Ecosyste.ms: Awesome
An open API service indexing awesome lists of open source software.
https://github.com/lequant40/portfolio_allocation_js
A JavaScript library to allocate and optimize financial portfolios.
clustering convex-optimization correlation-matrix critical-line-algorithm equal-risk-contributions fista index-tracking linear-programming markowitz optimization-algorithms portfolio-allocation portfolio-optimization portfolio-selection quadratic-programming quantitative-finance risk-budgeting risk-parity smo
Last synced: 17 Apr 2024
https://github.com/dppalomar/riskParityPortfolio
Design of Risk Parity Portfolios
optimization portfolio risk risk-parity
Last synced: 17 Apr 2024
https://github.com/convexfi/riskparity.py
Fast and scalable construction of risk parity portfolios
finance optimization portfolio-optimization risk-parity
Last synced: 17 Apr 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: 17 Apr 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: 27 Mar 2024
