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npmjs.org : portfolio-allocation
A JavaScript library to allocate and optimize financial portfolios.
Registry
-
Source
- Homepage
- JSON
- codemeta.json
purl: pkg:npm/portfolio-allocation
Keywords:
quantitative finance
, portfolio allocation
, portfolio optimization
, mean variance optimization
, minimum variance portfolio
, maximum sharpe portfolio
, mean variance efficient frontier
, risk parity
, clustering
, convex-optimization
, correlation-matrix
, critical-line-algorithm
, equal-risk-contributions
, fista
, index-tracking
, linear-programming
, markowitz
, optimization-algorithms
, portfolio-allocation
, portfolio-optimization
, portfolio-selection
, quadratic-programming
, quantitative-finance
, risk-budgeting
, risk-parity
, smo
License: MIT
Latest release: about 5 years ago
First release: over 8 years ago
Dependent packages: 1
Dependent repositories: 10
Downloads: 180 last month
Stars: 182 on GitHub
Forks: 35 on GitHub
Total Commits: 81
Committers: 3
Average commits per author: 27.0
Development Distribution Score (DDS): 0.457
More commit stats: commits.ecosyste.ms
See more repository details: repos.ecosyste.ms
Last synced: 25 days ago