| _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:} | | | _{[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} | _9.0 | _{:heavy_multiplication_x:} | | | _{[Riskfolio-Lib](https://github.com/dcajasn/Riskfolio-Lib)} | _NEW | _{2020-03-02 19:49:06} | _{2021-10-11 04:31:03} | _791.0 | _{:heavy_check_mark:} | | | _{[DeepDow](https://github.com/jankrepl/deepdow)} | _{Portfolio optimization with deep learning.} | _{2020-02-02 08:46:33} | _{2021-07-09 14:59:21} | _446.0 | _{: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} | _384.0 | _{:heavy_multiplication_x:} | | | _{[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} | _{2021-10-10 11:03:23} | _273.0 | _{:heavy_check_mark:} | | | _{[PyPortfolioOpt](https://github.com/robertmartin8/PyPortfolioOpt)} | _{Financial portfolio optimisation, including classical efficient frontier and advanced methods.} | _{2018-05-29 13:30:30} | _{2021-10-19 20:54:46} | _2492.0 | _{:heavy_check_mark:} | | | _{[riskparity.py](https://github.com/dppalomar/riskparity.py)} | _NEW | _{2019-07-13 21:30:55} | _{2021-06-10 12:25:08} | _167.0 | _{: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} | _15.0 | _{: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} | _1419.0 | _{: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} | _121.0 | _{: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} | _111.0 | _{:heavy_multiplication_x:} | | | _{[node-finance](https://github.com/albertosantini/node-finance)} | _NEW | _{2011-09-17 17:49:56} | _{2021-04-05 08:01:12} | _106.0 | _{:heavy_check_mark:} | |