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Projects in Awesome Lists tagged with portfolio-optimization

A curated list of projects in awesome lists tagged with portfolio-optimization .

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/hudson-and-thames/mlfinlab

MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

algorithmic-trading finance financial-machine-learning investing machine-learning portfolio-management portfolio-optimization python quantitative-finance research trading

Last synced: 14 May 2025

https://github.com/hvass-labs/financeops

Research in investment finance with Python Notebooks

finance investing portfolio-optimization python stocks

Last synced: 12 Apr 2025

https://github.com/purvasingh96/AI-for-Trading

📈This repo contains detailed notes and multiple projects implemented in Python related to AI and Finance. Follow the blog here: https://purvasingh.medium.com

ai-for-trading alpha-factors backtesting cosine-similarity factor-models momentum-trading-strategy nanodegree nlp-tasks pairs-trading portfolio-optimization risk-factor-models trading udacity volatility

Last synced: 27 Apr 2025

https://github.com/convexfi/riskparity.py

Fast and scalable construction of risk parity portfolios

finance optimization portfolio-optimization risk-parity

Last synced: 10 Mar 2026

https://github.com/bshaw2019/Crypto_Trader

Q-Learning Based Cryptocurrency Trader and Portfolio Optimizer for the Poloniex Exchange

cryptocurrency-trader machine-learning poloniex portfolio-optimization reinforcement-learning sentiment-analysis technical-analysis

Last synced: 19 Jul 2025

https://github.com/hudson-and-thames/portfoliolab

PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professionals in the industry.

algorithmic-trading finance investing machine-learning portfolio-management portfolio-optimization python quantitative-finance research trading

Last synced: 29 Apr 2025

https://github.com/ArturSepp/QuantInvestStrats

Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.

asset-management data-analysis data-visualization investment-analysis performance-attribution portfolio-optimization portfolio-risk-management python quantitative-finance

Last synced: 21 May 2026

https://github.com/jialuechen/deepfolio

Diffusion-Transformer for Joint Portfolio Construction & Execution Optimization

attention-mechanism diffusion-models event-driven execution market-making portfolio-optimization quant-finance transformer

Last synced: 27 Jan 2026

https://github.com/dcapal/dcapal

DcaPal is a free, no registration, online tool to help you keep your portfolio balanced with dollar cost averaging investments

crypto dollar-cost-averaging hacktoberfest investment personal-finance portfolio-management portfolio-optimization

Last synced: 25 Aug 2025

https://github.com/apurvshah007/algorithmic-trading

I have been deeply interested in algorithmic trading and systematic trading algorithms. This Repository contains the code of what I have learnt on the way. It starts form some basic simple statistics and will lead up to complex machine learning algorithms.

algorithmic-trading black-scholes financial-analysis monte-carlo-simulation numpy option-pricing pandas pandas-dataframe portfol portfolio-optimization portfolio-optimizer portfolio-stats python3 scipy statistics

Last synced: 12 Apr 2025

https://github.com/ArdiaD/RiskPortfolios

Functions for the construction of risk-based portfolios

covariance optimization portfolio portfolio-optimization risk

Last synced: 30 Jul 2025

https://github.com/ardiad/riskportfolios

Functions for the construction of risk-based portfolios

covariance optimization portfolio portfolio-optimization risk

Last synced: 26 Oct 2025

https://github.com/mrtkp9993/quantitavefinanceexamplespy

Financial analysis, algorithmic trading, portfolio optimization examples with Python (DISCLAIMER - No Investment Advice Provided, YASAL UYARI - Yatırım tavsiyesi değildir).

market-data portfolio-optimization python quant quantitative-finance quantitative-trading stock-analysis stock-market

