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

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

A program for financial portfolio management, analysis and optimisation.

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

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

Python financial widgets with okama and Dash (plotly)

📈Financial Markowitz Portfolio Optimization (Bonds, Stocks, Commodities), including classical Efficient Frontier, Utility Function etc.

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.

Fama-French models, idiosyncratic volatility, event study

Modern Portfolio Theorem for portfolio optimization and asset allocation

Heuristics for cardinality constrained portfolio optimisation

Simple trading bot algorithms based on Sharpe ratio and Moving Average

A Portfolio Efficient Frontier Calculator which includes graphical visualization of Correlation, Security Market Line and Rolling Beta for U.S. Equities

Shiny Project for Illustrating Asset Management Principles

Portfolio optimization using efficient frontier curve

Reinforcement learning model for portfolio management that takes investor preferences into account

Jupyter notebooks implementing Finance projects

Financial Portfolio Optimization with amplpy

📉Some projects in ML and DL📈

An application of the paper "Rockafellar, R. and S. Uryasev. “Optimization of conditional value-at risk.” Journal of Risk 3 (2000): 21-41."