lequant40 / portfolio_allocation_js

A JavaScript library to allocate and optimize financial portfolios.

Date Created 2017-06-09 (7 years ago)

Commits 87 (last one 2 years ago)

Stargazers 176 (0 this week)

Watchers 12 (0 this week)

Forks 31

License mit

Ranking

RepositoryStats indexes 584,353 repositories, of these lequant40/portfolio_allocation_js is ranked #195,890 (66th percentile) for total stargazers, and #177,584 for total watchers. Github reports the primary language for this repository as JavaScript, for repositories using this language it is ranked #24,272/65,255.

lequant40/portfolio_allocation_js is also tagged with popular topics, for these it's ranked: quantitative-finance (#100/198), optimization-algorithms (#37/124)

Other Information

lequant40/portfolio_allocation_js has 2 open pull requests on Github, 2 pull requests have been merged over the lifetime of the repository.

Github issues are enabled, there is 1 open issue and 7 closed issues.

Homepage URL: https://lequant40.github.io/portfolio_allocation_js/

All Topics

smo fista markowitz clustering risk-parity index-tracking risk-budgeting correlation-matrix linear-programming convex-optimization portfolio-selection portfolio-allocation quantitative-finance quadratic-programming portfolio-optimization critical-line-algorithm optimization-algorithms equal-risk-contributions

Star History

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Watcher History

Github watchers over time, collection started in '23

Recent Commit History

2 commits on the default branch (master) since jan '22

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Issue History

Languages

The primary language is JavaScript but there's also others...

updated: 2024-11-05 @ 11:22am, id: 93877713 / R_kgDOBZh10Q