| _repo | _comment | _{created_at} | _{last_commit} | _{star_count} | _{repo_status} | _rating | |:--------------------------------------------------------------------------------------------------------------------------------------------------|:---------------------------------------------------------------------------------------------------------------------------------------------|:--------------------------|:--------------------------|:------------------------|:------------------------------------|:--------------------| | _{[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:} | | | _{[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:} | | | _{[OLMAR Algorithm](https://github.com/charlessutton/OLMAR/blob/master/Part3.ipynb)} | _{Relative importance of each component of the OLMAR algorithm.} | _{7/26/16 16:20} | _{12/30/16 11:40} | _7.0 | _{:heavy_multiplication_x:} | | | _{[Riskfolio-Lib](https://github.com/dcajasn/Riskfolio-Lib)} | _NEW | _{3/2/20 19:49} | _{4/1/21 3:50} | _371.0 | _{:heavy_check_mark:} | | | _{[Reinforcement Learning](https://github.com/filangel/qtrader)} | _{Reinforcement Learning for Portfolio Management.} | _{10/7/17 9:14} | _{6/26/18 9:22} | _364.0 | _{:heavy_multiplication_x:} | | | _{[DeepDow](https://github.com/jankrepl/deepdow)} | _{Portfolio optimization with deep learning.} | _{2/2/20 8:46} | _{2/16/21 18:50} | _311.0 | _{: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.} | _{11/16/18 12:20} | _{7/4/19 1:41} | _232.0 | _{:heavy_check_mark:} | | | _{[PyPortfolioOpt](https://github.com/robertmartin8/PyPortfolioOpt)} | _{Financial portfolio optimisation, including classical efficient frontier and advanced methods.} | _{5/29/18 13:30} | _{2/25/21 13:01} | _1895.0 | _{: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.} | _{8/1/18 19:48} | _{9/5/19 11:18} | _14.0 | _{:heavy_check_mark:} | | | _{[Policy Gradient Portfolio](https://github.com/ZhengyaoJiang/PGPortfolio)} | _{A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem.} | _{11/12/17 16:08} | _{5/9/19 9:50} | _1281.0 | _{:heavy_check_mark:} | | | _{[riskparity.py](https://github.com/dppalomar/riskparity.py)} | _NEW | _{7/13/19 21:30} | _{1/30/21 1:53} | _124.0 | _{:heavy_check_mark:} | | | _{[Deep Portfolio Theory](https://github.com/tcloaa/Deep-Portfolio-Theory)} | _{Autoencoder framework for portfolio selection.} | _{2/10/17 9:03} | _{3/8/18 16:47} | _105.0 | _{:heavy_multiplication_x:} | | | _{[Efficient Frontier](https://github.com/tthustla/efficient_frontier/blob/master/Efficient%20_Frontier_implementation.ipynb)} | _{Modern Portfolio Theory.} | _{2/17/18 8:19} | _{2/27/18 13:16} | _104.0 | _{:heavy_multiplication_x:} | | | _{[node-finance](https://github.com/albertosantini/node-finance)} | _NEW | _{9/17/11 17:49} | _{4/5/21 8:01} | _101.0 | _{:heavy_check_mark:} | |