drawdown-model · GitHub Topics

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

portfolio-optimization convex-optimization stepwise-regression duration-matching drawdown-model sharpe-ratio trading investment finance asset-allocation cvar-optimization cvxpy portfolio-management investment-analysis quantitative-finance efficient-frontier

C++ 3.51 k

2 个月前

KWB-R / kwb.wtaq

Interface to WTAQ Drawdown Model (http://water.usgs.gov/ogw/wtaq/)

R rstats drawdown-model modelling

Fortran 2

3 年前

Jeetuhasan69 / python-portfolio

#计算机科学#Welcome to Vonschell's Project Portfolio! 🌟 This repository showcases my programming projects built with Python, Flask, and various libraries, highlighting my growth and skills in web development and...

algo-trading algorithmic-trading asset-allocation asset-management cvar-optimization 数据可视化深度学习 drawdown-model duration-matching investing portfolio-management portfolio-optimization quantitative-analysis risk stepwise-regression

1 个月前