Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

Multi-asset, multi-strategy, event-driven trading platform for running low to medium freq strategies at many venues simultaneously with portfolio-based risk management and %-per-strategy capital allocation. Supports event-driven backtesting across all desired instruments, venues and strategies under a single parameterized portfolio.

Seed applications based on AI for digital currency quantitative analysis, medium-term forecast and asset allocation for the secondary market of the BANCA community

Source code for the blog post on the evolution of the asset allocation methods

Reduce Rails allocations by 35%+ and gain a speed boost. Memoizes asset links.

Python CPU/GPU implementation of the Simulated Bifurcation (SB) algorithm to solve quadratic optimization problems (QUBO, Ising, TSP, optimal asset allocations for a portfolio, etc.).

Portfolio Tracker: Track your investments and asset allocation

This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep Reinforcement Learning (DRL). The work presented explores the use of Deep Reinforcement Learning in dynamically allocating assets in a portfolio in order to solve the Tactical Asset Allocation (TAA) problem.

How does asset allocation affect portfolio performance? Select the percentage of stocks, bonds and cash in a portfolio and see annual returns over any time period from 1928 to 2023.

Asset Allocation application

No description available

Stock Asset Allocation vs Annualized 10-year SPX Return. (Website)

Backtest asset allocation strategies in Python with only a background in pandas necessary

Implements different approaches to tactical and strategic asset allocation

Track your net worth and investment portfolio with automatic price updates, asset allocation, expense tracking, and FIRE calculator. Modern alternative to spreadsheets. Next.js + Firebase + TypeScript.

📊 Python tool to scrape real-time information about ETFs from the web and mixing them together by proportionally distributing their assets allocation

quantitative asset allocation strategy

Usage of policy gradient reinforcement learning to solve portfolio optimization problems (Tactical Asset Allocation).

Optimal portfolio selection

R package AssetAllocation

Reports on portfolio asset allocations in beancount. Useful for risk analysis and for rebalancing purposes.

AIPlanner is an machine learning based asset allocation and consumption planning calculator. Included are sources to two other similar calculators as well as a SPIA pricing calculator.

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

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

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

No description available

Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference

Risk_Budgeting is a Python project that uses the risk budgeting approach for portfolio asset allocation

A public available dataset for using market sentiment for financial asset allocation.

Tactical Asset Allocation Advisor using Deep Learning