Statistics for topic portfolio-optimization

RepositoryStats tracks 584,796 Github repositories, of these 44 are tagged with the portfolio-optimization topic. The most common primary language for repositories using this topic is Python (25).

Stargazers over time for topic portfolio-optimization

Most starred repositories for topic portfolio-optimization (view more)

robertmartin8
PyPortfolioOpt robertmartin8
958
4.5k
mit
134
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
python finance investing covariance investment efficient-frontier financial-analysis algorithmic-trading investment-analysis portfolio-management quantitative-finance portfolio-optimization
Created 2018-05-29
792 commits to master branch, last one 5 months ago
polakowo
vectorbt polakowo
622
4.4k
other
125
Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.
finance trading backtesting time-series data-science cryptocurrency machine-learning data-visualization trading-strategies algorithmic-trading algorithmic-traiding quantitative-finance quantitative-analysis portfolio-optimization
Created 2017-11-14
913 commits to master branch, last one 2 months ago
hudson-and-thames
mlfinlab hudson-and-thames
1.1k
4.0k
other
175
MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
python finance trading research investing machine-learning algorithmic-trading portfolio-management quantitative-finance portfolio-optimization financial-machine-learning
Created 2019-02-13
11 commits to master branch, last one 2 years ago
dcajasn
Riskfolio-Lib dcajasn
523
3.1k
bsd-3-clause
79
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
354 commits to master branch, last one 7 days ago
tradytics
eiten tradytics
327
2.8k
gpl-3.0
97
Statistical and Algorithmic Investing Strategies for Everyone
ai hedgefund tradytics opensource statistics eigenvalues free-software machine-learning genetic-algorithm trading-algorithms trading-strategies algorithmic-trading investment-portfolio portfolio-optimization
Created 2020-09-08
76 commits to master branch, last one 4 years ago
osqp
osqp osqp
359
1.7k
apache-2.0
42
The Operator Splitting QP Solver
svm lasso solver control optimization machine-learning convex-optimization quadratic-programming numerical-optimization portfolio-optimization model-predictive-control
Created 2016-09-27
2,850 commits to master branch, last one about a month ago

Trending repositories for topic portfolio-optimization (view more)

Last 3 days (new repositories)
no newly created repositories trending in the last 3 days
Last 3 days (absolute gain)
robertmartin8
robertmartin8/PyPortfolioOpt

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

4,541 (+5)
mit
jankrepl
jankrepl/deepdow

Portfolio optimization with deep learning.

923 (+2)
apache-2.0
skfolio
skfolio/skfolio

Python library for portfolio optimization built on top of scikit-learn

1,249 (+2)
bsd-3-clause
osqp
osqp/osqp

The Operator Splitting QP Solver

1,717 (+2)
apache-2.0
Hvass-Labs
Hvass-Labs/FinanceOps

Research in investment finance with Python Notebooks

948 (+1)
mit
Last 3 days (relative gain)
jankrepl
jankrepl/deepdow

Portfolio optimization with deep learning.

923 (+0.2%)
apache-2.0
skfolio
skfolio/skfolio

Python library for portfolio optimization built on top of scikit-learn

1,249 (+0.2%)
bsd-3-clause
osqp
osqp/osqp

The Operator Splitting QP Solver

1,717 (+0.1%)
apache-2.0
robertmartin8
robertmartin8/PyPortfolioOpt

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

4,541 (+0.1%)
mit
Hvass-Labs
Hvass-Labs/FinanceOps

Research in investment finance with Python Notebooks

948 (+0.1%)
mit
Last week (new repositories)
no newly created repositories trending in the last week
Last week (absolute gain)
polakowo
polakowo/vectorbt

Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.

4,423 (+16)
robertmartin8
robertmartin8/PyPortfolioOpt

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

4,541 (+15)
mit
skfolio
skfolio/skfolio

Python library for portfolio optimization built on top of scikit-learn

1,249 (+10)
bsd-3-clause
dcajasn
dcajasn/Riskfolio-Lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

3,085 (+9)
bsd-3-clause
ArturSepp
ArturSepp/QuantInvestStrats

Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.

