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

Fast and scalable construction of risk parity portfolios

Constrained and Unconstrained Risk Budgeting / Risk Parity Allocation in Python

Backtesting of different trading strategies by applying different Modern Portfolio Theory (MPT) approaches on long-only ETFs portfolios in Python.

Factor Risk Parity Portfolio Construction algorithm. Built during my Master's. final project. Backtested on the S&P500.

Streamlit app to simulate/optimize different portfolio allocations based on mathematical methods.

Adaptive regime estimation of market conditions based on Maewal and Bock (2018)

LSTM-ARIMA with attention mechanism and multiplicative decomposition for sophisticated stock forecasting.