portfolio_allocation_js VS Optimization-Python

Compare portfolio_allocation_js vs Optimization-Python and see what are their differences.

portfolio_allocation_js

A JavaScript library to allocate and optimize financial portfolios. (by lequant40)
quantitative-finance risk-parity risk-budgeting markowitz critical-line-algorithm Clustering convex-optimization portfolio-optimization fista quadratic-programming linear-programming smo index-tracking equal-risk-contributions portfolio-allocation optimization-algorithms portfolio-selection correlation-matrix
Source Code
lequant40.github.io
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Optimization-Python

General optimization (LP, MIP, QP, continuous and discrete optimization etc.) using Python (by tirthajyoti)
Optimization linear-programming integer-programming mixed-integer-programming quadratic-programming Scipy convex-optimization
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portfolio_allocation_js Optimization-Python
1 1
169 221
- -
0.0 0.0
about 1 year ago over 2 years ago
JavaScript Jupyter Notebook
MIT License MIT License
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portfolio_allocation_js

Posts with mentions or reviews of portfolio_allocation_js. We have used some of these posts to build our list of alternatives and similar projects. The last one was on 2021-11-13.

Optimization-Python

Posts with mentions or reviews of Optimization-Python. We have used some of these posts to build our list of alternatives and similar projects.
  • What is the best DCA Strategy - Part IV (Dynamic DCA)
    1 project | /r/CryptoCurrency | 25 Aug 2021
    One approach to this problem is based on the Nobel prize winning Modern Portfolio Theory (MPT). In fact, there we can use pretty simple code available online: https://github.com/tirthajyoti/Optimization-Python/blob/master/Portfolio_optimization.ipynb. There is a one BIG difference between DCA and MPT though. Here, we do not want to do a one-time purchase and try to gain maximum profit. We are looking at a dual problem, where we want to purchase regularly, while aiming maximum accumulation.

What are some alternatives?

When comparing portfolio_allocation_js and Optimization-Python you can also consider the following projects:

igc-xc-score - A scoring program for gliding competitions striving for 100% accuracy and determinism

market-making-backtest - algo trading backtesting on BitMEX

pyrb - Constrained and Unconstrained Risk Budgeting / Risk Parity Allocation in Python

cocp - Source code for the examples accompanying the paper "Learning convex optimization control policies."

Clarabel.rs - Clarabel.rs: Interior-point solver for convex conic optimisation problems in Rust.

JuMP.jl - Modeling language for Mathematical Optimization (linear, mixed-integer, conic, semidefinite, nonlinear)

Optimus * 96 - Optimus is a mathematical programming library for Scala.

psi4numpy - Combining Psi4 and Numpy for education and development.

analisis-numerico-computo-cientifico - Análisis numérico y cómputo científico

minizinc-python - Access to all MiniZinc functionality directly from Python

notebooks - Optimization notebooks

portfolio_allocation_js vs igc-xc-score Optimization-Python vs market-making-backtest portfolio_allocation_js vs pyrb Optimization-Python vs cocp portfolio_allocation_js vs Clarabel.rs Optimization-Python vs JuMP.jl Optimization-Python vs Optimus * 96 Optimization-Python vs psi4numpy Optimization-Python vs analisis-numerico-computo-cientifico Optimization-Python vs minizinc-python Optimization-Python vs notebooks