Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

Python library for portfolio optimization built on top of scikit-learn

Fast and scalable construction of risk parity portfolios

A JavaScript library to allocate and optimize financial portfolios.

Constrained and Unconstrained Risk Budgeting / Risk Parity Allocation in Python

Design of Risk Parity Portfolios

Risk_Parity strategy 风险平价

Backtesting of different trading strategies by applying different Modern Portfolio Theory (MPT) approaches on long-only ETFs portfolios in Python.

Factor Risk Parity Portfolio Construction algorithm. Built during my Master's. final project. Backtested on the S&P500.

Constructing a portfolio of crypto and stock assets utlizing ESG scores as well as machine learning models to predict buy / sell signals after establishing asset weights using hierarchical risk parity models.

Streamlit app to simulate/optimize different portfolio allocations based on mathematical methods.

LSTM-ARIMA with attention mechanism and multiplicative decomposition for sophisticated stock forecasting.

Adaptive regime estimation of market conditions based on Maewal and Bock (2018)

Quantitative Risk and Asset Management Project - HEC Lausanne

We Design a PCA Cluster Risk Parity Portfolio

Portfolio evaluation and backtesting using k-means, bounded k-means and hierarchical risk parity

Optimizing equities portfolios using Mean-Variance Optimization, Robust Mean-Variance Optimization, Risk-Parity (ERC), and One-Fund Theorem

Implementing Hierarchical Risk Parity (HRP) for optimal asset allocation with improved risk contribution distribution

Risk parity algorithm using reinforcement learning

Risk Parity portfolio construction in Python, emphasizing balanced risk allocation instead of equal weighting