Projects in Awesome Lists tagged with efficient-frontier
A curated list of projects in awesome lists tagged with efficient-frontier .
https://github.com/PyPortfolio/PyPortfolioOpt
Financial portfolio optimization in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
algorithmic-trading covariance efficient-frontier finance financial-analysis investing investment investment-analysis portfolio-management portfolio-optimization python quantitative-finance
Last synced: 13 Jul 2026
https://github.com/robertmartin8/pyportfolioopt
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
algorithmic-trading covariance efficient-frontier finance financial-analysis investing investment investment-analysis portfolio-management portfolio-optimization python quantitative-finance
Last synced: 14 May 2025
https://github.com/robertmartin8/PyPortfolioOpt
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
algorithmic-trading covariance efficient-frontier finance financial-analysis investing investment investment-analysis portfolio-management portfolio-optimization python quantitative-finance
Last synced: 22 Mar 2025
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: 12 May 2025
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: 22 Mar 2025
https://github.com/fmilthaler/finquant
A program for financial portfolio management, analysis and optimisation.
analysis bollinger-bands efficient-frontier finance financial financial-analysis financial-portfolio-management investment investment-analysis investment-portfolio investment-strategies markowitz-portfolio monte-carlo monte-carlo-simulation moving-average optimisation portfolio-management portfolio-optimisation portfolio-properties returns
Last synced: 15 May 2025
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: 15 Mar 2026
https://github.com/fmilthaler/FinQuant
A program for financial portfolio management, analysis and optimisation.
analysis bollinger-bands efficient-frontier finance financial financial-analysis financial-portfolio-management investment investment-analysis investment-portfolio investment-strategies markowitz-portfolio monte-carlo monte-carlo-simulation moving-average optimisation portfolio-management portfolio-optimisation portfolio-properties returns
Last synced: 08 May 2025
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 conditional-value-at-risk cvar cvar-optimization efficient-frontier entropy entropy-pooling investment investment-analysis investment-management investments mathematical-finance mean-variance-optimization portfolio-allocation portfolio-construction portfolio-optimization portfolio-selection quantitative-finance risk-adjusted-return
Last synced: 16 Jan 2026
https://github.com/fortitudo-tech/pcrm-book
Portfolio Construction and Risk Management book's Python code.
asset-allocation asset-management conditional-value-at-risk cvar cvar-optimization efficient-frontier entropy-pooling finance investment investment-analysis investments portfolio-construction portfolio-optimization quant quantamental quantitative-finance risk risk-adjusted-return risk-management simulation
Last synced: 14 Jan 2026
https://github.com/apurvshah007/portfolio-optimizer
A collection of various computational methods to optimize a user's investment portfolio using Modern Portfolio Theory and optimizing various factors such as Returns, Sharpe Ratio and Risk.
efficient-frontier modern-portfolio-theory optimization portfolio portfolio-optimization portfolio-optimizer risk-assessment sharpe-ratio user-investment-portfolio value-at-risk
Last synced: 22 Mar 2025
https://github.com/cvxgrp/cvxcla
critical line algorithm for efficient frontier
critical-line-algorithm efficient-frontier markowitz
Last synced: 15 Mar 2026
https://github.com/ampl/amplpyfinance
Financial Portfolio Optimization with amplpy
algoritmic-trading ampl amplpy efficient-frontier finance financial-analysis investing investment investment-analysis optimization portfolio-management portfolio-optimization python
Last synced: 02 Aug 2025
https://github.com/aprimadi/quantitative-modeling
Efficient Frontier Implementation in Python
efficient-frontier non-linear-optimization numpy optimization quantitative-analysis scipy
Last synced: 04 May 2026
https://github.com/jeff1evesque/ist-exit-portfolio
MS Data Science exit portfolio
arima bag-of-words beautifulsoup docker efficient-frontier granger-causality jupyter-notebook latent-dirichlet-allocation lstm matplotlib naive-bayes nltk pandas parts-of-speech random-forest reticulate shinydashboard sklearn tensorflow
Last synced: 04 Apr 2026
https://github.com/muonray/cern-root-financial-mechanics-and-market-analysis-codes
CERN ROOT codes used to develop the images and graphs in the article on my blog: http://muonray.blogspot.com/2014/09/particle-physics-software-and-financial.html
article cern cern-root drift efficient-frontier finance financial-analysis geometric-brownian-motion graphs market-analysis-codes monte-carlo monte-carlo-methods optimization-methods quant simulation statistics stock-market
Last synced: 24 Mar 2025
https://github.com/fedesgh/finding_best_portfolio_efficient_frontier
Finding the best portfolio for a list of stocks using efficient frontier
Last synced: 26 Jun 2025
https://github.com/henrywen98/portfolio-optimizer-skill
No-API-key multi-market portfolio optimizer as a Claude Code skill — US stocks, China A-shares & Hong Kong. Max Sharpe / min variance / risk parity, full risk report, free data auto-fallback.
a-shares agent-skills akshare algorithmic-trading anthropic asset-allocation claude-code claude-code-skill efficient-frontier fintech hong-kong-stocks portfolio-optimization python quantitative-finance risk-parity sharpe-ratio us-stocks yfinance
Last synced: 06 Jul 2026
https://github.com/dcelisgarza/portfoliooptimisers.jl
Portfolio Optimisation library built in Julia.
asset-allocation asset-management convex-optimization cvar-optimization efficient-frontier finance financial-analysis hierarchical-clustering investment investment-analysis julia machine-learning optimization portfolio portfolio-optimization quantitative-finance quantitative-inves risk-parity trading-strategies
Last synced: 01 Apr 2026
https://github.com/0xnu/sps_gbm_ef
Stock Price Simulation with Geometric Brownian Motion and Efficient Frontier
efficient-frontier geometric-brownian-motion python stock-price
Last synced: 03 Apr 2025
https://github.com/s1dewalker/portfolio_analysis
MPT in Python | Efficient Frontier modeling, Fama French 3 Factor Analysis, Monte Carlo Simulations and Portfolio Risk Analysis (Sharpe, VaR)
efficient-frontier equity financial-research monte-carlo-simulation numpy pandas portfolio-analysis portfolio-management portfolio-optimization python quantitative-analysis quantitative-finance regression regression-models risk risk-analysis risk-management risk-models value-at-risk volatility
Last synced: 20 Apr 2026
https://github.com/victoropp/sp500-forecasting
Intelligent S&P 500 forecasting and portfolio optimization platform. Prophet time series predictions, Modern Portfolio Theory, Efficient Frontier, and Sharpe ratio maximization. Interactive Streamlit dashboard with real-time data.
data-science efficient-frontier financial-analytics forecasting modern-portfolio-theory portfolio-optimization prophet quantitative-finance sharpe-ratio streamlit time-series yfinance
Last synced: 29 May 2026
https://github.com/chris-santiago/aafm
Enhanced Chilean Mutual Fund Data Explorer
anomaly-detection chilean clustering efficient-frontier modern-portfolio-theory mutual-funds t-sne
Last synced: 02 Apr 2025