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markowitz
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A JavaScript library to allocate and optimize financial portfolios.
clustering
linear-programming
portfolio-optimization
quantitative-finance
smo
optimization-algorithms
quadratic-programming
convex-optimization
fista
portfolio-selection
correlation-matrix
portfolio-allocation
markowitz
risk-parity
risk-budgeting
critical-line-algorithm
index-tracking
equal-risk-contributions
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May 7, 2021 - JavaScript
Markowitz portfolio optimization on synthetic and real stocks
python
stock-market
portfolio-optimization
cvxpy
convex-optimization
financial-engineering
markowitz
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Updated
Dec 20, 2017 - Python
Markowitzify 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."
finance
machine-learning-algorithms
asset-manager
monte-carlo-simulation
portfolio-optimization
sharpe-ratio
trading-strategies
assets-management
clustering-algorithm
quantitive-finance
backtesting-trading-strategies
stock-analysis
asset-management
cryptocurrency-exchanges
markowitz-portfolio
relative-strength-index
markowitz
stock-portfolio-manager
hurst-exponent
markowitz-model
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Updated
Dec 17, 2020 - Python
Backtesting of different trading strategies by applying different Modern Portfolio Theory (MPT) approaches on long-only ETFs portfolios in Python.
portfolio
trading
trading-strategies
trading-algorithms
etf
backtesting-trading-strategies
asset-allocation
backtesting
asset-management
modern-portfolio-theory
markowitz
risk-parity
minimum-variance
equally-weighted
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Updated
Mar 4, 2021 - Python
Portfolio Optimization on a Quantum computer.
quantum-computing
portfolio-optimization
cvxpy
gekko
quantum-algorithms
modern-portfolio-theory
qiskit
markowitz-portfolio
qaoa
markowitz
vqe
quantum-finance
variational-quantum-eigensolver
markowitz-model
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Updated
Nov 19, 2021 - Python
A Java implementation of the VBA code for the Critical Line Algorithm in the book "Mean-Variance Analysis in Portfolio Choice and Capital Markets" by Harry M. Markowitz
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Updated
Jun 26, 2020 - Java
Efficient frontier for different correlation coefficients between two assets
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Updated
Jul 2, 2021 - R
Using modern portfolio theory (MPT) for identification of optimal portfolios consisting of various crypto assets.
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Updated
Jul 23, 2021 - Jupyter Notebook
Efficient Frontier using R
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Updated
Jul 4, 2021 - R
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Currently one cannot just do
-SomeLoss(). Of course it could be hacked by doing(-1) * SomeLoss(). We want to implement the first syntax via__sub__.