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

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

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

A program for financial portfolio management, analysis and optimisation.

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

Portfolio Construction and Risk Management book's Python code.

Finance Visualisations including Efficient Frontier, VaR & CVaR, and CAPM beta

Python financial widgets with okama and Dash (plotly)

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.

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

Fama-French models, idiosyncratic volatility, event study

critical line algorithm for efficient frontier

Heuristics for cardinality constrained portfolio optimisation

Modern Portfolio Theorem for portfolio optimization and asset allocation

Financial Portfolio Optimization with amplpy

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

Simple trading bot algorithms based on Sharpe ratio and Moving Average

McPortfolio: A Model Context Protocol server providing 9 specialized tools for LLM-driven portfolio optimization using natural language, covering mean-variance to machine learning approaches.

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

Shiny Project for Illustrating Asset Management Principles