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

A JavaScript library to allocate and optimize financial portfolios.

Python based Quant Finance Models, Tools and Algorithmic Decision Making

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

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

Reinforcement Learning for Execution & Portfolio Allocation -- open research repo using PPO/SAC with classical baselines (TWAP, VWAP, Almgren-Chriss). LGPL-3.0 Licensed. Contributions welcome.

Portfolio allocation tutorial with python

Efficient Portfolio Allocation using Markowitz's Efficient Frontier

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

Deterministic market regime detection agent with persistent state and transparent signal-based classification.

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.

Python toolkit for S&P 500 stock ranking and allocation across conservative/moderate/aggressive styles, with weekly universe caching, portfolio beta analytics, and benchmarked backtests (CAGR, Sharpe, drawdown, alpha/beta, turnover).

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

R²PA — Regime-aware reinforcement learning for portfolio allocation (RL, regime signals, LLM oracle)

Position sizing, risk limits, and trade gating using regime, portfolio state, and execution discipline.

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

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