Universal-portfolios Alternatives

Similar projects and alternatives to universal-portfolios

PyPortfolioOpt

155 4,113 5.7 Jupyter Notebook universal-portfolios VS PyPortfolioOpt

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
bt

5 2,006 6.0 Python universal-portfolios VS bt

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NOTE: The number of mentions on this list indicates mentions on common posts plus user suggested alternatives. Hence, a higher number means a better universal-portfolios alternative or higher similarity.

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universal-portfolios reviews and mentions

Posts with mentions or reviews of universal-portfolios. We have used some of these posts to build our list of alternatives and similar projects. The last one was on 2021-11-03.

Are there any ready solutions for backtesting portfolio with daily or more frequent rebalancing?
4 projects | /r/algotrading | 3 Nov 2021

For libraries I strongly recommend checking out: https://github.com/Marigold/universal-portfolios
How to manage an active portfolio of constantly changing stocks?
1 project | /r/algotrading | 21 Jun 2021

Something close to what you are looking for is Online Portfolio Selection (OLPS), which rebalances a portfolio in every period with the aim of maximising the portfolio’s expected terminal wealth. Check out this Github : https://github.com/Marigold/universal-portfolios
My AlgoTrading Manifesto
1 project | /r/algotrading | 28 May 2021

Yeah, H&T PorfolioLabs are using academic literature OLPS. That is good because they are the only other public group that uses OLPS as far as I know. But it is stuff one can find for free on the internet. Here is a library of OLPS in python: https://github.com/Marigold/universal-portfoliosBut my algos beat any of the known OLPS. I tested them all.
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Basic universal-portfolios repo stats

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713

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5.4

Last Commit

3 months ago

Marigold/universal-portfolios is an open source project licensed under GNU General Public License v3.0 or later which is an OSI approved license.

The primary programming language of universal-portfolios is Jupyter Notebook.