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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
335 commits to master branch, last one 19 days 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
1,146 commits to master branch, last one 26 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 9 months ago
Python library for portfolio optimization built on top of scikit-learn
Created
2023-12-14
104 commits to main branch, last one 9 days ago
Helps you with managing your investments
Created
2018-10-05
2,004 commits to master branch, last one 14 days ago
Investment portfolio and stocks analyzing tools for Python with free historical data
Created
2020-03-02
551 commits to master branch, last one 3 months ago
Conditional Value-at-Risk (CVaR) portfolio optimization and Entropy Pooling views / stress-testing in Python.
cvar
investments
black-litterman
entropy-pooling
asset-allocation
asset-management
cvar-optimization
efficient-frontier
investment-analysis
markowitz-portfolio
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
74 commits to main branch, last one 8 days ago
Investing library and command-line interface inspired by the Bogleheads philosophy
Created
2021-04-11
542 commits to develop branch, last one 8 days ago
Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
Created
2017-08-31
2,081 commits to master branch, last one 4 days ago
Asset Allocation application
Created
2011-09-27
608 commits to master branch, last one 8 months ago
Python financial widgets with okama and Dash (plotly)
Created
2022-06-30
158 commits to master branch, last one about a month ago
R package AssetAllocation
Created
2022-03-30
31 commits to main branch, last one 6 months ago