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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 19 days ago
For trading. Please star.
Created
2020-07-26
198 commits to master branch, last one 9 days ago
Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics and many other (ex-post) risk/return characteristics both on a...
Created
2018-01-20
44 commits to master branch, last one 3 years ago
Parameter Optimization for Lean Algorithms
Created
2019-06-07
115 commits to master branch, last one 2 years ago
Portfolio optimization using Genetic algorithm.
Created
2020-12-31
7 commits to main branch, last one 3 years ago
A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.
Created
2022-04-30
38 commits to main branch, last one about a year ago