portfolio-optimization topic
machine-learning-asset-management
Machine Learning in Asset Management (by @firmai)
FinanceOps
Research in investment finance with Python Notebooks
eiten
Statistical and Algorithmic Investing Strategies for Everyone
TuringTrader
The Open-Source Backtesting Engine/ Trading Simulator by Bertram Solutions.
riskparity.py
Fast and scalable construction of risk parity portfolios
portfolio_allocation_js
A JavaScript library to allocate and optimize financial portfolios.
ARIMA-LSTM-hybrid-corrcoef-predict
Applied an ARIMA-LSTM hybrid model to predict future price correlation coefficients of two assets
OptimalPortfolio
An open source library for portfolio optimisation
osqp
The Operator Splitting QP Solver
deepdow
Portfolio optimization with deep learning.