Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
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Updated
Jul 29, 2024 - C++
Portfolio Optimization and Quantitative Strategic Asset Allocation 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
Helps you with managing your investments
Investment portfolio and stocks analyzing tools for Python with free historical data
Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
Investing library and command-line interface inspired by the Bogleheads philosophy
Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
Asset Allocation application
Python financial widgets with okama and Dash (plotly)
Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
A flask web app that analyzes your stock portfolio performance, optimizes your asset allocation, and provides performance enhancement alerts.
Python Rebalancer
Implements different approaches to tactical and strategic asset allocation
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.
Entropy Pooling in Python with a BSD 3-Clause license.
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