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dcajasn
Riskfolio-Lib dcajasn
530
3.1k
bsd-3-clause
80
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 about a month ago
rsquaredacademy
olsrr rsquaredacademy
23
103
other
7
Tools for developing OLS regression models
rstats regression linear-models stepwise-regression collinearity-diagnostics
Created 2016-11-28
800 commits to master branch, last one about a month ago