#Mean-variance-optimization

fortitudo-tech

fortitudo.tech

Entropy Pooling views and stress testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.

johnsoong216

pymarkowitz

Mean Variance (Markowitz) Portfolio Optimization and Beyond

husainm97

quant-lab-alpha

Open-source investment analytics platform bridging academic research and retail finance. Features include portfolio risk decomposition [Fama-French Five Factor Model], retirement sustainability modeling [Block Bootstrap Monte Carlo], max drawdown/CVaR dashboards, and risk-return optimisation [Markowitz, Ledoit-Wolf] via an intuitive user interface.

ailzy

RISKIM

Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction