2 results found Sort:

lequant40
portfolio_allocation_js lequant40
31
175
mit
12
A JavaScript library to allocate and optimize financial portfolios.
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
Created 2017-06-09
87 commits to master branch, last one 2 years ago
numericalalgorithmsgroup
NAGPythonExamples numericalalgorithmsgroup
23
63
bsd-3-clause
12
Examples and demos showing how to call functions from the nAG Library for Python
trial python nag-library optimization root-finding curve-fitting linear-algebra surface-fitting jupyter-notebooks numerical-methods correlation-matrix quantitative-finance scientific-computing time-series-analysis nonlinear-optimization random-number-generators
Created 2018-11-22
407 commits to master branch, last one about a month ago