asset-allocation

Portfolio Optimization in Python

A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

Quantitative analysis, strategies and backtests

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

Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy

Helps you with managing your investments

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.

Investing library and command-line interface inspired by the Bogleheads philosophy

Portfolio Tracker: Track your investments and asset allocation

Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics

Production multi-asset portfolio construction and rolling backtesting in Python

Asset Allocation application

Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics

Cluster-based portfolio allocation on an explicit, inspectable tree: hierarchical risk parity, Schur complementary allocation and hierarchical 1/N

Implements different approaches to tactical and strategic asset allocation

Entropy Pooling in Python with a BSD 3-Clause license.

R package AssetAllocation

This repository consists several bots encoding various algorithmic trading strategies. The aim here is for absolute beginners in stock trading to get familiar with the various aspects of the market. All you need is basics of statistics and python to understand the underlying metrics and conditions utilized to make decisions. Contributions welcome.

Integrating ESG scores into asset allocation and portfolio optimization through a GUI application.