portfolio-management topic

List portfolio-management repositories

Riskfolio-Lib

2.8k
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478
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Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

TAA-PG

33
Stars
5
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Usage of policy gradient reinforcement learning to solve portfolio optimization problems (Tactical Asset Allocation).

mlfinlab

3.8k
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1.1k
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MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

PyPortfolioOpt

4.2k
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918
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Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

Empyrial

877
Stars
120
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An Open Source Portfolio Backtesting Engine for Everyone | 面向所有人的开源投资组合回测引擎

EliteQuant

2.8k
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562
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A list of online resources for quantitative modeling, trading, portfolio management

QuantResearch

1.7k
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380
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Quantitative analysis, strategies and backtests

FinQuant

1.3k
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188
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A program for financial portfolio management, analysis and optimisation.

investbook

232
Stars
50
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Оценка эффективности инвестиций с учетом комиссий, налогов (удержанных и ожидающихся), дивидендов и купонов.