#Asset-allocation
Showing 13 of 13 repositories tagged #asset-allocation, ranked by stars
Portfolio Optimization in Python
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
Quantitative analysis, strategies and backtests
Python library for portfolio optimization built on top of scikit-learn
Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy
Entropy Pooling views and stress testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
Portfolio Construction and Risk Management book's Python code.
Python financial widgets with okama and Dash (plotly)
Implements different approaches to tactical and strategic asset allocation
Entropy Pooling in Python with a BSD 3-Clause license.
This repository consists several bots encoding various algorithmic trading strategies. The aim here is for absolute beginners in stock trading to get familiar with the various aspects of the market. All you need is basics of statistics and python to understand the underlying metrics and conditions utilized to make decisions. Contributions welcome.
Python Rebalancer
Backtesting of different trading strategies by applying different Modern Portfolio Theory (MPT) approaches on long-only ETFs portfolios in Python.