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>2016-07-26 16:20:10</sub> | <sub>2016-12-30 11:40:53</sub> | <sub>9.0</sub>          | <sub>:heavy_multiplication_x:</sub> | <sub></sub>         |
| <sub>[Riskfolio-Lib](https://github.com/dcajasn/Riskfolio-Lib)</sub>                                                                              | <sub>NEW</sub>                                                                                                                               | <sub>2020-03-02 19:49:06</sub> | <sub>2021-10-11 04:31:03</sub> | <sub>791.0</sub>        | <sub>:heavy_check_mark:</sub>       | <sub></sub>         |
| <sub>[DeepDow](https://github.com/jankrepl/deepdow)</sub>                                                                                         | <sub>Portfolio optimization with deep learning.</sub>                                                                                        | <sub>2020-02-02 08:46:33</sub> | <sub>2021-07-09 14:59:21</sub> | <sub>446.0</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>2017-10-07 09:14:33</sub> | <sub>2018-06-26 09:22:27</sub> | <sub>384.0</sub>        | <sub>:heavy_multiplication_x:</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>2018-11-16 12:20:25</sub> | <sub>2021-10-10 11:03:23</sub> | <sub>273.0</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>2018-05-29 13:30:30</sub> | <sub>2021-10-19 20:54:46</sub> | <sub>2492.0</sub>       | <sub>:heavy_check_mark:</sub>       | <sub></sub>         |
| <sub>[riskparity.py](https://github.com/dppalomar/riskparity.py)</sub>                                                                            | <sub>NEW</sub>                                                                                                                               | <sub>2019-07-13 21:30:55</sub> | <sub>2021-06-10 12:25:08</sub> | <sub>167.0</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>2018-08-01 19:48:24</sub> | <sub>2019-09-05 11:18:56</sub> | <sub>15.0</sub>         | <sub>:heavy_multiplication_x:</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>2017-11-12 16:08:44</sub> | <sub>2021-07-30 15:03:59</sub> | <sub>1419.0</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>2018-02-17 08:19:46</sub> | <sub>2018-02-27 13:16:57</sub> | <sub>121.0</sub>        | <sub>:heavy_multiplication_x:</sub> | <sub></sub>         |
| <sub>[Deep Portfolio Theory](https://github.com/tcloaa/Deep-Portfolio-Theory)</sub>                                                               | <sub>Autoencoder framework for portfolio selection.</sub>                                                                                    | <sub>2017-02-10 09:03:08</sub> | <sub>2018-03-08 16:47:00</sub> | <sub>111.0</sub>        | <sub>:heavy_multiplication_x:</sub> | <sub></sub>         |
| <sub>[node-finance](https://github.com/albertosantini/node-finance)</sub>                                                                         | <sub>NEW</sub>                                                                                                                               | <sub>2011-09-17 17:49:56</sub> | <sub>2021-04-05 08:01:12</sub> | <sub>106.0</sub>        | <sub>:heavy_check_mark:</sub>       | <sub></sub>         |