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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
An Open Source Portfolio Backtesting Engine for Everyone | 面向所有人的开源投资组合回测引擎
Created
2021-03-08
577 commits to main branch, last one 3 months ago
Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integrated with various data vendors and brokers, supports Crypto, St...
Created
2019-08-16
696 commits to master branch, last one 29 days ago
Python package designed for general financial and security returns analysis.
Created
2017-08-24
157 commits to master branch, last one 3 years ago
Оценка эффективности инвестиций с учетом комиссий, налогов (удержанных и ожидающихся), дивидендов и купонов.
Created
2020-02-15
1,754 commits to develop branch, last one 5 days ago
MorningStar.com scraper that consolidates tens of thousands of financial records into a SQLite relational database. Class 'dataframes' easily converts the SQLite data into pandas DataFrames (see Jupyt...
Created
2019-02-20
153 commits to master branch, last one 10 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
Displays corporate earnings and fundamentals in the easy to analyze format
Created
2021-02-25
185 commits to main branch, last one 3 months ago
R Shiny app to compare the relative performance of cryptos and equities.
Created
2018-03-11
141 commits to master branch, last one 3 years ago
Quantitative Investment Strategies (QIS) package implements analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.
Created
2022-12-30
80 commits to master branch, last one a day ago
SilverFir: Investment Report :evergreen_tree: Инвестиционный отчёт в гугл доках, куда можно добавить любой актив и скачивать цену автоматически
Created
2020-03-26
161 commits to master branch, last one 5 days ago
Code and data for my blogs
Created
2020-06-12
20 commits to master branch, last one 3 years ago
Noba not only backtrader as a quantitative investment platform, but also visualized using bokeh, which can get richer plot effects. Additionally, Noba also provide 'Ioc Container', 'Event System', 'Da...
Created
2022-04-10
70 commits to main branch, last one 12 months ago
🤖 Predict the stock market with AI 用AI预测股票市场
Created
2021-12-29
19 commits to main branch, last one 2 years ago
Data repository of JSON files that are filed by US Senators on efdsearch.senate.gov where they must report their stock trades. This is the same data as on senatestockwatcher.com
Created
2020-04-19
12 commits to master branch, last one 3 years ago
提取财经新闻标题、链接整合排列后写入表格
This repository has been archived
(exclude archived)
Created
2020-10-27
449 commits to main branch, last one 6 months ago
tessa – simple, hassle-free access to price information of financial assets 📉🤓📈
Created
2022-04-10
421 commits to master branch, last one 7 months ago
Free WordPress Plugin: Free rental property calculator that uses the formula NPV = [CF¹ / (1 + R¹)] - PC. A rental ROI calculator that helps analyze and compare investment rental properties. www.calcu...
Created
2023-11-14
10 commits to master branch, last one 16 days ago