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集合主题趋势排行榜
#

portfolio-optimization

Website
Wikipedia
https://static.github-zh.com/github_avatars/polakowo?size=40
polakowo / vectorbt

#区块链#Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.

backtestingtradingalgorithmic-tradingtrading-strategies加密货币数据可视化time-series数据科学finance机器学习portfolio-optimizationquantitative-financequantitative-analysis
Python 5.34 k
1 个月前
robertmartin8/PyPortfolioOpt
https://static.github-zh.com/github_avatars/robertmartin8?size=40
robertmartin8 / PyPortfolioOpt

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

financeportfolio-optimizationportfolio-managementquantitative-financealgorithmic-tradinginvestingefficient-frontiercovariancePythoninvestmentinvestment-analysisfinancial-analysis
Jupyter Notebook 4.98 k
1 个月前
hudson-and-thames/mlfinlab
https://static.github-zh.com/github_avatars/hudson-and-thames?size=40
hudson-and-thames / mlfinlab

#计算机科学#MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

机器学习tradinginvestingresearchfinancePythonalgorithmic-tradingquantitative-financefinancial-machine-learningportfolio-managementportfolio-optimization
Python 4.25 k
2 年前
dcajasn/Riskfolio-Lib
https://static.github-zh.com/github_avatars/dcajasn?size=40
dcajasn / Riskfolio-Lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

portfolio-optimizationconvex-optimizationstepwise-regressionduration-matchingdrawdown-modelsharpe-ratiotradinginvestmentfinanceasset-allocationcvar-optimizationcvxpyportfolio-managementinvestment-analysisquantitative-financeefficient-frontier
C++ 3.44 k
22 天前
tradytics/eiten
https://static.github-zh.com/github_avatars/tradytics?size=40
tradytics / eiten

#计算机科学#Statistical and Algorithmic Investing Strategies for Everyone

机器学习algorithmic-tradinginvestment-portfolioportfolio-optimizationtrading-strategiestrading-algorithmstradytics人工智能统计eigenvaluesfree-softwareOpen Sourcegenetic-algorithm
Python 2.98 k
3 年前
https://static.github-zh.com/github_avatars/osqp?size=40
osqp / osqp

#计算机科学#The Operator Splitting QP Solver

optimizationquadratic-programmingconvex-optimization机器学习lassosvmcontrolmodel-predictive-controlportfolio-optimizationsolvernumerical-optimization
C 1.87 k
9 天前
https://static.github-zh.com/github_avatars/firmai?size=40
firmai / machine-learning-asset-management

#计算机科学#Machine Learning in Asset Management (by @firmai)

机器学习trading-strategiesassets-managementalgorithmic-tradingportfolio-optimizationJupyter Notebookgoogle-colabquantitative-financequant
Jupyter Notebook 1.71 k
3 年前
skfolio/skfolio
https://static.github-zh.com/github_avatars/skfolio?size=40
skfolio / skfolio

#计算机科学#Python library for portfolio optimization built on top of scikit-learn

asset-allocationasset-managementconvex-optimizationcvar-optimizationcvxpyefficient-frontierhierarchical-clustering机器学习Portfolioportfolio-optimizationquantitative-financescikit-learntrading-strategies
Python 1.53 k
6 天前
https://static.github-zh.com/github_avatars/cvxgrp?size=40
cvxgrp / cvxportfolio

#时序数据库#Portfolio optimization and back-testing.

convex-optimizationfinanceoptimizationoptimization-algorithmsoptimizerportfolio-optimizationPythontime-series
Python 1.09 k
2 天前
https://static.github-zh.com/github_avatars/jankrepl?size=40
jankrepl / deepdow

#计算机科学#Portfolio optimization with deep learning.

深度学习portfolio-optimizationfinance机器学习PyTorchtimeseriesconvex-optimizationstock-price-predictionwealth-managementtradingallocation
Python 1.01 k
1 年前
https://static.github-zh.com/github_avatars/Hvass-Labs?size=40
Hvass-Labs / FinanceOps

Research in investment finance with Python Notebooks

financeinvestingPythonportfolio-optimizationstocks
Jupyter Notebook 1.01 k
3 年前
https://static.github-zh.com/github_avatars/santoshlite?size=40
santoshlite / EigenLedger

An Open Source Portfolio Backtesting Engine for Everyone | 面向所有人的开源投资组合回测引擎

quantitative-financequantitative-analysisstockstock-marketbacktestingfinanceinvestment-portfolioportfolio-optimizationportfolio-managementPythoninvestmentinvestment-analysisquantfuturesfintechstock-data
Python 1 k
7 个月前
https://static.github-zh.com/github_avatars/KonishchevDmitry?size=40
KonishchevDmitry / investments

Helps you with managing your investments

financestocksinteractive-brokersasset-allocationportfolio-optimization
Rust 525
13 小时前
https://static.github-zh.com/github_avatars/fbertram?size=40
fbertram / TuringTrader

The Open-Source Backtesting Engine/ Trading Simulator by Bertram Enterprises.

backtestingstocksoptionsportfoliostradingtrading-algorithmstrading-platformtrading-strategiestrading-botC#stock-indicatorsfinancealgorithmic-tradingquantquantitative-tradingportfolio-optimizationportfolio-managementquantitative-financetechnical-analysistechnical-indicators
C# 467
24 天前
https://static.github-zh.com/github_avatars/imhgchoi?size=40
imhgchoi / ARIMA-LSTM-hybrid-corrcoef-predict

#计算机科学#Applied an ARIMA-LSTM hybrid model to predict future price correlation coefficients of two assets

机器学习portfolio-optimization神经网络
Jupyter Notebook 417
7 年前
https://static.github-zh.com/github_avatars/purvasingh96?size=40
purvasingh96 / AI-for-Trading

📈This repo contains detailed notes and multiple projects implemented in Python related to AI and Finance. Follow the blog here: https://purvasingh.medium.com

momentum-trading-strategyvolatilityportfolio-optimizationudacitytradingnanodegreebacktestingnlp-taskscosine-similarity
Jupyter Notebook 368
4 年前
https://static.github-zh.com/github_avatars/ArturSepp?size=40
ArturSepp / QuantInvestStrats

Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.

asset-managementinvestment-analysisportfolio-optimizationquantitative-financePython数据分析数据可视化
Jupyter Notebook 363
6 天前
https://static.github-zh.com/github_avatars/VivekPa?size=40
VivekPa / OptimalPortfolio

An open source library for portfolio optimisation

portfolio-optimizationportfolio-managementquantitative-financealgorithmic-tradingrisk-management
Python 360
1 年前
https://static.github-zh.com/github_avatars/convexfi?size=40
convexfi / riskparity.py

Fast and scalable construction of risk parity portfolios

portfolio-optimizationoptimizationfinance
Python 302
1 年前
https://static.github-zh.com/github_avatars/fortitudo-tech?size=40
fortitudo-tech / fortitudo.tech

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

cvar-optimizationasset-allocationasset-managementportfolio-optimizationefficient-frontierinvestment-analysisquantitative-financeinvestmententropy
Python 261
6 天前
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