PortfolioAnalytics

Portfolio analyzer

A PostScript-based software suite for analyzing and optimizing investment portfolios using various optimization techniques and robust covariance matrix estimators.

GitHub

80 stars
20 watching
46 forks
Language: PostScript
last commit: almost 2 years ago
Linked from 1 awesome list


Backlinks from these awesome lists:

Related projects:

RepositoryDescriptionStars
marigold/universal-portfoliosProvides tools and algorithms for optimizing portfolio selection based on historical data780
convexfi/riskparity.pyA tool for designing and optimizing risk parity portfolios using optimization algorithms.291
fortitudo-tech/fortitudo.techAn open-source Python package implementing advanced portfolio optimization techniques227
dppalomar/riskparityportfolioA tool for designing and optimizing risk parity portfolios using optimization techniques107
dppalomar/sparseindextrackingA package for computing sparse portfolios of assets to track an index.51
jankrepl/deepdowA framework that enables portfolio optimization using deep learning.932
deependersingla/deep_portfolioAn algorithm that optimizes portfolio allocation using Reinforcement Learning and Supervised learning.168
braverock/performanceanalyticsA package of econometric functions for analyzing financial performance and risk211
lequant40/portfolio_allocation_jsA JavaScript library used to optimize financial portfolios through mathematical optimization algorithms175
benjaminmgross/visualize-wealthA Python library for constructing, analyzing, and evaluating portfolios and their benchmarks.140
skfolio/skfolioA Python library for building and optimizing portfolios using machine learning algorithms1,297
zhengyaojiang/pgportfolioA software toolkit implementing a novel reinforcement learning framework for portfolio management with policy optimization and financial-model-based algorithms.1,755
yannickkae/statistical-learning-based-portfolio-optimizationAn R Shiny application implementing a portfolio optimization method13
braverock/factoranalyticsProvides tools and methods for analyzing and optimizing portfolio construction and risk management67
santoshlite/eigenledgerAn open-source platform for portfolio management and analysis in finance960