Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

For trading. Please star.

Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics and many other (ex-post) risk/return characteristics both on an individual stock and portfolio-basis, stand-alone and vs. a benchmark of choice (constructed with wxPython)

Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulations.

Parameter Optimization for Lean Algorithms

Portfolio optimization using Genetic algorithm.

A collection of various computational methods to optimize a user's investment portfolio using Modern Portfolio Theory and optimizing various factors such as Returns, Sharpe Ratio and Risk.

A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.

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."

C++ code for "A Faster Drop-in Implementation for Leaf-wise Exact Greedy Induction of Decision Tree Using Pre-sorted Deque"

Design your own Trading Strategy

Download brazillian investment funds and their benchmarks data from CVM and analyze their performance with pre-built functions.

Stock Portfolio Analysis using Python/Pandas

Stock Market Analysis

analyze financial data using python: numpy, pandas, etc.

A student Investment portfolio web app built with various optimization techniques and screening parameters from core finance

Python notes on finance

Data Science Case Studies

📈This repo describes a framework that leverages sentiment stability of a financial 10-K report as the trading signal (alpha factor)

💪📈 Powerfolio! is a stock screener and portfolio analysis. Backtest buy-and-hold vs. trading on RSI. Build a portfolio using efficient frontier and map hierarchical clustering results.