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Added PyPortfolioOpt repo

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Added PyPortfolioOpt repo from Robert Martin
very active repo and quality stuff
https://github.com/robertmartin8/PyPortfolioOpt
best, A.G.
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Alexander Ows
2021-03-01 01:45:49 +01:00
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@@ -47,6 +47,7 @@ If you want to contribute to this list (please do), send me a pull request or co
- [Distribution Characteristic Optimisation](https://github.com/VivekPa/OptimalPortfolio) - Extends classical portfolio optimisation to take the skewness and kurtosis of the distribution of market invariants into account.
- [Reinforcement Learning](https://github.com/filangel/qtrader) - Reinforcement Learning for Portfolio Management.
- [Efficient Frontier](https://github.com/tthustla/efficient_frontier/blob/master/Efficient%20_Frontier_implementation.ipynb) - Modern Portfolio Theory.
- [PyPortfolioOpt](https://github.com/robertmartin8/PyPortfolioOpt) - Financial portfolio optimisation, including classical efficient frontier and advanced methods.
- [Policy Gradient Portfolio](https://github.com/ZhengyaoJiang/PGPortfolio) - A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem.
- [Deep Portfolio Theory](https://github.com/tcloaa/Deep-Portfolio-Theory) - Autoencoder framework for portfolio selection.
- [401K Portfolio Optimisation](https://github.com/otosman/Python-for-Finance/blob/master/Portfolio%20Optimization%20401k.ipynb) - Portfolio analyses and optimisation for 401K.