Statistics for topic portfolio-optimization

RepositoryStats tracks 518,325 Github repositories, of these 38 are tagged with the portfolio-optimization topic. The most common primary language for repositories using this topic is Python (22).

Stargazers over time for topic portfolio-optimization

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

robertmartin8
PyPortfolioOpt robertmartin8
916
4.2k
mit
127
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
790 commits to master branch, last one 5 months ago
polakowo
vectorbt polakowo
563
3.8k
other
115
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
902 commits to master branch, last one about a month ago
hudson-and-thames
mlfinlab hudson-and-thames
1.1k
3.8k
other
172
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
475
2.7k
bsd-3-clause
75
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 4 days ago
tradytics
eiten tradytics
313
2.7k
gpl-3.0
96
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 3 years ago
firmai
machine-learning-asset-management firmai
460
1.6k
unknown
91
Machine Learning in Asset Management (by @firmai)
quant google-colab jupyter-notebook machine-learning assets-management trading-strategies algorithmic-trading quantitative-finance portfolio-optimization
Created 2019-07-11
77 commits to master branch, last one 2 years 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)
cvxgrp
cvxgrp/cvxportfolio

Portfolio optimization and back-testing.

822 (+19)
apache-2.0
dcajasn
dcajasn/Riskfolio-Lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

2,721 (+5)
bsd-3-clause
robertmartin8
robertmartin8/PyPortfolioOpt

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

4,153 (+5)
mit
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...

77 (+4)
mit
polakowo
polakowo/vectorbt

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

3,800 (+3)
Last 3 days (relative gain)
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...

77 (+5%)
mit
cvxgrp
cvxgrp/cvxportfolio

Portfolio optimization and back-testing.

822 (+2%)
apache-2.0
dcajasn
dcajasn/Riskfolio-Lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

2,721 (+0.2%)
bsd-3-clause
robertmartin8
robertmartin8/PyPortfolioOpt

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

4,153 (+0.1%)
mit
jankrepl
jankrepl/deepdow

Portfolio optimization with deep learning.

848 (+0.1%)
apache-2.0
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.

3,800 (+23)
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...

77 (+21)
mit
cvxgrp
cvxgrp/cvxportfolio

Portfolio optimization and back-testing.

822 (+20)
apache-2.0
dcajasn
dcajasn/Riskfolio-Lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

2,721 (+15)
bsd-3-clause
osqp
osqp/osqp

The Operator Splitting QP Solver

1,575 (+7)
apache-2.0
Last week (relative gain)
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...

77 (+38%)
mit
cvxgrp
cvxgrp/cvxportfolio

Portfolio optimization and back-testing.

822 (+2%)
apache-2.0
AlainDaccache
AlainDaccache/Quantropy

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.

118 (+0.9%)
mit
polakowo
polakowo/vectorbt

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

3,800 (+0.6%)
dcajasn
dcajasn/Riskfolio-Lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

2,721 (+0.6%)
bsd-3-clause
Last month (new repositories)
no newly created repositories trending in the last month
Last month (absolute gain)
polakowo
polakowo/vectorbt

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

3,800 (+91)
dcajasn
dcajasn/Riskfolio-Lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

2,721 (+55)
bsd-3-clause
skfolio
skfolio/skfolio

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

923 (+53)
bsd-3-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...

77 (+39)
mit
robertmartin8
robertmartin8/PyPortfolioOpt

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

4,153 (+37)
mit
Last month (relative gain)
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...

77 (+103%)
mit
fortitudo-tech
fortitudo-tech/fortitudo.tech

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

149 (+9%)
gpl-3.0
skfolio
skfolio/skfolio

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

923 (+6%)
bsd-3-clause
cvxgrp
cvxgrp/cvxportfolio

Portfolio optimization and back-testing.

822 (+4%)
apache-2.0
johnsoong216
johnsoong216/pymarkowitz

Mean Variance (Markowitz) Portfolio Optimization and Beyond

58 (+4%)
mit
Last 12-months (new repositories)
skfolio
skfolio/skfolio

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

923
bsd-3-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...

77
mit
Last 12-months (absolute gain)
polakowo
polakowo/vectorbt

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

3,800 (+952)
skfolio
skfolio/skfolio

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

923 (+922)
bsd-3-clause
dcajasn
dcajasn/Riskfolio-Lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

2,721 (+759)
bsd-3-clause
robertmartin8
robertmartin8/PyPortfolioOpt

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

4,153 (+630)
mit
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.

3,793 (+393)
Last 12-months (relative gain)
fortitudo-tech
fortitudo-tech/fortitudo.tech

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

149 (+577%)
gpl-3.0
ArturSepp
ArturSepp/QuantInvestStrats

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

81 (+440%)
gpl-3.0
leonardoarcari
leonardoarcari/dcapal

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

53 (+342%)
mit
mbk-dev
mbk-dev/okama-dash

Python financial widgets with okama and Dash (plotly)

50 (+117%)
mit
scikit-portfolio
scikit-portfolio/scikit-portfolio

A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.

37 (+76%)
mit