universal-portfolios

Portfolio optimizer

Provides tools and algorithms for optimizing portfolio selection based on historical data

Collection of algorithms for online portfolio selection

GitHub

776 stars
33 watching
213 forks
Language: Jupyter Notebook
last commit: 4 months ago
Linked from 1 awesome list


Backlinks from these awesome lists:

Related 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. 79
skfolio/skfolio A Python library for building and optimizing portfolios using machine learning algorithms 1,247
jankrepl/deepdow A framework that enables portfolio optimization using deep learning. 920
dppalomar/sparseindextracking A package for computing sparse portfolios of assets to track an index. 50
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 176
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. 289
deltaray-io/kelly-criterion Calculates optimal capital allocation for a portfolio based on historical stock prices and a risk management strategy. 92
fortitudo-tech/fortitudo.tech An open-source Python package implementing advanced portfolio optimization techniques 216
benjaminmgross/visualize-wealth A Python library for constructing, analyzing, and evaluating portfolios and their benchmarks. 138
santoshlite/eigenledger An open-source platform for portfolio management and analysis in finance 941
jjakimoto/dqn Reinforcement learning-based algorithm for optimizing stock trading and portfolio management 181
zhengyaojiang/pgportfolio A software toolkit implementing a novel reinforcement learning framework for portfolio management with policy optimization and financial-model-based algorithms. 1,751