portfolio_allocation_js
Portfolio optimizer
A JavaScript library used to optimize financial portfolios through mathematical optimization algorithms
A JavaScript library to allocate and optimize financial portfolios.
176 stars
12 watching
31 forks
Language: JavaScript
last commit: over 1 year ago
Linked from 1 awesome list
clusteringconvex-optimizationcorrelation-matrixcritical-line-algorithmequal-risk-contributionsfistaindex-trackinglinear-programmingmarkowitzoptimization-algorithmsportfolio-allocationportfolio-optimizationportfolio-selectionquadratic-programmingquantitative-financerisk-budgetingrisk-paritysmo
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