#Portfolio-management
Showing 52 of 52 repositories tagged #portfolio-management, ranked by stars
AI 时代的伯克希尔：基于 Claude Code / Codex 的价值投资研究框架。巴菲特·芒格·段永平·李录四大师方法论 + 多Agent并行研究。| AI-era Berkshire: a value investing research framework built for Claude Code / Codex. 4 masters' methodologies + multi-agent adversarial analysis.
Financial portfolio optimization in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
Portfolio Optimization in Python
A list of online resources for quantitative modeling, trading, portfolio management
Quantitative analysis, strategies and backtests
An Open Source Portfolio Backtesting Engine for Everyone | 面向所有人的开源投资组合回测引擎
Backtrader-powered backtesting framework for algorithmic trading, featuring 20+ strategies, multi-market support, CLI tools, and an integrated MCP server for professional traders.
AI-Hedge-Fund for Crypto 🚀 AI-powered hedge fund for cryptocurrency trading, leveraging LLM agents for intelligent decision-making.
The Open-Source Backtesting Engine/ Trading Simulator by Bertram Enterprises.
An open source library for portfolio optimisation
Applying Reinforcement Learning in Quantitative Trading
Turn Codex into your investment workflow team
AlpacaTradingAgent: Multi-Agents LLM Financial Trading Framework and perform trades on alpaca
PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professionals in the industry.
Reusable Skills for LLMQuant Agent, Claude Code, Claude.ai, Cursor, Hermes Agent, OpenClaw and Codex, grounded in LLMQuant Data
This repository contains the customized trading algorithms that I have created using the Quantopian IDE.
Options and Option Strategies analytics for educational purpose using the Black-Scholes Model
Free python/telegram bot for easy execution and surveillance of crypto trading plans on multiple exchanges.
Build your own AI investment system
🤖 Predict the stock market with AI 用AI预测股票市场
📈 Automate Stock orders for Fidelity, Chase, Vanguard, Schwab, & more across multiple accounts! ⚙️💵
In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featuring numerous improvements, in terms of coding structure, data handling, and simple trading strategies.
Mean Variance (Markowitz) Portfolio Optimization and Beyond
OHLC,news,economic event restfull api and WebSocket API for specifically designed for AI quantitative trading/training.Multiple Timeframes,Multiple-Symbols-Multiple-Timeframes
Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio management and optimization.
Open Source Finance Management Platform
Implements different approaches to tactical and strategic asset allocation
applications for risk management through computational portfolio construction methods
Portfolio management using Actor-Critic Deep Reinforcement Learning algorithms including A2C, DDPG, and PPO
Open-source Hyperliquid trading client with portfolio analytics and vault analytics
Developing a long/short equity investment portfolio with Machine Learning predictions using data acquired from web-scraping. Flatiron Module 5 Project.
Multi-LLM trading harness.
Dynamic portfolio optimization
A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will include a full-fledged integration and utilization of Quantopian, GS-Quant, WRDS API and their relevant datasets and analytics.
Personal portfolio website of Aurokrishnaa Ravindran Lakshmi showcasing Educational Qualifications, Professional Work Experience, Skills, Projects & work in quantitative finance, financial analytics, and applied research.
A curated list of financial tools
'Portfolio Analysis, methods for portfolio optimization'
Nescience Software & Capital Rebalancing Tool
Codes for the paper 'Clustering Approaches for Global Minimum Variance Portfolio'
A professional, modular forex trading bot with advanced risk management, multiple strategies, portfolio mode, and comprehensive backtesting capabilities.
This code accompanies the paper DeePM: Regime-Robust Deep Learning for Systematic Macro Portfolio Management (https://arxiv.org/abs/2601.05975)
XQRiskCore is a governance-grade risk control engine for trading — with unified trade approval, structured audit logging, role-based access control, and multi-layer enforcement.
Portfolio Optimisation library built in Julia.
Multi-broker portfolio analytics — Fama-French, GARCH, covered call strategies (PyPI: pip install clawdfolio)
The most comprehensive MCP server for Polymarket — 48 tools spanning direct trading, market discovery, smart money tracking, copy trading, backtesting, risk management, and portfolio optimization. Works with Claude Code, Cursor, or any MCP-compatible client.
加密货币 AI 自动交易与回测系统 · LangGraph 多代理辩论 + 硬性风控 + 决策日志 | AI-powered crypto trading & backtest with LangGraph multi-agent debate, hard risk controls, and Decision Journal
Open-source personal finance tracking web application powered by ChatGPT.
An accountability layer for investment agents: thesis cards, prediction ledgers, stock screeners, and feedback loops.
Portfolio optimisation library.
Quantitative Finance Library & Option Trading Tool