| repo | comment | created_at | last_commit | star_count | repo_status | rating | |:--------------------------------------------------------------------------------------------------------------------------------------------------|:---------------------------------------------------------------------------------------------------------------------------------------------|:-------------------------------|:-------------------------------|:------------------------|:------------------------------------|:--------------------| | [Modern Portfolio Theory](https://nbviewer.jupyter.org/github/Marigold/universal-portfolios/blob/master/modern-portfolio-theory.ipynb) | Universal portfolios; modern portfolio theory. | nan | nan | nan | :heavy_check_mark: | | | [Online Portfolio Selection](https://nbviewer.jupyter.org/github/paulperry/quant/blob/master/OLPS_Comparison.ipynb) | ****Comparing OLPS algorithms on a diversified set of ETFs. | nan | nan | nan | :heavy_check_mark: | | | [cvxportfolio](https://github.com/cvxgrp/cvxportfolio) | NEW | 2017-01-11 01:16:16 | 2024-09-27 14:09:43 | 968.0 | :heavy_check_mark: | | | [DeepDow](https://github.com/jankrepl/deepdow) | Portfolio optimization with deep learning. | 2020-02-02 08:46:33 | 2024-01-24 15:56:34 | 901.0 | :heavy_check_mark: | | | [Reinforcement Learning](https://github.com/filangel/qtrader) | Reinforcement Learning for Portfolio Management. | 2017-10-07 09:14:33 | 2018-06-26 09:22:27 | 453.0 | :heavy_multiplication_x: | | | [PyPortfolioOpt](https://github.com/robertmartin8/PyPortfolioOpt) | Financial portfolio optimisation, including classical efficient frontier and advanced methods. | 2018-05-29 13:30:30 | 2024-05-28 23:05:51 | 4425.0 | :heavy_check_mark: | | | [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. | 2018-11-16 12:20:25 | 2024-02-27 21:38:36 | 352.0 | :heavy_check_mark: | | | [Riskfolio-Lib](https://github.com/dcajasn/Riskfolio-Lib) | NEW | 2020-03-02 19:49:06 | 2024-07-29 21:51:42 | 2985.0 | :heavy_check_mark: | | | [riskparity.py](https://github.com/convexfi/riskparity.py) | NEW | 2019-07-13 21:30:55 | 2024-05-27 00:29:29 | 285.0 | :heavy_check_mark: | | | [riskparity.py](https://github.com/dppalomar/riskparity.py) | NEW | 2019-07-13 21:30:55 | 2024-05-27 00:29:29 | 285.0 | :heavy_check_mark: | | | [okama](https://github.com/mbk-dev/okama) | NEW | 2020-03-02 14:48:29 | 2024-07-06 13:39:25 | 205.0 | :heavy_check_mark: | | | [Efficient Frontier](https://github.com/tthustla/efficient_frontier/blob/master/Efficient%20_Frontier_implementation.ipynb) | Modern Portfolio Theory. | 2018-02-17 08:19:46 | 2018-02-27 13:16:57 | 184.0 | :heavy_multiplication_x: | | | [Policy Gradient Portfolio](https://github.com/ZhengyaoJiang/PGPortfolio) | A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem. | 2017-11-12 16:08:44 | 2021-07-30 15:03:59 | 1739.0 | :heavy_multiplication_x: | | | [finance-courses](https://github.com/z4ir3/finance-courses) | NEW | 2019-10-10 10:50:03 | 2023-12-11 23:09:10 | 171.0 | :heavy_check_mark: | | | [401K Portfolio Optimisation](https://github.com/otosman/Python-for-Finance/blob/master/Portfolio%20Optimization%20401k.ipynb) | Portfolio analyses and optimisation for 401K. | 2018-08-01 19:48:24 | 2019-09-05 11:18:56 | 17.0 | :heavy_multiplication_x: | | | [Deep Portfolio Theory](https://github.com/tcloaa/Deep-Portfolio-Theory) | Autoencoder framework for portfolio selection. | 2017-02-10 09:03:08 | 2018-03-08 16:47:00 | 129.0 | :heavy_multiplication_x: | | | [node-finance](https://github.com/albertosantini/node-finance) | NEW | 2011-09-17 17:49:56 | 2022-09-30 05:08:24 | 122.0 | :heavy_check_mark: | | | [portfolio-optimize](https://github.com/manujajay/portfolio-optimize) | NEW | 2024-03-10 19:40:41 | 2024-03-11 23:33:22 | 112.0 | :heavy_check_mark: | | | [OLMAR Algorithm](https://github.com/charlessutton/OLMAR/blob/master/Part3.ipynb) | Relative importance of each component of the OLMAR algorithm. | 2016-07-26 16:20:10 | 2016-12-30 11:40:53 | 11.0 | :heavy_multiplication_x: | |