Notes and examples about Portfolio Construction and Analysis with Python (Jupyter notebooks)

This repository contains the customized trading algorithms that I have created using the Quantopian IDE.

Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeling, stock screening, portfolio optimization, and broker API.

Portfolio made with reactJs for github pages. Supports light and dark theme.

Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.

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

Developing a long/short equity investment portfolio with Machine Learning predictions using data acquired from web-scraping. Flatiron Module 5 Project.

Mean Variance (Markowitz) Portfolio Optimization and Beyond

Portfolio Website using GitHub Pages. You can visit the website here:

Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.

Building portfolio websites for developers who have better things to do

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

applications for risk management through computational portfolio construction methods

X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies

Classes for analysing and implementing equity portfolios in R.

DRIP Asset Allocation is a collection of model libraries for MPT framework, Black Litterman Strategy Incorporator, Holdings Constraint, and Transaction Costs.

Attribution and optimisation using a multi-factor equity risk model.

A simple Portfolio website for everyone and along with that you learn about opensource

contains source code for my Legacy portfolio + TimeLine

'Portfolio Analysis, methods for portfolio optimization'