Projects in Awesome Lists tagged with mean-variance-optimization
A curated list of projects in awesome lists tagged with mean-variance-optimization .
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/enexqnt/py-vallocation
Flexible Python library for asset allocation and investor view integration
asset-allocation bayesian-inference black-litterman cvar-optimization entropy-pooling mean-variance-optimization portfolio-optimization quantitative-finance robust-optimization shrinkage-estimators
Last synced: 02 Apr 2026
https://github.com/nitintonypaul/egarch-jdm-optimizer
A portfolio optimizer (MVO) featuring EGARCH and Jump Diffusion models, both fully implemented from scratch.
cpp egarch mean-variance-optimization merton-jump-diffusion monte-carlo python
Last synced: 24 Apr 2026
https://github.com/vincentlabelle/portan
Mean-variance analysis on financial instruments in Python.
finance mean-variance-optimization optimization portfolio-management python python3
Last synced: 29 May 2026
https://github.com/milanpeter-77/coursework-portfolio-selection
Portfolio selection assignment for the VU Amsterdam Quantitative Investing course – extended weekly from a momentum-based S&P 500 strategy to advanced portfolio optimisations.
allocation mean-variance-optimization portfolio
Last synced: 12 Oct 2025
