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Portfolio optimization with deep learning.
finance machine-learning timeseries deep-learning trading pytorch stock-price-prediction portfolio-optimization allocation convex-optimization wealth-management markowitz
Investment portfolio and stocks analyzing tools for Python with free historical data
python portfolio finance time-series cfa optimization mathematics investments portfolio-optimization quantitative-finance financial-data historical-data modern-portfolio-theory markowitz
A JavaScript library to allocate and optimize financial portfolios.
clustering linear-programming portfolio-optimization quantitative-finance smo optimization-algorithms quadratic-programming convex-optimization fista portfolio-selection correlation-matrix portfolio-allocation markowitz risk-parity risk-budgeting critical-line-algorithm index-tracking equal-risk-contributions
Markowitz portfolio optimization on synthetic and real stocks
python stock-market portfolio-optimization cvxpy convex-optimization financial-engineering markowitz
Markowitzify will implement a variety of portfolio and stock/cryptocurrency analysis methods to optimize portfolios or trading strategies. The two primary classes are "portfolio" and "stonks."
finance machine-learning-algorithms asset-manager monte-carlo-simulation portfolio-optimization sharpe-ratio trading-strategies assets-management clustering-algorithm quantitive-finance backtesting-trading-strategies stock-analysis asset-management cryptocurrency-exchanges markowitz-portfolio relative-strength-index markowitz stock-portfolio-manager hurst-exponent markowitz-model
Markowitz portfolio construction on CVXPY — DPP-compliant builders that solve long sequences of related problems without recompiling as assets and factors come and go
Python toolkit for Markowitz portfolio optimization. Efficient frontier, capital allocation line, and an interactive FastAPI web app.
critical line algorithm for efficient frontier
Backtesting of different trading strategies by applying different Modern Portfolio Theory (MPT) approaches on long-only ETFs portfolios in Python.
portfolio trading trading-strategies trading-algorithms etf backtesting-trading-strategies asset-allocation backtesting asset-management modern-portfolio-theory markowitz risk-parity minimum-variance equally-weighted
Portfolio Optimization on a Quantum computer.
quantum-computing portfolio-optimization cvxpy gekko quantum-algorithms modern-portfolio-theory qiskit markowitz-portfolio qaoa markowitz vqe quantum-finance variational-quantum-eigensolver markowitz-model
Parametric quantum circuits for portfolio risk on IBM Quantum hardware. Class material for CACIC 2026 (in Spanish): slides and a Qiskit notebook with real market data.
course-materials jupyter-notebook quantum-computing portfolio-optimization quantum-algorithms risk-management qiskit finanzas qaoa markowitz efficient-frontier vqe quantum-finance ibm-quantum portfolio-risk parametric-quantum-circuits computacion-cuantica
Undergraduate economics thesis: fundamental analysis and Markowitz portfolio optimization (Python)
Interactive Streamlit dashboard for market risk analysis, Markowitz portfolio optimization, and financial planning.
python finance dashboard numpy plotly pandas fintech scipy monte-carlo-simulation portfolio-optimization quantitative-finance b3 risk-management markowitz streamlit yfinance markowitz-frontier
Code and result artifacts for 'Beyond De Prado and Cotton: Hierarchical and Iterative Methods for General Mean-Variance Portfolios' (arXiv:2604.23833): Python implementations of HRP-μ, HRP-Σμ and the CRISP iterative shrinkage solver.
reproducible-research portfolio-optimization quantitative-finance asset-allocation mean-variance-optimization computational-finance covariance-shrinkage markowitz hierarchical-risk-parity
This Python script performs portfolio optimization based on different optimization criteria: 'sharpe', 'cvar', 'sortino', and 'variance'. The script uses historical stock price data downloaded from Yahoo Finance.
Inversion of a real matrix and the solution of a set of linear equations using Crout's method
linear-algebra portfolio-optimization quantitative-finance linear-equations markowitz matrix-inverse crout-method
Open-source quantitative finance research engine — Black-Litterman, Ledoit-Wolf shrinkage, Hierarchical Risk Parity, leakage-free CPCV backtesting. Independently reproduces the DeMiguel-Garlappi-Uppal "1/N puzzle": no tested optimization method reliably beats naive equal-weighting once estimation error is properly controlled for.
python machine-learning statistics machine-learning-algorithms portfolio-optimization black-litterman risk-management backtesting hrp markowitz algorithmic-trading-quantitative
Material de apoyo para las sesiones síncronas de Modelización y Valoración de Derivados y Carteras en Finanzas (Maestría en Ciencias Computacionales y Matemáticas Aplicadas, UNIR): cuadernos Jupyter, biblioteca Python verificada contra el temario y apoyo para las actividades.
python r jupyter-notebook portfolio-optimization option-pricing quantitative-finance black-scholes capm markowitz google-colab unir derivados-financieros finanzas-cuantitativas material-docente opciones-financieras arboles-binomiales movimiento-browniano
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