Portfolio optimization with deep learning.

Investment portfolio and stocks analyzing tools for Python with free historical data

A JavaScript library to allocate and optimize financial portfolios.

Markowitz portfolio optimization on synthetic and real stocks

Backtesting of different trading strategies by applying different Modern Portfolio Theory (MPT) approaches on long-only ETFs portfolios in Python.

Python financial widgets with okama and Dash (plotly)

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."

Portfolio Optimization on a Quantum computer.

critical line algorithm for efficient frontier

Markowitz portfolio

Markowitz's inspired portfolio selection application

SiraEdge Portfolio Optimization Module - Complete implementation with 7 optimization models, ML integration, and comprehensive documentation

This Python script performs portfolio optimization based on different optimization criteria: 'sharpe', 'cvar', 'sortino', and 'variance'. The script uses historical stock price data downloaded from Yahoo Finance.

Mean-variance optimization on a bond portfolio

Inversion of a real matrix and the solution of a set of linear equations using Crout's method

Interactive Streamlit dashboard for market risk analysis, Markowitz portfolio optimization, and financial planning. See in the link below:

Constructing mean-variance efficient frontiers from MPT.

Efficient frontier for different correlation coefficients between two assets

Aplicação interativa para otimização de portfólio usando o modelo de Markowitz. Visualize a fronteira eficiente, realize backtests e gere relatórios detalhados de desempenho.

Visualisation et optimisation de portefeuilles financiers en Python via la théorie de Markowitz. Simulation de 10 000 portefeuilles, calcul du Sharpe ratio, et tracé de la frontière efficiente.