proxy.golang.org : github.com/lequant40/portfolio_allocation_js
A JavaScript library to allocate and optimize financial portfolios.
Registry
-
Source
- Documentation
- JSON
purl: pkg:golang/github.com/lequant40/portfolio_allocation_js
Keywords:
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: almost 5 years ago
First release: over 8 years ago
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: 23 days ago