Portfolio optimization with deep learning.
Investment portfolio and stocks analyzing tools for Python with free historical data
A JavaScript library to allocate and optimize financial portfolios.
Markowitz portfolio optimization on synthetic and real stocks
Markowitzify will implement a variety of portfolio and stock/cryptocurrency analysis methods to optimize portfolios or trading strategies. The two primary classes are "portfolio" and "stonks."
Markowitz portfolio construction on CVXPY — DPP-compliant builders that solve long sequences of related problems without recompiling as assets and factors come and go
Backtesting of different trading strategies by applying different Modern Portfolio Theory (MPT) approaches on long-only ETFs portfolios in Python.
critical line algorithm for efficient frontier
Portfolio Optimization on a Quantum computer.
Reproducibility repository for 'Beyond De Prado and Cotton: Hierarchical and Iterative Methods for General Mean-Variance Portfolios' (Wuebben): Python code and result artifacts for HRP-μ, HRP-Σμ, and the CRISP iterative shrinkage solver.
Interactive Streamlit dashboard for market risk analysis, Markowitz portfolio optimization, and financial planning.
This Python script performs portfolio optimization based on different optimization criteria: 'sharpe', 'cvar', 'sortino', and 'variance'. The script uses historical stock price data downloaded from Yahoo Finance.
Inversion of a real matrix and the solution of a set of linear equations using Crout's method
这是一个从零开始使用矩阵算法实现Markowitz 均值-方差模型的学习项目，仅用来作为本人学习的记录，上传及readme文档由claude撰写
Comparison of Return Forecasting Methods for Markowitz Portfolio Optimization: Historical Mean, AutoARIMA, PatchTST Transformer
An open-source Python module for portfolio optimization and backtesting
Production-grade portfolio optimization system implementing 4 quantitative strategies (Mean-Variance, Risk Parity, CVaR, Black-Litterman), backtested over 6 years of real market data, with an interactive dark-theme Streamlit dashboard and full Docker + CI/CD setup.
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