Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

Quantitative analysis, strategies and backtests

A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

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

Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy

Helps you with managing your investments

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

Investing library and command-line interface inspired by the Bogleheads philosophy

Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics

Asset Allocation application

Python financial widgets with okama and Dash (plotly)

Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics

R package AssetAllocation

Entropy Pooling in Python with a BSD 3-Clause license.

A flask web app that analyzes your stock portfolio performance, optimizes your asset allocation, and provides performance enhancement alerts.

Implements different approaches to tactical and strategic asset allocation

portfolio-backtest is a python library for backtest portfolio asset allocation on Python 3.7 and above.

Integrating ESG scores into asset allocation and portfolio optimization through a GUI application.

Python Rebalancer

Value or Momentum? Comparing Random Forests, Support Vector Machines, and Multi-layer Perceptrons for Financial Time Series Prediction & Tactical Asset Allocation