Portfolio optimization and back-testing.

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

Portfolio analysis and portfolio optimization with Python

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

Portfolio optimisation library.

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

p2p database / compute engine for portfolio contracts

Оптимизация долгосрочного портфеля акций

🔬 Quantitative analysis and management toolbox for financial applications.

An application of convex optimization with CVXPY in Finance

Financial Portfolio Optimization with amplpy

The Operator Splitting QP Solver

Mini Project to calculate the efficient frontier from a set of stocks with data pulled via Stocks API

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

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

DcaPal is a free, no registration, online tool to help you keep your portfolio balanced with dollar cost averaging investments

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

Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python

Lectures and notebooks created while studying for the Imperial Algorithmic Trading course.

Master thesis project for the M.Sc. in Physics of Complex Systems @ Politecnico di Torino