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Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
Created
2018-05-29
792 commits to master branch, last one 3 days ago
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 program for financial portfolio management, analysis and optimisation.
finance
returns
analysis
financial
investment
monte-carlo
optimisation
moving-average
bollinger-bands
efficient-frontier
financial-analysis
investment-analysis
markowitz-portfolio
investment-portfolio
portfolio-management
portfolio-properties
investment-strategies
monte-carlo-simulation
portfolio-optimisation
financial-portfolio-management
Created
2019-01-20
508 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
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
Python financial widgets with okama and Dash (plotly)
Created
2022-06-30
158 commits to master branch, last one about a month ago