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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/rsquaredacademy/olsrr
Tools for developing OLS regression models
collinearity-diagnostics linear-models regression rstats stepwise-regression
Last synced: 30 Jul 2024