8 results found Sort:

fortitudo-tech
fortitudo.tech fortitudo-tech
28
215
gpl-3.0
10
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
z4ir3
finance-courses z4ir3
119
176
unknown
10
Notes and examples about Portfolio Construction and Analysis with Python (Jupyter notebooks)
finance python3 risk-management jupyter-notebook portfolio-construction
Created 2019-10-10
245 commits to master branch, last one 11 months ago
AlainDaccache
Quantropy AlainDaccache
29
140
mit
9
Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeling, stock screening, portfolio optimization, and broker API.
edgar finance trading broker-api strategies financial-data machine-learning financial-markets fundamental-analysis quantitative-finance portfolio-construction portfolio-optimization
Created 2020-06-13
94 commits to master branch, last one 3 years ago
Tasin5541
portfolio Tasin5541
28
94
mit
2
Portfolio made with reactJs for github pages. Supports light and dark theme.
react reactjs github-io portfolio github-api portfolios github-page github-pages personal-site portfolio-page portfolio-site react-portfolio personal-website portfolio-website portfolio-template github-pages-website github-pages-template portfolio-construction react-portfolio-github react-portfolio-website
Created 2020-09-17
143 commits to master branch, last one 24 days ago
noahgsolomon
Codefoli noahgsolomon
12
73
mit
6
Building portfolio websites for developers who have better things to do
react nodejs reactjs tailwind portfolio serverless typescript webhosting tailwind-css websiteeditor webdevelopment web-application developer-portfolio portfolio-construction
This repository has been archived (exclude archived)
Created 2023-06-07
820 commits to master branch, last one 8 months ago
kieranjwood
x-trend kieranjwood
10
60
mit
20
X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies
deep-learning trend-following machine-learning few-shot-learning transfer-learning algorithmic-trading changepoint-detection portfolio-construction time-series-forecasting momentum-trading-strategy
Created 2024-02-25
4 commits to master branch, last one 8 months ago
johnsoong216
pymarkowitz johnsoong216
16
60
mit
4
Mean Variance (Markowitz) Portfolio Optimization and Beyond
python finance backtesting risk-measurement markowitz-portfolio portfolio-management portfolio-construction portfolio-optimization mean-variance-optimization
Created 2020-02-27
49 commits to master branch, last one 3 years ago
fortitudo-tech
entropy-pooling fortitudo-tech
11
31
bsd-3-clause
2
Entropy Pooling in Python with a BSD 3-Clause license.
cvar entropy bayesian investments market-views fortitudo-tech black-litterman entropy-pooling investment-risk maximum-entropy asset-allocation asset-management investment-analysis portfolio-selection mathematical-finance quantitative-finance investment-management portfolio-construction conditional-value-at-risk
Created 2024-01-07
23 commits to main branch, last one 22 days ago