Topic: "critical-line-algorithm"
lequant40/portfolio_allocation_js
A JavaScript library to allocate and optimize financial portfolios.
Language: JavaScript - Size: 2.98 MB - Last synced at: 26 days ago - Pushed at: over 2 years ago - Stars: 179 - Forks: 34

cvxgrp/cvxcla
critical line algorithm for efficient frontier
Language: Python - Size: 5.03 MB - Last synced at: 6 days ago - Pushed at: 6 days ago - Stars: 16 - Forks: 2

PharosAbad/EfficientFrontier.jl
Entire Efficient Frontier by Status-Segment Method
Language: Julia - Size: 243 KB - Last synced at: 7 months ago - Pushed at: about 2 years ago - Stars: 6 - Forks: 0
