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portfolio_selection_and_optimisation
bin-yang-algotune edited this page Apr 15, 2021
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| repo | comment | created_at | last_commit | star_count | repo_status | rating |
|---|---|---|---|---|---|---|
| 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 | ✔️ | |
| OLMAR Algorithm | Relative importance of each component of the OLMAR algorithm. | 7/26/16 16:20 | 12/30/16 11:40 | 7.0 | ✖️ | |
| Riskfolio-Lib | NEW | 3/2/20 19:49 | 4/1/21 3:50 | 371.0 | ✔️ | |
| Reinforcement Learning | Reinforcement Learning for Portfolio Management. | 10/7/17 9:14 | 6/26/18 9:22 | 364.0 | ✖️ | |
| DeepDow | Portfolio optimization with deep learning. | 2/2/20 8:46 | 2/16/21 18:50 | 311.0 | ✔️ | |
| Distribution Characteristic Optimisation | Extends classical portfolio optimisation to take the skewness and kurtosis of the distribution of market invariants into account. | 11/16/18 12:20 | 7/4/19 1:41 | 232.0 | ✔️ | |
| PyPortfolioOpt | Financial portfolio optimisation, including classical efficient frontier and advanced methods. | 5/29/18 13:30 | 2/25/21 13:01 | 1895.0 | ✔️ | |
| 401K Portfolio Optimisation | Portfolio analyses and optimisation for 401K. | 8/1/18 19:48 | 9/5/19 11:18 | 14.0 | ✔️ | |
| Policy Gradient Portfolio | A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem. | 11/12/17 16:08 | 5/9/19 9:50 | 1281.0 | ✔️ | |
| riskparity.py | NEW | 7/13/19 21:30 | 1/30/21 1:53 | 124.0 | ✔️ | |
| Deep Portfolio Theory | Autoencoder framework for portfolio selection. | 2/10/17 9:03 | 3/8/18 16:47 | 105.0 | ✖️ | |
| Efficient Frontier | Modern Portfolio Theory. | 2/17/18 8:19 | 2/27/18 13:16 | 104.0 | ✖️ | |
| node-finance | NEW | 9/17/11 17:49 | 4/5/21 8:01 | 101.0 | ✔️ |