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Projects in Awesome Lists tagged with asset-allocation
A curated list of projects in awesome lists tagged with asset-allocation .
https://github.com/dcajasn/riskfolio-lib
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
asset-allocation convex-optimization cvar-optimization cvxpy drawdown-model duration-matching efficient-frontier finance investment investment-analysis portfolio-management portfolio-optimization principal-components-regression quantitative-finance risk-contribution risk-factors risk-parity sharpe-ratio stepwise-regression trading
Last synced: 30 Sep 2024
https://github.com/dcajasn/Riskfolio-Lib
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
asset-allocation convex-optimization cvar-optimization cvxpy drawdown-model duration-matching efficient-frontier finance investment investment-analysis portfolio-management portfolio-optimization principal-components-regression quantitative-finance risk-contribution risk-factors risk-parity sharpe-ratio stepwise-regression trading
Last synced: 31 Jul 2024
https://github.com/domokane/financepy
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
asset-allocation bonds credit currency derivatives derivatives-pricing finance fixed-income investment numba pricing python risk risk-management students valuation
Last synced: 30 Sep 2024
https://github.com/domokane/FinancePy
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
asset-allocation bonds credit currency derivatives derivatives-pricing finance fixed-income investment numba pricing python risk risk-management students valuation
Last synced: 31 Jul 2024
https://github.com/letianzj/quantresearch
Quantitative analysis, strategies and backtests
algorithmic-trading algotrading asset-allocation asset-management backtesting-trading-strategies backtests data-science deep-learning derivatives-pricing financial-analysis machine-learning pairs-trading portfolio-management quantitative-finance quantitative-trading reinforcement-learning risk-management statistical-arbitrage trading-algorithms trading-strategies
Last synced: 30 Sep 2024
https://github.com/letianzj/QuantResearch
Quantitative analysis, strategies and backtests
algorithmic-trading algotrading asset-allocation asset-management backtesting-trading-strategies backtests data-science deep-learning derivatives-pricing financial-analysis machine-learning pairs-trading portfolio-management quantitative-finance quantitative-trading reinforcement-learning risk-management statistical-arbitrage trading-algorithms trading-strategies
Last synced: 01 Aug 2024
https://github.com/longonly/quantitative-notebooks
Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy
algorithmic-trading algotrading asset-allocation asset-management asset-pricing data-analysis data-science financial-analysis jupyter machine-learning notebook pairs-trading python quantitative-finance quantitative-trading stock-trading trading-algorithms trading-strategies
Last synced: 27 Sep 2024
https://github.com/skfolio/skfolio
Python library for portfolio optimization built on top of scikit-learn
asset-allocation asset-management convex-optimization cvar-optimization cvxpy efficient-frontier hierarchical-clustering machine-learning portfolio portfolio-optimization quantitative-finance quantitative-investment risk-parity scikit-learn trading-strategies
Last synced: 29 Sep 2024
https://github.com/LongOnly/Quantitative-Notebooks
Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy
algorithmic-trading algotrading asset-allocation asset-management asset-pricing data-analysis data-science financial-analysis jupyter machine-learning notebook pairs-trading python quantitative-finance quantitative-trading stock-trading trading-algorithms trading-strategies
Last synced: 01 Aug 2024
https://github.com/KonishchevDmitry/investments
Helps you with managing your investments
asset-allocation finance interactive-brokers investments portfolio-optimization portfolio-rebalancing stocks tax-statement
Last synced: 31 Jul 2024
https://github.com/fortitudo-tech/fortitudo.tech
Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
asset-allocation asset-management black-litterman conditional-value-at-risk cvar cvar-optimization efficient-frontier entropy-pooling investment-analysis investment-management investments markowitz-portfolio mathematical-finance mean-variance-optimization portfolio-allocation portfolio-construction portfolio-optimization portfolio-selection quantitative-finance risk-adjusted-return
Last synced: 03 Aug 2024
https://github.com/alensiljak/asset-allocation-python
Asset Allocation implementation in Python
asset-allocation gnucash python
Last synced: 01 Aug 2024
https://github.com/chrisduvillard/portfoliocorrelationsimulator
A synthetic asset portfolio simulator to explore the benefits of uncorrelated asset returns.
asset-allocation correlation-analysis portfolio-simulation python streamlit
Last synced: 29 Sep 2024
