markowitz

Open-source projects categorized as markowitz
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Language: + Python + JavaScript
Topics: portfolio-optimization convex-optimization risk-budgeting linear-programming equal-risk-contributions
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markowitz Open-Source Projects

  • deepdow

    Portfolio optimization with deep learning.

    • Project mention: DeepDow: Portfolio optimization with deep learning. Portfolio Selection and Optimisation - star count:758.0 | /r/algoprojects | 2023-11-10

  • portfolio_allocation_js

    A JavaScript library to allocate and optimize financial portfolios.

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NOTE: The open source projects on this list are ordered by number of github stars. The number of mentions indicates repo mentiontions in the last 12 Months or since we started tracking (Dec 2020).

Index

Project Stars
1 deepdow 850
2 portfolio_allocation_js 171

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