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

• Updated Oct 10, 2025
• Python

A JavaScript library to allocate and optimize financial portfolios.

• Updated Mar 3, 2023
• JavaScript

Python based Quant Finance Models, Tools and Algorithmic Decision Making

• Updated Nov 27, 2017
• Python

PDF Statement Data Extractor and Analyzer. A Python script for extracting and analyzing financial data from PDF statements, with a focus on Schwab statements.

• Updated Nov 29, 2023
• Python

Applied different portfolio allocation techniques to Ken French Industry Portfolio, ranging from basic (Equal Weighting) to advanced (Tail Risk Parity)

• Updated Jul 17, 2024
• Jupyter Notebook

Portfolio allocation tutorial with python

• Updated Jun 3, 2022
• Jupyter Notebook

Efficient Portfolio Allocation using Markowitz's Efficient Frontier

• Updated Jul 22, 2019
• Python

How do you construct your portfolio: asset selection, allocation and turnover? What're the constraints in investments strategies? Is a portfolio based on machine learning more rewarding than a Markovitz one? We'll try to answer these questions in small projects.

• Updated Jul 3, 2021
• HTML

Calculate optimal asset allocation for any given stocks, ETFs, mutual funds with an interactive shiny app

• Updated Feb 24, 2024
• R

This project was focused on optimizing portfolio allocation for September 2022 using past data in order to maximize profits.

• Updated Jul 23, 2023
• Python

Reinforcement Learning based agent capable of performing portfolio allocation (Under development)

• Updated Mar 2, 2021
• Jupyter Notebook

This repository provides a comparative study of many variants of portfolio allocation models and their robust counterparts. Instead of relying solely on estimated inputs—such as expected returns or risk measures— robust portfolio optimization allocates portfolios that remain effective across a predefined set of plausible market conditions.

• Updated Jun 12, 2025
• Jupyter Notebook

End-to-end portfolio construction systems exemplify modern quantitative investing where machine learning and optimization are tightly coupled to drive better portfolio outcomes. This repository contains a Jupyter notebook that illustrates a mean-variance end-to-end system and compares it to bechmark models.

• Updated Jun 4, 2025
• Jupyter Notebook