Portfolio optimization with deep learning.

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

A JavaScript library to allocate and optimize financial portfolios.

Markowitz portfolio optimization on synthetic and real stocks

Python financial widgets with okama and Dash (plotly)

Markowitzify will implement a variety of portfolio and stock/cryptocurrency analysis methods to optimize portfolios or trading strategies. The two primary classes are "portfolio" and "stonks."

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

critical line algorithm for efficient frontier

Portfolio Optimization on a Quantum computer.

Interactive Streamlit dashboard for market risk analysis, Markowitz portfolio optimization, and financial planning. See in the link below:

This Python script performs portfolio optimization based on different optimization criteria: 'sharpe', 'cvar', 'sortino', and 'variance'. The script uses historical stock price data downloaded from Yahoo Finance.

Inversion of a real matrix and the solution of a set of linear equations using Crout's method

Markowitz portfolio

Constructing mean-variance efficient frontiers from MPT.

Visualisation et optimisation de portefeuilles financiers en Python via la théorie de Markowitz. Simulation de 10 000 portefeuilles, calcul du Sharpe ratio, et tracé de la frontière efficiente.

A Java implementation of the VBA code for the Critical Line Algorithm in the book "Mean-Variance Analysis in Portfolio Choice and Capital Markets" by Harry M. Markowitz

SiraEdge Portfolio Optimization Module - Complete implementation with 7 optimization models, ML integration, and comprehensive documentation

Markowitz's inspired portfolio selection application

Efficient frontier for different correlation coefficients between two assets

This is a web app that helps people understand the main concepts from Markowitz's Modern Portfolio Theory