16 results found Sort:
- Filter by Primary Language:
- Python (6)
- Jupyter Notebook (5)
- JavaScript (1)
- C++ (1)
- HTML (1)
- R (1)
- Rust (1)
- +
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
cvxpy
finance
trading
investment
risk-parity
risk-factors
sharpe-ratio
drawdown-model
asset-allocation
cvar-optimization
duration-matching
risk-contribution
efficient-frontier
convex-optimization
investment-analysis
stepwise-regression
portfolio-management
quantitative-finance
portfolio-optimization
principal-components-regression
Created
2020-03-02
355 commits to master branch, last one 25 days ago
Quantitative analysis, strategies and backtests
backtests
algotrading
data-science
deep-learning
pairs-trading
risk-management
asset-allocation
asset-management
machine-learning
financial-analysis
trading-algorithms
trading-strategies
algorithmic-trading
derivatives-pricing
portfolio-management
quantitative-finance
quantitative-trading
statistical-arbitrage
reinforcement-learning
backtesting-trading-strategies
Created
2020-06-27
123 commits to master branch, last one about a year ago
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
Created
2019-10-27
1,200 commits to master branch, last one 3 months ago
Python library for portfolio optimization built on top of scikit-learn
Created
2023-12-14
161 commits to main branch, last one about a month ago
Helps you with managing your investments
Created
2018-10-05
2,148 commits to master branch, last one a day ago
Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
cvar
entropy
investment
investments
entropy-pooling
asset-allocation
asset-management
cvar-optimization
efficient-frontier
investment-analysis
portfolio-selection
mathematical-finance
portfolio-allocation
quantitative-finance
risk-adjusted-return
investment-management
portfolio-construction
portfolio-optimization
conditional-value-at-risk
mean-variance-optimization
Created
2021-10-14
86 commits to main branch, last one 3 days ago
Investing library and command-line interface inspired by the Bogleheads philosophy
Created
2021-04-11
555 commits to develop branch, last one 4 days ago
Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
Created
2017-08-31
2,197 commits to master branch, last one 13 days ago
Asset Allocation application
Created
2011-09-27
608 commits to master branch, last one about a year ago
Python financial widgets with okama and Dash (plotly)
Created
2022-06-30
198 commits to master branch, last one 8 days ago
Portfolio Construction and Risk Management book's Python code.
cvar
risk
quant
finance
investment
simulation
investments
quantamental
entropy-pooling
risk-management
asset-allocation
asset-management
cvar-optimization
efficient-frontier
investment-analysis
quantitative-finance
risk-adjusted-return
portfolio-construction
portfolio-optimization
conditional-value-at-risk
Created
2024-04-17
69 commits to main branch, last one 10 days ago
R package AssetAllocation
Created
2022-03-30
31 commits to main branch, last one about a year ago
Entropy Pooling in Python with a BSD 3-Clause license.
cvar
entropy
bayesian
investments
market-views
fortitudo-tech
black-litterman
entropy-pooling
investment-risk
maximum-entropy
asset-allocation
asset-management
investment-analysis
portfolio-selection
mathematical-finance
quantitative-finance
investment-management
portfolio-construction
conditional-value-at-risk
Created
2024-01-07
23 commits to main branch, last one 3 months ago
Implements different approaches to tactical and strategic asset allocation
Created
2023-02-21
127 commits to main branch, last one about a month ago
Python Rebalancer
Created
2023-08-05
152 commits to main branch, last one 7 months ago
Value or Momentum? Comparing Random Forests, Support Vector Machines, and Multi-layer Perceptrons for Financial Time Series Prediction & Tactical Asset Allocation
Created
2023-04-30
120 commits to main branch, last one 8 months ago