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markowitz

Here are 2 public repositories matching this topic...

lequant40 / portfolio_allocation_js

A JavaScript library to allocate and optimize financial portfolios.

clustering linear-programming portfolio-optimization quantitative-finance smo optimization-algorithms quadratic-programming convex-optimization fista portfolio-selection correlation-matrix portfolio-allocation markowitz risk-parity risk-budgeting critical-line-algorithm index-tracking equal-risk-contributions

Updated Mar 3, 2023
JavaScript

gabrielesansonc / ModernPortfolioTheoryViz

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

portfolio finance optimization markowitz vizualization

Updated Apr 17, 2024
JavaScript

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