A JavaScript library to allocate and optimize financial portfolios.
Last updated Jun 3, 2026
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Topics
#clustering#convex-optimization#correlation-matrix#critical-line-algorithm#equal-risk-contributions#fista#index-tracking#linear-programming#markowitz#optimization-algorithms#portfolio-allocation#portfolio-optimization#portfolio-selection#quadratic-programming#quantitative-finance#risk-budgeting#risk-parity#smo
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JavaScript 99.8%
HTML 0.2%
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