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dcajasn / Riskfolio-Lib

Sponsor

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

finance trading portfolio-optimization sharpe-ratio quantitative-finance investment cvxpy convex-optimization asset-allocation stepwise-regression investment-analysis principal-components-regression risk-factors portfolio-management risk-parity efficient-frontier drawdown-model duration-matching cvar-optimization risk-contribution

Updated Feb 26, 2023
C++

domokane / FinancePy

Star

A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

python students finance risk currency pricing valuation derivatives investment numba bonds asset-allocation credit fixed-income risk-management derivatives-pricing

Updated Mar 4, 2023
Jupyter Notebook

letianzj / QuantResearch

Star

Quantitative analysis, strategies and backtests

data-science machine-learning reinforcement-learning deep-learning algotrading trading-strategies trading-algorithms quantitative-finance financial-analysis algorithmic-trading backtesting-trading-strategies asset-allocation quantitative-trading pairs-trading risk-management asset-management statistical-arbitrage portfolio-management derivatives-pricing backtests

Updated Jul 29, 2022
Jupyter Notebook

LongOnly / Quantitative-Notebooks

Star

Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy

python data-science machine-learning jupyter notebook algotrading data-analysis trading-strategies trading-algorithms quantitative-finance financial-analysis algorithmic-trading asset-pricing asset-allocation quantitative-trading pairs-trading stock-trading asset-management

Updated Jul 2, 2020
Jupyter Notebook

KonishchevDmitry / investments

Star

Helps you with managing your investments

finance investments portfolio-optimization stocks asset-allocation interactive-brokers portfolio-rebalancing tax-statement

Updated Mar 5, 2023
Rust

mbk-dev / okama

Star

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

python portfolio finance time-series cfa optimization mathematics investments portfolio-optimization quantitative-finance financial-data historical-data asset-allocation rebalancing risk-management efficient-frontier chartered-financial-analyst macroeconomic-indicators assets-risk

Updated Feb 17, 2023
Python

sarvjeets / lakshmi

Star

Investing library and command-line interface inspired by the Bogleheads philosophy

python commandline portfolio finance investing command-line-tool bogleheads asset-allocation

Updated Feb 24, 2023
Python

lakshmiDRIP / DROP

Star

Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics

Updated Feb 26, 2023
HTML

albertosantini / node-conpa

Star

Asset Allocation application

finance optimization portfolio-optimization asset-allocation

Updated Feb 25, 2023
JavaScript

lakshmiDRIP / DRIP

Star

Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics

risk dva bond asset-allocation fixed-income portfolio-construction transaction-cost-analytics execution-cost-analytics curve-construction pnl optimal-execution xva-metrics cva

Updated Nov 3, 2018
Java

nerevu / prometheus

Star

A flask web app that analyzes your stock portfolio performance, optimizes your asset allocation, and provides performance enhancement alerts.

visualization flask finance app asset-allocation

Updated Jan 15, 2020
Python

This repository consists several bots encoding various algorithmic trading strategies. The aim here is for absolute beginners in stock trading to get familiar with the various aspects of the market. All you need is basics of statistics and python to understand the underlying metrics and conditions utilized to make decisions. Contributions welcome.

python machine-learning trading jupyter-notebook trading-bot signals datascience stock-market stock-price-prediction trading-strategies algorithmic-trading assets-management backtesting-trading-strategies asset-pricing asset-allocation quantitative-analysis algotrading-machine-learning

Updated Feb 9, 2021
Jupyter Notebook

fortitudo-tech / fortitudo.tech

Star

Investment and risk technologies maintained by Fortitudo Technologies.

investments portfolio-optimization mathematical-finance asset-allocation portfolio-construction black-litterman mean-variance-optimization portfolio-selection asset-management portfolio-allocation investment-analysis markowitz-portfolio efficient-frontier investment-management cvar cvar-optimization investment-risks entropy-pooling risk-adjusted-return market-views

Updated Feb 14, 2023
Python

10mohi6 / portfolio-backtest-python

Star

portfolio-backtest is a python library for backtest portfolio asset allocation on Python 3.7 and above.

python portfolio stock minimum variance etf backtest asset-allocation hrp mutual-fund cvar tangency

Updated Apr 21, 2021
Python

mbk-dev / okama-dash

Star

Python financial widgets with okama and Dash (plotly)

python finance data-science plotly stock dash stock-market market-data portfolio-optimization asset-allocation investment-portfolio plotly-dash efficient-frontier wealth-index quantative-finance okama

Updated Feb 10, 2023
Python

bottama / trading-strategy-backtest

Star

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

Updated Mar 4, 2021
Python

lakshmiDRIP / DROP-Asset-Allocation

Star

DRIP Asset Allocation is a collection of model libraries for MPT framework, Black Litterman Strategy Incorporator, Holdings Constraint, and Transaction Costs.