2 results found Sort:
A JavaScript library to allocate and optimize financial portfolios.
smo
fista
markowitz
clustering
risk-parity
index-tracking
risk-budgeting
correlation-matrix
linear-programming
convex-optimization
portfolio-selection
portfolio-allocation
quantitative-finance
quadratic-programming
portfolio-optimization
critical-line-algorithm
optimization-algorithms
equal-risk-contributions
Created
2017-06-09
87 commits to master branch, last one about a year ago
Constrained and Unconstrained Risk Budgeting / Risk Parity Allocation in Python
Created
2018-06-15
67 commits to master branch, last one 2 years ago