Projects

Scientific Software

Updated 6 months ago

PyPortfolioOpt — Peer-reviewed • Rank 24.2 • Science 95%

PyPortfolioOpt: portfolio optimization in Python - Published in JOSS (2021)

algorithmic-trading covariance efficient-frontier finance financial-analysis investing investment investment-analysis portfolio-management portfolio-optimization python quantitative-finance

Earth and Environmental Sciences (40%)

Scientific Software · Peer-reviewed

Updated 5 months ago

https://github.com/cvxgrp/cvxcla • Rank 10.7 • Science 36%

critical line algorithm for efficient frontier

critical-line-algorithm efficient-frontier markowitz

Updated 5 months ago

https://github.com/chris-santiago/aafm • Science 10%

Enhanced Chilean Mutual Fund Data Explorer

anomaly-detection chilean clustering efficient-frontier modern-portfolio-theory mutual-funds t-sne

ecosyste.ms

Data

Tools

Indexes

Applications

Experiments

Open Source Science

PyPortfolioOpt — Peer-reviewed • Rank 24.2 • Science 95%

https://github.com/cvxgrp/cvxcla • Rank 10.7 • Science 36%

https://github.com/chris-santiago/aafm • Science 10%