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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 about a year ago
Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization 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
81 commits to main branch, last one a day ago
次元期权应征面试题范例。 #易经 #道家 #十二生肖 #姓氏堂号子嗣贞节牌坊 #天文历法 #张灯结彩 #农历 #夜观星象 #廿四节气 #算卜 #紫微斗数 #十二时辰 #生辰八字 #命运 #风水 《始祖赢政之子赢家黄氏江夏堂联富•秦谏——大秦赋》 万般皆下品，唯有读书高。🚩🇨🇳🏹🦔中科红旗，歼灭所有世袭制可兰经法家回教徒巫贼巫婆、洋番、峇峇娘惹。https://gitee.com/engl...
Created
2017-01-11
1,219 commits to 世博量化研究院 branch, last one 19 hours ago
Mean Variance (Markowitz) Portfolio Optimization and Beyond
Created
2020-02-27
49 commits to master branch, last one 3 years ago