#Equal-risk-contributions

Showing 1 of 1 repositories tagged #equal-risk-contributions, ranked by stars

portfolio_allocation_js

A JavaScript library to allocate and optimize financial portfolios.

★ 187 ⑂ 37 —

Related Topics

#clustering #convex-optimization #correlation-matrix #critical-line-algorithm #fista #index-tracking #linear-programming #markowitz #optimization-algorithms #portfolio-allocation #portfolio-optimization #portfolio-selection