Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
#计算机科学#Quantitative analysis, strategies and backtests
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
#计算机科学#Python library for portfolio optimization built on top of scikit-learn
#计算机科学#Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy
Helps you with managing your investments
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
Portfolio Construction and Risk Management book's Python code.
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
Entropy Pooling in Python with a BSD 3-Clause license.
Portfolio Tracker: Track your investments and asset allocation
Implements different approaches to tactical and strategic asset allocation
#时序数据库#Value or Momentum? Comparing Random Forests, Support Vector Machines, and Multi-layer Perceptrons for Financial Time Series Prediction & Tactical Asset Allocation
A flask web app that analyzes your stock portfolio performance, optimizes your asset allocation, and provides performance enhancement alerts.
portfolio-backtest is a python library for backtest portfolio asset allocation on Python 3.7 and above.