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Search results for quantitative finance portfolio optimization

portfolio-optimization x

quantitative-finance x

29 search results found

Pyportfolioopt ⭐ 3,936

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

Mlfinlab ⭐ 3,567

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

Vectorbt ⭐ 3,189

Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.

Riskfolio Lib ⭐ 2,508

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

Machine Learning Asset Management ⭐ 1,159

Machine Learning in Asset Management (by @firmai)

Empyrial ⭐ 761

An Open Source Portfolio Backtesting Engine for Everyone | 面向所有人的开源投资组合回测引擎

Skfolio ⭐ 699

Python library for portfolio optimization built on top of scikit-learn

Turingtrader ⭐ 369

The Open-Source Backtesting Engine/ Trading Simulator by Bertram Solutions.

Optimalportfolio ⭐ 262

An open source library for portfolio optimisation

Investment portfolio and stocks analyzing tools for Python with free historical data

Portfolio_allocation_js ⭐ 148

A JavaScript library to allocate and optimize financial portfolios.

Fortitudo.tech ⭐ 89

Conditional Value-at-Risk (CVaR) portfolio optimization and Entropy Pooling views / stress-testing in Python.

Portfoliolab ⭐ 57

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

Quantinveststrats ⭐ 54

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

Financial Portfolio Optimization Algorithms

Python_ds_research ⭐ 29

Python based Quant Finance Models, Tools and Algorithmic Decision Making

Quantropy ⭐ 27

Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeling, stock screening, portfolio optimization, and broker API.

Portbalance ⭐ 23

Determine optimal rebalancing of a passive stock portfolio.

Quantitavefinanceexamplespy ⭐ 23

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

Codes for the paper 'Clustering Approaches for Global Minimum Variance Portfolio'

Trading Algorithms ⭐ 14

This repository contains the customized trading algorithms that I have created using the Quantopian IDE.

Automatic sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Dependency is handled with vine copulas.

Chameleonquant ⭐ 11

chameleonQuant was born as an open-source Java framework to help enthusiast quants to implement system trading strategies and dynamic portfolio trading systems using advanced optimization techniques, machine learning, and deep learning techniques.

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

Pyportfolioanalysis ⭐ 8

'Portfolio Analysis, methods for portfolio optimization'

Portfolio optimization package in Python.

Statmetrics Android ⭐ 6

Mobile App Solution for Portfolio Analytics and Investment Management

🔬 Quantitative analysis and management for financial applications.

Statistical Learning Based Portfolio Optimization ⭐ 5

This R Shiny App utilizes the Hierarchical Equal Risk Contribution (HERC) approach, a modern portfolio optimization method developed by Raffinot (2018).

Related Searches

Python Quantitative Finance (222)

1-29 of 29 search results

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