portfolio_allocation_js VS deepdow

Compare portfolio_allocation_js vs deepdow 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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deepdow

Portfolio optimization with deep learning. (by jankrepl)
Deep Learning portfolio-optimization Finance Machine Learning Pytorch Timeseries markowitz convex-optimization stock-price-prediction wealth-management Trading allocation
Source Code
deepdow.readthedocs.io
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portfolio_allocation_js deepdow
1 22
169 842
- -
0.0 3.7
about 1 year ago 4 months ago
JavaScript Python
MIT License Apache License 2.0
The number of mentions indicates the total number of mentions that we've tracked plus the number of user suggested alternatives.
Stars - the number of stars that a project has on GitHub. Growth - month over month growth in stars.
Activity is a relative number indicating how actively a project is being developed. Recent commits have higher weight than older ones.
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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.

deepdow

Posts with mentions or reviews of deepdow. We have used some of these posts to build our list of alternatives and similar projects.

What are some alternatives?

When comparing portfolio_allocation_js and deepdow you can also consider the following projects:

Optimization-Python - General optimization (LP, MIP, QP, continuous and discrete optimization etc.) using Python

pytorch-forecasting - Time series forecasting with PyTorch

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

mlfinlab - MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

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

Riskfolio-Lib - Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

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

cvxportfolio - Portfolio optimization and back-testing.

Quantropy - Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeling, stock screening, portfolio optimization, and broker API.

vectorbt - Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.

portfolio_allocation_js vs Optimization-Python deepdow vs pytorch-forecasting portfolio_allocation_js vs igc-xc-score deepdow vs mlfinlab portfolio_allocation_js vs pyrb deepdow vs Riskfolio-Lib portfolio_allocation_js vs Clarabel.rs deepdow vs cvxportfolio deepdow vs Quantropy deepdow vs vectorbt