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portfolio_selection_and_optimisation
firmai edited this page Oct 4, 2024
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12 revisions
repo | comment | created_at | last_commit | star_count | repo_status | rating |
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Modern Portfolio Theory | Universal portfolios; modern portfolio theory. | nan | nan | nan | ✔️ | |
Online Portfolio Selection | ****Comparing OLPS algorithms on a diversified set of ETFs. | nan | nan | nan | ✔️ | |
cvxportfolio | NEW | 2017-01-11 01:16:16 | 2024-09-27 14:09:43 | 968.0 | ✔️ | |
DeepDow | Portfolio optimization with deep learning. | 2020-02-02 08:46:33 | 2024-01-24 15:56:34 | 901.0 | ✔️ | |
Reinforcement Learning | Reinforcement Learning for Portfolio Management. | 2017-10-07 09:14:33 | 2018-06-26 09:22:27 | 453.0 | ✖️ | |
PyPortfolioOpt | Financial portfolio optimisation, including classical efficient frontier and advanced methods. | 2018-05-29 13:30:30 | 2024-05-28 23:05:51 | 4425.0 | ✔️ | |
Distribution Characteristic Optimisation | Extends classical portfolio optimisation to take the skewness and kurtosis of the distribution of market invariants into account. | 2018-11-16 12:20:25 | 2024-02-27 21:38:36 | 352.0 | ✔️ | |
Riskfolio-Lib | NEW | 2020-03-02 19:49:06 | 2024-07-29 21:51:42 | 2985.0 | ✔️ | |
riskparity.py | NEW | 2019-07-13 21:30:55 | 2024-05-27 00:29:29 | 285.0 | ✔️ | |
riskparity.py | NEW | 2019-07-13 21:30:55 | 2024-05-27 00:29:29 | 285.0 | ✔️ | |
okama | NEW | 2020-03-02 14:48:29 | 2024-07-06 13:39:25 | 205.0 | ✔️ | |
Efficient Frontier | Modern Portfolio Theory. | 2018-02-17 08:19:46 | 2018-02-27 13:16:57 | 184.0 | ✖️ | |
Policy Gradient Portfolio | A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem. | 2017-11-12 16:08:44 | 2021-07-30 15:03:59 | 1739.0 | ✖️ | |
finance-courses | NEW | 2019-10-10 10:50:03 | 2023-12-11 23:09:10 | 171.0 | ✔️ | |
401K Portfolio Optimisation | Portfolio analyses and optimisation for 401K. | 2018-08-01 19:48:24 | 2019-09-05 11:18:56 | 17.0 | ✖️ | |
Deep Portfolio Theory | Autoencoder framework for portfolio selection. | 2017-02-10 09:03:08 | 2018-03-08 16:47:00 | 129.0 | ✖️ | |
node-finance | NEW | 2011-09-17 17:49:56 | 2022-09-30 05:08:24 | 122.0 | ✔️ | |
portfolio-optimize | NEW | 2024-03-10 19:40:41 | 2024-03-11 23:33:22 | 112.0 | ✔️ | |
OLMAR Algorithm | Relative importance of each component of the OLMAR algorithm. | 2016-07-26 16:20:10 | 2016-12-30 11:40:53 | 11.0 | ✖️ |