portfolio-optimization topic

List portfolio-optimization repositories

Python_ds_Research

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Python based Quant Finance Models, Tools and Algorithmic Decision Making

Markowitzify

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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."

mlfinlab

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Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning

adp-portfolio-selection

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Approximate Dynamic Programming for Portfolio Selection Problem

RiskPortfolios

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Functions for the construction of risk-based portfolios

multiarm_kelly_portfolio

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Simulating the combination of multiarm bandits with the Kelly criterion for portfolio allocation

smart-beta-portfolio-optimization

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Built a smart beta portfolio and compared it to a benchmark index by calculating the tracking error. Built a portfolio using quadratic programming to optimize the weights..

pyRMT

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Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization

Automated-Trader

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3rd Year University Undergraduate dissertation project, supervised by https://www.nottingham.ac.uk/computerscience/people/thomas.gaertner focusing on using Natural Language Processing, AI Portfolio Op...