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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
365 commits to master branch, last one 28 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
1,201 commits to master branch, last one 29 days ago
Python library for portfolio optimization built on top of scikit-learn
Created
2023-12-14
172 commits to main branch, last one 5 days ago
Helps you with managing your investments
Created
2018-10-05
2,180 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
89 commits to main branch, last one 3 days ago
Investing library and command-line interface inspired by the Bogleheads philosophy
Created
2021-04-11
559 commits to develop branch, last one 19 days ago
Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
Created
2017-08-31
2,235 commits to master branch, last one 2 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
74 commits to main branch, last one 10 days ago
Asset Allocation application
This repository has been archived
(exclude archived)
Created
2011-09-27
609 commits to master branch, last one about a month ago
Python financial widgets with okama and Dash (plotly)
Created
2022-06-30
204 commits to master branch, last one 13 days 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 6 months ago
R package AssetAllocation
Created
2022-03-30
31 commits to main branch, last one about a year 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 11 months ago
Implements different approaches to tactical and strategic asset allocation
Created
2023-02-21
127 commits to main branch, last one 4 months ago
Python Rebalancer
Created
2023-08-05
152 commits to main branch, last one 10 months ago