A program for financial portfolio management, analysis and optimisation.

Python library for portfolio optimization built on top of scikit-learn

Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.

Finance Visualisations including Efficient Frontier, VaR & CVaR, and CAPM beta

Python financial widgets with okama and Dash (plotly)

A collection of various computational methods to optimize a user's investment portfolio using Modern Portfolio Theory and optimizing various factors such as Returns, Sharpe Ratio and Risk.

critical line algorithm for efficient frontier

Modern Portfolio Theorem for portfolio optimization and asset allocation

Heuristics for cardinality constrained portfolio optimisation

Financial Portfolio Optimization with amplpy

Simple trading bot algorithms based on Sharpe ratio and Moving Average

A Portfolio Efficient Frontier Calculator which includes graphical visualization of Correlation, Security Market Line and Rolling Beta for U.S. Equities

Efficient Frontier Implementation in Python

Investment Strategy to find the minimum risk portfolio combination/arrangement.

A mean-variance analysis of a portfolio of risky assets, visualising the Markowitz bullet and the efficient frontier. We also compare the performance of a randomly selected portfolio within the Markowitz bullet, with that of an efficient portfolio of the same variance.

An open source library for portfolio optimization using Efficient Frontier Model

Efficient Portfolio Allocation using Markowitz's Efficient Frontier

Aplicação interativa para calcular e visualizar a Fronteira Eficiente de Markowitz. Otimize portfólios com base em retorno e risco e visualize os portfólios ótimos diretamente no navegador via Streamlit.

McPortfolio: A Model Context Protocol server providing 9 specialized tools for LLM-driven portfolio optimization using natural language, covering mean-variance to machine learning approaches.