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cvxpy

Here are 2 public repositories matching this topic...

cvxpy / cvxpy

A Python-embedded modeling language for convex optimization problems.

python optimization modeling-language numerical-optimization cvxpy convex-optimization optimization-modeling mathematical-optimization

Updated Nov 4, 2024
C++

Riskfolio-Lib

dcajasn / Riskfolio-Lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

finance trading portfolio-optimization sharpe-ratio quantitative-finance investment cvxpy convex-optimization asset-allocation stepwise-regression investment-analysis principal-components-regression risk-factors portfolio-management risk-parity efficient-frontier drawdown-model duration-matching cvar-optimization risk-contribution

Updated Oct 23, 2024
C++

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