Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

Python library for portfolio optimization built on top of scikit-learn

Fast and scalable construction of risk parity portfolios

A JavaScript library to allocate and optimize financial portfolios.

Constrained and Unconstrained Risk Budgeting / Risk Parity Allocation in Python

Design of Risk Parity Portfolios

Risk_Parity strategy 风险平价

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

Factor Risk Parity Portfolio Construction algorithm. Built during my Master's. final project. Backtested on the S&P500.

Constructing a portfolio of crypto and stock assets utlizing ESG scores as well as machine learning models to predict buy / sell signals after establishing asset weights using hierarchical risk parity models.

Streamlit app to simulate/optimize different portfolio allocations based on mathematical methods.

Adaptive regime estimation of market conditions based on Maewal and Bock (2018)

LSTM-ARIMA with attention mechanism and multiplicative decomposition for sophisticated stock forecasting.

Portfolio evaluation and backtesting using k-means, bounded k-means and hierarchical risk parity

We Design a PCA Cluster Risk Parity Portfolio

Quantitative Risk and Asset Management Project - HEC Lausanne

Optimizing equities portfolios using Mean-Variance Optimization, Robust Mean-Variance Optimization, Risk-Parity (ERC), and One-Fund Theorem

Risk parity algorithm using reinforcement learning

AAI500 Final Project