Portfolio Selection and Optimisation
| repo | comment | created_at | last_commit | star_count | repo_status | rating |
|---|---|---|---|---|---|---|
| PyPortfolioOpt | Financial portfolio optimisation, including classical efficient frontier and advanced methods. | 5/29/18 13:30 | 2/25/21 13:01 | 1865 | ||
| DeepDow | Portfolio optimization with deep learning. | 2/2/20 8:46 | 2/16/21 18:50 | 303 | ||
| Modern Portfolio Theory | Universal portfolios; modern portfolio theory. | nan | nan | nan | ||
| OLMAR Algorithm | Relative importance of each component of the OLMAR algorithm. | 7/26/16 16:20 | 12/30/16 11:40 | 6 | ||
| Online Portfolio Selection | ****Comparing OLPS algorithms on a diversified set of ETFs. | nan | nan | nan | ||
| 401K Portfolio Optimisation | Portfolio analyses and optimisation for 401K. | 8/1/18 19:48 | 9/5/19 11:18 | 14 | ||
| Policy Gradient Portfolio | A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem. | 11/12/17 16:08 | 5/9/19 9:50 | 1274 | ||
| Deep Portfolio Theory | Autoencoder framework for portfolio selection. | 2/10/17 9:03 | 3/8/18 16:47 | 104 | ||
| Efficient Frontier | Modern Portfolio Theory. | 2/17/18 8:19 | 2/27/18 13:16 | 104 | ||
| Reinforcement Learning | Reinforcement Learning for Portfolio Management. | 10/7/17 9:14 | 6/26/18 9:22 | 364 | ||
| 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 | 229 |