Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

Quantitative analysis, strategies and backtests

Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy

Python library for portfolio optimization built on top of scikit-learn

Helps you with managing your investments

Investment portfolio and stocks analyzing tools for Python with free historical data

Conditional Value-at-Risk (CVaR) portfolio optimization and Entropy Pooling views / stress-testing in Python.

Investing library and command-line interface inspired by the Bogleheads philosophy

Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics

Asset Allocation application

Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics

Python financial widgets with okama and Dash (plotly)

R package AssetAllocation

A flask web app that analyzes your stock portfolio performance, optimizes your asset allocation, and provides performance enhancement alerts.

portfolio-backtest is a python library for backtest portfolio asset allocation on Python 3.7 and above.

Python Rebalancer

This repository consists several bots encoding various algorithmic trading strategies. The aim here is for absolute beginners in stock trading to get familiar with the various aspects of the market. All you need is basics of statistics and python to understand the underlying metrics and conditions utilized to make decisions. Contributions welcome.

Implements different approaches to tactical and strategic asset allocation

Entropy Pooling in Python with a BSD 3-Clause license.