portfolio_allocation_js
by lequant40
A JavaScript library to allocate and optimize financial portfolios.
AI summary
Portfolio optimizer
A JavaScript library used to optimize financial portfolios through mathematical optimization algorithms
- stars
- 175
- forks
- 31
- watching
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- awesome list
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- #clustering
- #convex-optimization
- #correlation-matrix
- #critical-line-algorithm
- #equal-risk-contributions
- #fista
- #index-tracking
- #linear-programming
- #markowitz
- #optimization-algorithms
- #portfolio-allocation
- #portfolio-optimization
- #portfolio-selection
- #quadratic-programming
- #quantitative-finance
- #risk-budgeting
- #risk-parity
- #smo
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