#Correlation-matrix

Showing 2 of 2 repositories tagged #correlation-matrix, ranked by stars

portfolio_allocation_js

A JavaScript library to allocate and optimize financial portfolios.

★ 187 ⑂ 37 —

numericalalgorithmsgroup

NAGPythonExamples

Examples and demos showing how to call functions from the nAG Library for Python

★ 69 ⑂ 27 —

Jupyter Notebook

Related Topics

#quantitative-finance #clustering #convex-optimization #critical-line-algorithm #equal-risk-contributions #fista #index-tracking #linear-programming #markowitz #optimization-algorithms #portfolio-allocation #portfolio-optimization