital robo-advisor
Language: F# - Size: 136 KB - Last synced at: about 2 years ago - Pushed at: about 6 years ago - Stars: 1 - Forks: 0
Jeetuhasan69/python-portfolio
Welcome to Vonschell's Project Portfolio! 🌟 This repository showcases my programming projects built with Python, Flask, and various libraries, highlighting my growth and skills in web development and data visualization. 🐍
Size: 7.81 KB - Last synced at: 6 days ago - Pushed at: 6 days ago - Stars: 0 - Forks: 0
enexqnt/Py-vAllocation
Flexible Python library for asset allocation and investor view integration
Language: Python - Size: 536 KB - Last synced at: 9 days ago - Pushed at: 9 days ago - Stars: 0 - Forks: 0
brdsio/masters-degree
Reproducible code of my master's degree final work.
Language: Python - Size: 17.4 MB - Last synced at: 12 days ago - Pushed at: 12 days ago - Stars: 0 - Forks: 0
niyangbai/saa-playground
SAA Playground is a web-based interactive tool for Strategic Asset Allocation (SAA) optimization.
Language: TypeScript - Size: 0 Bytes - Last synced at: 16 days ago - Pushed at: 17 days ago - Stars: 0 - Forks: 0
QtWin/QuantaWinTrader
QuantaWin Trader is a powerful desktop application for precision crypto portfolio management. It automates rebalancing and position management using Modern Portfolio Theory, Kelly Criterion, and rule-based trading logic. Designed for safety-conscious crypto investors, it supports Binance API and runs natively on Windows and macOS.
Language: HTML - Size: 1.92 MB - Last synced at: 26 days ago - Pushed at: 26 days ago - Stars: 0 - Forks: 0
muMAJJI/Portfolio-Optimization--Hierarchical-risk-parity
Implementing Hierarchical Risk Parity (HRP) for optimal asset allocation with improved risk contribution distribution
Language: Jupyter Notebook - Size: 1.38 MB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 0 - Forks: 0
wei9935/wasserstein_HRP
This trial explores enhancing HRP portfolio optimization by using sliced-Wasserstein distance for clustering. Results are preliminary and may not outperform the original method, but further research could improve outcomes.
Language: Python - Size: 1.34 MB - Last synced at: 5 months ago - Pushed at: 5 months ago - Stars: 0 - Forks: 0
chrisduvillard/PortfolioCorrelationSimulator
A synthetic asset portfolio simulator to explore the benefits of uncorrelated asset returns.
Language: Python - Size: 606 KB - Last synced at: 3 months ago - Pushed at: 9 months ago - Stars: 0 - Forks: 0
vshlepov/constrained_optimization
Language: Python - Size: 29.3 KB - Last synced at: 10 months ago - Pushed at: 10 months ago - Stars: 0 - Forks: 0
VanekPetr/practical-financial-optimization-course
Materials for the Practical Financial Optimization summer course at the University of Copenhagen
Size: 1.97 MB - Last synced at: 11 months ago - Pushed at: 11 months ago - Stars: 0 - Forks: 0
brayvid/efficient-portfolio
The allocation algorithm in "An Analytic Derivation of the Efficient Portfolio Frontier" by Robert C. Merton, 1972.
Language: Jupyter Notebook - Size: 979 KB - Last synced at: 4 months ago - Pushed at: about 1 year ago - Stars: 0 - Forks: 0
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 at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0
pe049395/Asset-Allocation
Asset allocation via machine learning
Language: Python - Size: 114 KB - Last synced at: almost 2 years ago - Pushed at: almost 2 years ago - Stars: 0 - Forks: 1
Crawnicles/API-Financial-Planner
Personal Financial planner
Language: Jupyter Notebook - Size: 252 KB - Last synced at: over 2 years ago - Pushed at: over 3 years ago - Stars: 0 - Forks: 0