Last synced: 25 Jul 2025

https://github.com/hvass-labs/investops

Tools for investing in Python

finance investing portfolio-optimization python stocks

Last synced: 30 Apr 2025

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/cptopt

Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization

convex-optimization cumulative-prospect-theory portfolio-optimization

Last synced: 15 Mar 2026

https://github.com/hvass-labs/finance-papers

Archive of my research papers in finance

finance investing portfolio-optimization stocks

Last synced: 23 Feb 2026

https://github.com/hvass-labs/investops-tutorials

Tutorials for the InvestOps Python package

finance investing portfolio-optimization python stocks

Last synced: 12 May 2025

https://github.com/chinchalinchin/scrilla

A python application that wraps around various financial APIs, calculates statistics and optimizes portfolio allocations.

alphavantage finance government iex portfolio-optimization pyqt python quandl quantitative-finance scipy statistics trading

Last synced: 12 Apr 2025

https://github.com/tno-quantum/problems.portfolio_optimization

Python code that converts the multi-objective portfolio optimization problem into a QUBO problem.

portfolio-optimization quantum-computing

Last synced: 10 Feb 2026

https://github.com/jaydu1/sparseportfolio

High Dimensional Portfolio Selection with Cardinality Constraints

cardinality-constraints high-dimensional-statistics l1-regularization portfolio-optimization

Last synced: 13 Apr 2025

https://github.com/liuzihe02/meta-portfolio-method

An implementation of the Meta Portfolio Method, with applications of machine learning in portfolio optimization.

investing machine-learning portfolio-optimization quantitative-finance xgboost

Last synced: 24 Oct 2025

https://github.com/rochisha0/stock-picking

Creating Variational Quantum Algorithm from scratch to find optimal portfolios

pennylane portfolio-optimization qiskit vqe

Last synced: 03 Jul 2025

https://github.com/khitermedachraf/portfolio2.0

Microverse Module 01 Project: This is my working portfolio. Inside you will find my background information, contacts, and project showcase. Built with HTML, CSS, and JavaScript.

css css3 html html5 javascript microverse microverse-projects portfolio portfolio-optimization portfolio-website

Last synced: 18 May 2026

https://github.com/mathworks/managing_asset_allocation_with_experiment_manager

​​MATLAB example on how to utilize the Experiment Manager app to fine tune portfolio optimization parameters​

asset-management experiment-management matlab matlab-finance portfolio-optimization

Last synced: 31 Jul 2025

https://github.com/kieranlitschel/ivyportfoliobacktesting

Backtesting GTAA and Timed Ivy Portfolio against UBAH and UBAH Redistributed for diversified portfolio

diversification gtaa ivy-portfolio mutual-funds portfolio-optimization

Last synced: 22 Feb 2025

https://github.com/beliavsky/matrix_inversion

Inversion of a real matrix and the solution of a set of linear equations using Crout's method

crout-method linear-algebra linear-equations markowitz matrix-inverse portfolio-optimization quantitative-finance

Last synced: 10 Feb 2026

https://github.com/sarath196/Portfolio-Web-Theme

Portfolio Web Theme build with Django Wagtail CMS, So it comes with full features (Profile display, Resume download, Project showcasing, GitHub repository showcasing, blog writing and contact form). You can customize your own thing. (https://wagtail.io)

cms django portfolio portfolio-optimization portfolio-site portfolio-website wagtail wagtail-cms

Last synced: 11 Mar 2025

https://github.com/mathworks/portfolio-backtesting-application

MATLAB application to create and execute portfolio backtesting strategies.

matlab matlab-application matlab-finance matlab-gui portfolio-backtest portfolio-optimization

Last synced: 15 Oct 2025

https://github.com/felipecacique/financialassetportfoliobacktester

This web application enables users to perform backtests on financial assets using a ranking system and fundamental indicators. The project primarily focuses on full-stack development. This project is for educational purposes and not indicative of investment recommendations. The login username is "user" and the password is "123456".

authentication backtesting bootstrap5 chartjs css data-visualization finance-application flask full-stack html javascript portfolio-optimization python sqlite

