Python library for portfolio optimization built on top of scikit-learn

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

Python financial widgets with okama and Dash (plotly)

Entropy Pooling in Python with a BSD 3-Clause license.

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.

Python Rebalancer

Backtesting of different trading strategies by applying different Modern Portfolio Theory (MPT) approaches on long-only ETFs portfolios in Python.

Modern Portfolio Theorem for portfolio optimization and asset allocation

PDF Statement Data Extractor and Analyzer. A Python script for extracting and analyzing financial data from PDF statements, with a focus on Schwab statements.

Portfolio rebalancing for the finicky investor. A tool that keeps your assets allocation well balanced

RESTful API for prometheus (stock portfolio allocation & analysis)

Asset Allocation implementation in Python

Asset Allocation Strategy using Stock2Vec Clustering

Master thesis project. The improved estimator of the covariance matrix of asset returns is employed to derive a new trading strategy based on a two-step procedure. First, it shrinks the asset universe via a subset selection, leaving only the most suitable assets. Then, it performs the mean-variance analysis. Back-testing is carried out in the U.…

A simple automated workflow for: 1) identifying investor indifference characteristics 2) strategic asset allocations with optimal risk-return

Dynamic Asset Allocation Model with LSTM and Macowitz portfolio Loss Function

A script that performs asset allocation using a quantitative approach

Two stocks minimum-variance portfolio and optimal portfolio with Python.