portfolio-optimization topic
Python_ds_Research
Python based Quant Finance Models, Tools and Algorithmic Decision Making
Markowitzify
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
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
Approximate Dynamic Programming for Portfolio Selection Problem
RiskPortfolios
Functions for the construction of risk-based portfolios
multiarm_kelly_portfolio
Simulating the combination of multiarm bandits with the Kelly criterion for portfolio allocation
smart-beta-portfolio-optimization
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
Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization
Automated-Trader
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...
roboadvisorSystem
Robo-advisor