184 (+5)
gpl-3.0
Last week (relative gain)
ArturSepp
ArturSepp/QuantInvestStrats

Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.

184 (+3%)
gpl-3.0
skfolio
skfolio/skfolio

Python library for portfolio optimization built on top of scikit-learn

1,249 (+0.8%)
bsd-3-clause
polakowo
polakowo/vectorbt

Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.

4,423 (+0.4%)
robertmartin8
robertmartin8/PyPortfolioOpt

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

4,541 (+0.3%)
mit
cvxgrp
cvxgrp/cvxportfolio

Portfolio optimization and back-testing.

994 (+0.3%)
gpl-3.0
Last month (new repositories)
no newly created repositories trending in the last month
Last month (absolute gain)
Hvass-Labs
Hvass-Labs/FinanceOps

Research in investment finance with Python Notebooks

948 (+104)
mit
polakowo
polakowo/vectorbt

Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.

4,423 (+92)
robertmartin8
robertmartin8/PyPortfolioOpt

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

4,541 (+70)
mit
skfolio
skfolio/skfolio

Python library for portfolio optimization built on top of scikit-learn

1,249 (+64)
bsd-3-clause
dcajasn
dcajasn/Riskfolio-Lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

3,085 (+52)
bsd-3-clause
Last month (relative gain)
Hvass-Labs
Hvass-Labs/FinanceOps

Research in investment finance with Python Notebooks

948 (+12%)
mit
ArturSepp
ArturSepp/QuantInvestStrats

Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.

184 (+6%)
gpl-3.0
skfolio
skfolio/skfolio

Python library for portfolio optimization built on top of scikit-learn

1,249 (+5%)
bsd-3-clause
GGiecold
GGiecold/pyRMT

Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization

48 (+4%)
mit
fortitudo-tech
fortitudo-tech/fortitudo.tech

Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.

217 (+4%)
gpl-3.0
Last 12-months (new repositories)
skfolio
skfolio/skfolio

Python library for portfolio optimization built on top of scikit-learn

1,249
bsd-3-clause
jialuechen
jialuechen/deepfolio

Transformer for Portfolio Optimization. Applicable to Mid/Low Frequency Trading

112
bsd-2-clause
manujajay
manujajay/portfolio-optimize

A simple Python package for optimizing investment portfolios using historical return data from Yahoo Finance. Users can easily determine the optimal portfolio allocation among a given set of tickers b...

106
mit
jialuechen
jialuechen/tfq-finance

Quantum Finance Library

106
apache-2.0
Last 12-months (absolute gain)
skfolio
skfolio/skfolio

Python library for portfolio optimization built on top of scikit-learn

1,249 (+1,248)
bsd-3-clause
polakowo
polakowo/vectorbt

Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.

4,423 (+1,105)
robertmartin8
robertmartin8/PyPortfolioOpt

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

4,541 (+698)
mit
dcajasn
dcajasn/Riskfolio-Lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

3,085 (+692)
bsd-3-clause
hudson-and-thames
hudson-and-thames/mlfinlab

MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

3,982 (+369)
Last 12-months (relative gain)
ArturSepp
ArturSepp/OptimalPortfolios

Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python

34 (+467%)
gpl-3.0
ArturSepp
ArturSepp/QuantInvestStrats

Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.

184 (+276%)
gpl-3.0
fortitudo-tech
fortitudo-tech/fortitudo.tech

Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.

217 (+219%)
gpl-3.0
PeterSchuld
PeterSchuld/EDHEC_Investment-Management-with-Python-and-Machine-Learning-

Jupyter notebooks and data files of the new EDHEC specialization on quantitative finance (completed Aug 2022)

35 (+84%)
dcapal
dcapal/dcapal

DcaPal is a free, no registration, online tool to help you keep your portfolio balanced with dollar cost averaging investments

57 (+68%)
mit