Investment portfolio and stocks analyzing tools for Python with free historical data

Python financial widgets with okama and Dash (plotly)

Application and data for analyzing and structuring portfolios for climate investing.

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.

Exploratory analysis, visualization of stock market data along with predictions made on it using different techniques.

Mean-Variance Optimization using DL (pytorch)

Backtesting of different trading strategies by applying different Modern Portfolio Theory (MPT) approaches on long-only ETFs portfolios in Python.

Portfolio Optimization on a Quantum computer.

Modern Portfolio Theorem for portfolio optimization and asset allocation

Implementation of modern portfolio optimization (mean-variance portfolio optimization) using Monte Carlo simulation and sequential least squares programming (scipy package) in Python

ESG investing web app that takes user inputs to generate personalized equity portfolios and even comparative firm ESG rankings.

An implementation of the Deep-portfolio-theory begins from working on the Modern Portfolio Theory by recreating the Markovian Efficient Frontier, then merges it with DeepFactors with the help of Kolmogorov Arnold Theorem.

🏦 Building a Minimally Correlated Portfolio with Data Science

Application for portfolio optimization with post-modern portfolio theory (PMPT)

A MATLAB Realisation of Regime Switching Asset Allocation Strategy

Portfolio optimization is the process of selecting an optimal portfolio (asset distribution), out of a set of considered portfolios

Layout script interpreter and library to visualise markowitz's modern portfolio theory

Optimize your Investment Portfolio using MPT

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