proxy.golang.org "portfolio-allocation" keyword
View the packages on the proxy.golang.org package registry that are tagged with the "portfolio-allocation" keyword.
Top 5.6% on proxy.golang.org
11 versions - Latest release: about 5 years ago - 182 stars on GitHub
github.com/lequant40/portfolio_allocation_js v0.0.11
A JavaScript library to allocate and optimize financial portfolios.11 versions - Latest release: about 5 years ago - 182 stars on GitHub
Top 5.6% on proxy.golang.org
38 versions - Latest release: 23 days ago - 266 stars on GitHub
github.com/fortitudo-tech/fortitudo.tech v1.11.12
Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio...38 versions - Latest release: 23 days ago - 266 stars on GitHub
Related Keywords
quantitative-finance
2
portfolio-selection
2
portfolio-optimization
2
asset-management
1
conditional-value-at-risk
1
cvar
1
cvar-optimization
1
efficient-frontier
1
entropy
1
entropy-pooling
1
investment
1
investment-analysis
1
investment-management
1
investments
1
mathematical-finance
1
mean-variance-optimization
1
portfolio-construction
1
risk-adjusted-return
1
asset-allocation
1
smo
1
risk-parity
1
risk-budgeting
1
quadratic-programming
1
optimization-algorithms
1
markowitz
1
linear-programming
1
index-tracking
1
fista
1
equal-risk-contributions
1
critical-line-algorithm
1
correlation-matrix
1
convex-optimization
1
clustering
1