Last synced: 10 Apr 2026

https://github.com/jordicorbilla/efficient-frontier-monte-carlo-portfolio-optimization

This repository demonstrates how to simulate and optimize a portfolio of assets using a Monte Carlo approach and a mathematical Efficient Frontier calculation. It identifies the portfolio with the highest Sharpe Ratio and compares its performance to a market benchmark (e.g., SPY).

efficient-frontier-calculator monte-carlo-simulation portfolio-optimization

Last synced: 10 Apr 2025

https://github.com/merendamattia/quantum-portfolio-optimization

Quantum Computing-based tool for optimizing portfolio allocation, enhancing traditional methods for improved risk-return management.

portfolio-optimization qiskit quantum-computing

Last synced: 12 Feb 2026

https://github.com/answering007/bfportf

Optimize portfolio with brute force

finance investing portfolio-optimization python

Last synced: 08 Oct 2025

https://github.com/itsalexhimself/portfolio

A modern, responsive portfolio website built with React. Features dark mode, smooth animations, and a clean design. Built with React, Framer Motion, and Emotion.

css css3 emotion framer-motion java javascript node-js nodejs portfolio portfolio-construction portfolio-management portfolio-optimization portfolio-page portfolio-project portfolio-site portfolio-template portfolio-website portfolios react reactjs

Last synced: 10 Apr 2026

https://github.com/lopadova/portfolio-backtest

Portfolio backtest engine with montecarlo simulation, charts, performance optimization, max drowdown, etc..

backtest backtesting montecarlo-simulation portfolio-optimization

Last synced: 29 Apr 2026

https://github.com/JordiCorbilla/RiskOptima

The RiskOptima toolkit is a comprehensive Python solution designed to assist investors in evaluating, managing, and optimizing the risk of their investment portfolios. This package implements advanced financial metrics and models to compute key risk indicators, including Value at Risk (VaR), Conditional Value at Risk (CVaR), and volatility assessme

cvar-optimization monte-carlo portfolio-optimization risk-management var-optimization

Last synced: 27 Aug 2025

https://github.com/jordicorbilla/riskoptima

The RiskOptima toolkit is a comprehensive Python solution designed to assist investors in evaluating, managing, and optimizing the risk of their investment portfolios. This package implements advanced financial metrics and models to compute key risk indicators, including Value at Risk (VaR), Conditional Value at Risk (CVaR), and volatility assessme

cvar-optimization monte-carlo portfolio-optimization risk-management var-optimization

Last synced: 15 Apr 2025

https://github.com/fabritsius/portfolio-optimizer

Stock Portfolio Optimizer written in Python

portfolio-optimization python python3

Last synced: 07 Nov 2025

https://github.com/chirindaopensource/continuous_time_rl_for_alm

End-to-end Python implementation of Huang's (2025) continuous-time RL methodology for asset-liability management. Features model-free soft actor-critic with adaptive exploration, entropy regularization, and Euler-Maruyama SDE simulation. Includes 7 baselines (SAC/PPO/DDPG/CPPI/ACS/MBP), parallelized execution, and Wilcoxon statistical validation.

actor-critic algorithmic-trading asset-liability-management continuous-time deep-reinforcement-learning entropy-regularization financial-engineering gymnasium numerical-methods optimal-control policy-gradient portfolio-optimization python pytorch quantitative-finance reinforcement-learning risk-management soft-actor-critic stochastic-control stochastic-differential-equations

Last synced: 08 May 2026

https://github.com/peterajhgraham/monte_carlo_portfolio_optimization

This repository provides an R-based framework for investment portfolio optimization using Monte Carlo simulations. It utilizes the quantmod package for retrieving financial data, and integrates data.table, Matrix, ggplot2, and PerformanceAnalytics for numerical analysis and visualization.

