asset-allocation

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

Quantitative analysis, strategies and backtests

Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy

Helps you with managing your investments

Investing library and command-line interface inspired by the Bogleheads philosophy

Asset Allocation application

Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics

Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics

A flask web app that analyzes your stock portfolio performance, optimizes your asset allocation, and provides performance enhancement alerts.

This repository consists several bots encoding various algorithmic trading strategies. The aim here is for absolute beginners in stock trading to get familiar with the various aspects of the market. All you need is basics of statistics and python to understand the underlying metrics and conditions utilized to make decisions. Contributions welcome.

portfolio-backtest is a python library for backtest portfolio asset allocation on Python 3.7 and above.

DRIP Asset Allocation is a collection of model libraries for MPT framework, Black Litterman Strategy Incorporator, Holdings Constraint, and Transaction Costs.

RESTful API for prometheus (stock portfolio allocation & analysis)

Investment and risk technologies maintained by Fortitudo Technologies.

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

Portfolio Optimization and Simulation in Julia

Data Analysis And Simulation Of Asset Allocation Strategies For Investing Using Python.

Superior Mandatory Provident Fund return/risk performance by applying Artificial Neural Network model in asset allocation

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

Asset Allocation implementation in Python

A collection of R scripts for global macro work

Calculator for rebalancing investment portfolios using the cash flow strategy.

Статьи проекта "Рост Сбережений": инвестиции на фондовом рынке

CLI Application, Quantitative Investing, Dynamic Asset Allocation, Rule-Based Active Portfolio Management

Whale Return Homework

An F# analysis tool for the Scalable Capital robo-advisor

A script that performs asset allocation using a quantitative approach

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.S. stock market between 2018 and 2020. For comparison purposes, the code also implements also other strategies, such as the widely-used momentum strategy. The proposed technique is observed to deliver a very good and much more stable performance with respect to its competitors.