universal-portfolios
Portfolio optimizer
Provides tools and algorithms for optimizing portfolio selection based on historical data
Collection of algorithms for online portfolio selection
780 stars
33 watching
215 forks
Language: Jupyter Notebook
last commit: 6 months ago
Linked from 1 awesome list
wilsonfreitas/awesome-quantRelated projects:
| Repository | Description | Stars |
|---|---|---|
 braverock/portfolioanalytics | A PostScript-based software suite for analyzing and optimizing investment portfolios using various optimization techniques and robust covariance matrix estimators. | 80 |
 skfolio/skfolio | A Python library for building and optimizing portfolios using machine learning algorithms | 1,297 |
 jankrepl/deepdow | A framework that enables portfolio optimization using deep learning. | 932 |
 dppalomar/sparseindextracking | A package for computing sparse portfolios of assets to track an index. | 51 |
 deependersingla/deep_portfolio | An algorithm that optimizes portfolio allocation using Reinforcement Learning and Supervised learning. | 168 |
 lequant40/portfolio_allocation_js | A JavaScript library used to optimize financial portfolios through mathematical optimization algorithms | 175 |
| dppalomar/riskparityportfolio | A tool for designing and optimizing risk parity portfolios using optimization techniques | 107 |
 yannickkae/statistical-learning-based-portfolio-optimization | An R Shiny application implementing a portfolio optimization method | 13 |
 convexfi/riskparity.py | A tool for designing and optimizing risk parity portfolios using optimization algorithms. | 291 |
 deltaray-io/kelly-criterion | Calculates optimal capital allocation for a portfolio based on historical stock prices and a risk management strategy. | 93 |
 fortitudo-tech/fortitudo.tech | An open-source Python package implementing advanced portfolio optimization techniques | 227 |
 benjaminmgross/visualize-wealth | A Python library for constructing, analyzing, and evaluating portfolios and their benchmarks. | 140 |
 santoshlite/eigenledger | An open-source platform for portfolio management and analysis in finance | 960 |
 jjakimoto/dqn | Reinforcement learning-based algorithm for optimizing stock trading and portfolio management | 182 |
 zhengyaojiang/pgportfolio | A software toolkit implementing a novel reinforcement learning framework for portfolio management with policy optimization and financial-model-based algorithms. | 1,755 |