67 skills found · Page 1 of 3
jankrepl / DeepdowPortfolio optimization with deep learning.
mbk-dev / OkamaInvestment portfolio and stocks analyzing tools for Python with free historical data
tthustla / Efficient FrontierMarkowitz portfolio optimisation (efficient frontier) in Python
lequant40 / Portfolio Allocation JsA JavaScript library to allocate and optimize financial portfolios.
jrothschild33 / Black Litterman Model使用Python复现Black-Litterman模型。Black-Litterman模型创造性地采用贝叶斯方法将投资者对预期收益的主观看法与资产的市场均衡收益相结合，有效地解决了Markowitz均值-方差模型中投资者难以准确估计各个投资品种预期收益率、以及其权重对预期收益率的极度敏感性这两大问题。本项目使用美国市场2009年-2019年十年间的10只股票数据进行回测，证明了合理观点对资产组合收益率具有显著的正面影响效果。
chaitjo / Markowitz Portfolio OptimizationMarkowitz portfolio optimization on synthetic and real stocks
mbk-dev / Okama DashPython financial widgets with okama and Dash (plotly)
VanAurum / Robo AdvisorThis is an open source initiative to democratize the tools required for building your own optimal Markowitz portfolios and finding the best rebalancing strategy factoring in your transaction costs..
johnsoong216 / PymarkowitzMean Variance (Markowitz) Portfolio Optimization and Beyond
rshemet / MarkowitzPortfolioOptimizationComputing a solution for the optimal mean-variance tradeoff (maximising Sharpe Ratio) of a portfolio according to MPT.
jimmyg1997 / Agora📈Financial Markowitz Portfolio Optimization (Bonds, Stocks, Commodities), including classical Efficient Frontier, Utility Function etc.
DemetersSon83 / MarkowitzifyMarkowitzify will implement a variety of portfolio and stock/cryptocurrency analysis methods to optimize portfolios or trading strategies. The two primary classes are "portfolio" and "stonks."
cvxgrp / Markowitz ReferenceThis repository contains a reference implementation of the Markowitz portfolio optimization problem discussed in the paper Markowitz Portfolio Construction at Seventy.
husainm97 / Quant Lab AlphaOpen-source investment analytics platform bridging academic research and retail finance. Features include portfolio risk decomposition [Fama-French Five Factor Model], retirement sustainability modeling [Block Bootstrap Monte Carlo], max drawdown/CVaR dashboards, and risk-return optimisation [Markowitz, Ledoit-Wolf] via an intuitive user interface.
GusFurtado / DiversificadorDiversificador de carteira de investimentos utilizando otimização de Markowitz
cvxgrp / Cvxclacritical line algorithm for efficient frontier
bottama / Trading Strategy BacktestBacktesting of different trading strategies by applying different Modern Portfolio Theory (MPT) approaches on long-only ETFs portfolios in Python.
yangshengaa / Dynamic Stock Industry ClassificationUse graph-based analysis to re-classify stocks and to improve Markowitz portfolio optimization
alissonf216 / Financas Quantitativas Com PythonFinanças Quantitativas com Python: Calculando a expectativa de retorno com CAPM, Calculando o Beta de um Ação, Calculando o Índice de Sharpe, Calculo de Covariâncias entre ativos, Calculo de Risco de ativos, Monte Carlo: Simulação de preços de ações, Obtendo a Fronteira Eficiente de Markowitz, Retorno logaritmo de uma ação, Retorno simples de uma ação, Taxa de Retorno de uma Carteira de Ações
rian-dolphin / Efficient Frontier PythonPlotting the Efficient Frontier in Python. Inspired by Markowitz Modern Portfolio Theory.
