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."

Machine Learning Enhanced Multi-Factor Quantitative Trading: A Cross-Sectional Portfolio Optimization Approach with Bias Correction

critical line algorithm for efficient frontier

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.

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.

Interactive Streamlit dashboard for market risk analysis, Markowitz portfolio optimization, and financial planning.

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

Markowitz portfolio

Pipeline de Data Intelligence para análise fundamentalista (B3) e otimização de portfólios via Markowitz, com arquitetura de dados em camadas (Bronze, Silver, Gold).

这是一个从零开始使用矩阵算法实现Markowitz 均值-方差模型的学习项目，仅用来作为本人学习的记录，上传及readme文档由claude撰写

Portfolio optimization using Markowitz Theory | Python + SciPy | Efficient Frontier | Max Sharpe: 1.313 | Long-only constraints | Quant Finance

R package for Brazilian stock market analysis — retrieve B3 data, calculate beta, correlation and covariance matrices, and visualize the efficient frontier. Built on top of yfR.

Markowitz Mean-Variance Portfolio Optimization using CVXPY | GSoC 2026 Pre-Application Work

Constructing mean-variance efficient frontiers from MPT.