financial-machine-learning/generated_wiki/portfolio_selection_and_optimisation.md

| <sub>repo</sub>                                                                                                                                   | <sub>comment</sub>                                                                                                                           | <sub>created_at</sub>     | <sub>last_commit</sub>    | <sub>star_count</sub>   | <sub>repo_status</sub>        | <sub>rating</sub>   |
|:--------------------------------------------------------------------------------------------------------------------------------------------------|:---------------------------------------------------------------------------------------------------------------------------------------------|:--------------------------|:--------------------------|:------------------------|:------------------------------|:--------------------|
| <sub>[Modern Portfolio Theory](https://nbviewer.jupyter.org/github/Marigold/universal-portfolios/blob/master/modern-portfolio-theory.ipynb)</sub> | <sub>Universal portfolios; modern portfolio theory.</sub>                                                                                    | <sub>nan</sub>            | <sub>nan</sub>            | <sub>nan</sub>          | <sub>:heavy_check_mark:</sub> | <sub></sub>         |
| <sub>[Online Portfolio Selection](https://nbviewer.jupyter.org/github/paulperry/quant/blob/master/OLPS_Comparison.ipynb)</sub>                    | <sub>****Comparing OLPS algorithms on a diversified set of ETFs.</sub>                                                                       | <sub>nan</sub>            | <sub>nan</sub>            | <sub>nan</sub>          | <sub>:heavy_check_mark:</sub> | <sub></sub>         |
| <sub>[OLMAR Algorithm](https://github.com/charlessutton/OLMAR/blob/master/Part3.ipynb)</sub>                                                      | <sub>Relative importance of each component of the OLMAR algorithm.</sub>                                                                     | <sub>7/26/16 16:20</sub>  | <sub>12/30/16 11:40</sub> | <sub>6.0</sub>          | <sub>:heavy_check_mark:</sub> | <sub></sub>         |
| <sub>[Reinforcement Learning](https://github.com/filangel/qtrader)</sub>                                                                          | <sub>Reinforcement Learning for Portfolio Management.</sub>                                                                                  | <sub>10/7/17 9:14</sub>   | <sub>6/26/18 9:22</sub>   | <sub>364.0</sub>        | <sub>:heavy_check_mark:</sub> | <sub></sub>         |
| <sub>[DeepDow](https://github.com/jankrepl/deepdow)</sub>                                                                                         | <sub>Portfolio optimization with deep learning.</sub>                                                                                        | <sub>2/2/20 8:46</sub>    | <sub>2/16/21 18:50</sub>  | <sub>303.0</sub>        | <sub>:heavy_check_mark:</sub> | <sub></sub>         |
| <sub>[Distribution Characteristic Optimisation](https://github.com/VivekPa/OptimalPortfolio)</sub>                                                | <sub>Extends classical portfolio optimisation to take the skewness and kurtosis of the distribution of market invariants into account.</sub> | <sub>11/16/18 12:20</sub> | <sub>7/4/19 1:41</sub>    | <sub>229.0</sub>        | <sub>:heavy_check_mark:</sub> | <sub></sub>         |
| <sub>[PyPortfolioOpt](https://github.com/robertmartin8/PyPortfolioOpt)</sub>                                                                      | <sub>Financial portfolio optimisation, including classical efficient frontier and advanced methods.</sub>                                    | <sub>5/29/18 13:30</sub>  | <sub>2/25/21 13:01</sub>  | <sub>1865.0</sub>       | <sub>:heavy_check_mark:</sub> | <sub></sub>         |
| <sub>[401K Portfolio Optimisation](https://github.com/otosman/Python-for-Finance/blob/master/Portfolio%20Optimization%20401k.ipynb)</sub>         | <sub>Portfolio analyses and optimisation for 401K.</sub>                                                                                     | <sub>8/1/18 19:48</sub>   | <sub>9/5/19 11:18</sub>   | <sub>14.0</sub>         | <sub>:heavy_check_mark:</sub> | <sub></sub>         |
| <sub>[Policy Gradient Portfolio](https://github.com/ZhengyaoJiang/PGPortfolio)</sub>                                                              | <sub>A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem.</sub>                                           | <sub>11/12/17 16:08</sub> | <sub>5/9/19 9:50</sub>    | <sub>1274.0</sub>       | <sub>:heavy_check_mark:</sub> | <sub></sub>         |
| <sub>[Deep Portfolio Theory](https://github.com/tcloaa/Deep-Portfolio-Theory)</sub>                                                               | <sub>Autoencoder framework for portfolio selection.</sub>                                                                                    | <sub>2/10/17 9:03</sub>   | <sub>3/8/18 16:47</sub>   | <sub>104.0</sub>        | <sub>:heavy_check_mark:</sub> | <sub></sub>         |
| <sub>[Efficient Frontier](https://github.com/tthustla/efficient_frontier/blob/master/Efficient%20_Frontier_implementation.ipynb)</sub>            | <sub>Modern Portfolio Theory.</sub>                                                                                                          | <sub>2/17/18 8:19</sub>   | <sub>2/27/18 13:16</sub>  | <sub>104.0</sub>        | <sub>:heavy_check_mark:</sub> | <sub></sub>         |