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portfolio_selection_and_optimisation
firmai edited this page Dec 13, 2021
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11 revisions
| 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. | 2016-07-26 16:20:10 | 2016-12-30 11:40:53 | 9.0 | ✖️ | |
| Riskfolio-Lib | NEW | 2020-03-02 19:49:06 | 2021-10-11 04:31:03 | 791.0 | ✔️ | |
| DeepDow | Portfolio optimization with deep learning. | 2020-02-02 08:46:33 | 2021-07-09 14:59:21 | 446.0 | ✔️ | |
| Reinforcement Learning | Reinforcement Learning for Portfolio Management. | 2017-10-07 09:14:33 | 2018-06-26 09:22:27 | 384.0 | ✖️ | |
| Distribution Characteristic Optimisation | Extends classical portfolio optimisation to take the skewness and kurtosis of the distribution of market invariants into account. | 2018-11-16 12:20:25 | 2021-10-10 11:03:23 | 273.0 | ✔️ | |
| PyPortfolioOpt | Financial portfolio optimisation, including classical efficient frontier and advanced methods. | 2018-05-29 13:30:30 | 2021-10-19 20:54:46 | 2492.0 | ✔️ | |
| riskparity.py | NEW | 2019-07-13 21:30:55 | 2021-06-10 12:25:08 | 167.0 | ✔️ | |
| 401K Portfolio Optimisation | Portfolio analyses and optimisation for 401K. | 2018-08-01 19:48:24 | 2019-09-05 11:18:56 | 15.0 | ✖️ | |
| Policy Gradient Portfolio | A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem. | 2017-11-12 16:08:44 | 2021-07-30 15:03:59 | 1419.0 | ✔️ | |
| Efficient Frontier | Modern Portfolio Theory. | 2018-02-17 08:19:46 | 2018-02-27 13:16:57 | 121.0 | ✖️ | |
| Deep Portfolio Theory | Autoencoder framework for portfolio selection. | 2017-02-10 09:03:08 | 2018-03-08 16:47:00 | 111.0 | ✖️ | |
| node-finance | NEW | 2011-09-17 17:49:56 | 2021-04-05 08:01:12 | 106.0 | ✔️ |