portfolio-optimization quantitative-finance

Last synced: 11 Apr 2025

https://github.com/munjpatel/data-driven-finance

Explore how clustering algorithms and dimensionality reduction techniques, like PCA, empower financial risk management and portfolio optimization. This repository includes the code to support the analysis detailed in the Medium article. Dive into data-driven finance with practical, reproducible examples.

clustering dimensionality-reduction portfolio-optimization risk-management

Last synced: 27 Mar 2025

https://github.com/zsh811/portfolio-optimization-algorithms

Portfolio Optimization with Hill Climbing and Genetic Algorithms.

genetic-algorithm hill-climbing-algorithm portfolio-optimization

Last synced: 17 May 2026

https://github.com/thesangamx/portfolio-optimizer

Portfolio Optimizer is a Streamlit-based web application that helps users optimize their stock portfolios using historical data and the Sharpe Ratio. It supports both global and Indian stock tickers and provides visualizations, expected return, volatility, and Sharpe ratio for the optimal portfolio.

portfolio-optimization python sharpe-ratio stock-market streamlit

Last synced: 28 Apr 2026

https://github.com/miwalaa/my-portfolio

Personal portfolio website built with Next.js, TypeScript, and Tailwind CSS. Showcases my projects, skills, and experience with a clean, modern design.

nextjs portfolio portfolio-optimization portfolio-page portfolio-project portfolio-site portfolio-website tailwind tailwind-css tailwindcss typescript

Last synced: 09 Apr 2026

https://github.com/victorlga/dow25-sharpe-montecarlo

A Haskell implementation of portfolio optimization using Monte Carlo simulation to maximize the Sharpe ratio for Dow Jones stocks. This project demonstrates parallel processing in Haskell for computationally intensive financial modeling.

finance functional-programming haskell monte-carlo parallel-computing portfolio-optimization sharpe-ratio

Last synced: 14 May 2025

https://github.com/nitintonypaul/mop

Multi-Objective Black-Litterman Portfolio Allocation Engine

black-litterman portfolio-optimization risk-management

Last synced: 29 Jul 2025

https://github.com/farseenmanekhan1232/analyse-economic-cycle

A Python-based CLI tool for analyzing economic cycles and making data-driven investment decisions in the Indian stock market using Kite Connect API.

data-visualization investment matplotlib portfolio-optimization python stock-market

Last synced: 30 Jul 2025

https://github.com/ferreirafabio/cram1

Computational Risk and Asset Management tutorial exercises

markowitz-portfolio portfolio-optimization

Last synced: 03 Oct 2025

https://github.com/davidrsch/tfm

Mi TFM titulado "Aplicación de redes neuronales artificiales y programación cuadrática en la gestión de carteras"

artificial-neural-networks final-project market-forecasting portfolio-optimization quadratic-programming report

Last synced: 04 Oct 2025

https://github.com/davidrsch/tfm-slides

Presentación de mi TFM titulado "Aplicación de redes neuronales artificiales y programación cuadrática en la gestión de carteras"

artificial-neural-networks final-project market-forecasting portfolio-optimization quadratic-programming slides

Last synced: 04 Oct 2025

https://github.com/tolumie/stock-market-clustering-and-predictive-analysis_-uncovering-investment-insights

Stock Market Clustering & Predictive Analysis | Leverage PCA & DBSCAN, K-Means, Hierarchical Clustering to uncover investment insights. Identify market segments, high-risk outliers (NVDA, TSLA, NFLX), and portfolio optimization strategies using S&P 500 data.

clustering dbscan financial-analysis hierarchical-clustering investment-strategy k-means-clustering machine-learning market-analysis pca portfolio-optimization quantitative-finance risk-management stock-market trading-strategies unsupervised-learning

Last synced: 15 Mar 2025

https://github.com/tsmith023/stox-analysis

A microservice cluster for event-driven portfolio analysis over JSON HTTP

event-driven microservices portfolio-optimization

Last synced: 15 Jul 2025

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