fortitudo.tech
Portfolio optimizer
An open-source Python package implementing advanced portfolio optimization techniques
Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
227 stars
12 watching
29 forks
Language: Python
last commit: 8 months ago
Linked from 1 awesome list
asset-allocationasset-managementblack-littermanconditional-value-at-riskcvarcvar-optimizationefficient-frontierentropy-poolinginvestment-analysisinvestment-managementinvestmentsmarkowitz-portfoliomathematical-financemean-variance-optimizationportfolio-allocationportfolio-constructionportfolio-optimizationportfolio-selectionquantitative-financerisk-adjusted-return
wilsonfreitas/awesome-quantRelated projects:
| Repository | Description | Stars |
|---|---|---|
 skfolio/skfolio | A Python library for building and optimizing portfolios using machine learning algorithms | 1,297 |
 zhengyaojiang/pgportfolio | A software toolkit implementing a novel reinforcement learning framework for portfolio management with policy optimization and financial-model-based algorithms. | 1,755 |
 braverock/portfolioanalytics | A PostScript-based software suite for analyzing and optimizing investment portfolios using various optimization techniques and robust covariance matrix estimators. | 80 |
 deltaray-io/kelly-criterion | Calculates optimal capital allocation for a portfolio based on historical stock prices and a risk management strategy. | 93 |
 convexfi/riskparity.py | A tool for designing and optimizing risk parity portfolios using optimization algorithms. | 291 |
 jankrepl/deepdow | A framework that enables portfolio optimization using deep learning. | 932 |
 dppalomar/riskparityportfolio | A tool for designing and optimizing risk parity portfolios using optimization techniques | 107 |
 deependersingla/deep_portfolio | An algorithm that optimizes portfolio allocation using Reinforcement Learning and Supervised learning. | 168 |
 stefan-jansen/pyfolio-reloaded | Provides comprehensive performance and risk analysis tools for financial portfolios using Python and the Zipline backtesting library. | 393 |
 dcajasn/riskfolio-lib | A Python library for optimizing and managing investment portfolios using mathematical models | 3,120 |
 lequant40/portfolio_allocation_js | A JavaScript library used to optimize financial portfolios through mathematical optimization algorithms | 175 |
 jjakimoto/dqn | Reinforcement learning-based algorithm for optimizing stock trading and portfolio management | 182 |
 benjaminmgross/visualize-wealth | A Python library for constructing, analyzing, and evaluating portfolios and their benchmarks. | 140 |
| dppalomar/sparseindextracking | A package for computing sparse portfolios of assets to track an index. | 51 |
 santoshlite/eigenledger | An open-source platform for portfolio management and analysis in finance | 960 |