PyPortfolioOpt
PyPortfolioOpt: portfolio optimization in Python - Published in JOSS (2021)
RiskPortfolios
RiskPortfolios: Computation of Risk-Based Portfolios in R - Published in JOSS (2017)
https://github.com/cvxgrp/cvxportfolio
Portfolio optimization and back-testing.
https://github.com/mbk-dev/okama
Investment portfolio and stocks analyzing tools for Python with free historical data
https://github.com/chinchalinchin/scrilla
A python application that wraps around various financial APIs, calculates statistics and optimizes portfolio allocations.
https://github.com/anuragagrawaal/pyportfolioanalysis
'Portfolio Analysis, methods for portfolio optimization'
https://github.com/dcelisgarza/portfoliooptimiser.jl
Portfolio optimisation library.
https://github.com/cvxgrp/cptopt
Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization
tno.quantum.problems.portfolio_optimization
Python code that converts the multi-objective portfolio optimization problem into a QUBO problem.
https://github.com/biswajitsahoo1111/machine_learning_regression_and_optimization
This repository contains code examples supplementing the paper titled "Machine Learning, Regression, and Optimization".