connorbhickey / Meridian_v1.0.0 Star 0 Code Issues Pull requests Professional portfolio terminal — 14 optimization methods, walk-forward backtesting, factor analysis, regime detection, tax-loss harvesting, AI copilot. Python + PySide6. desktop-app python risk-analysis portfolio-optimization quantitative-finance backtesting pyside6 mean-variance Updated Feb 26, 2026 Python
FelipeCardozo0 / Systematic-Portfolio-Optimization-MPT Star 0 Code Issues Pull requests Python library for mean-variance portfolio optimization — Black-Litterman returns, Ledoit-Wolf covariance, efficient frontier, risk parity, CVaR minimization, and walk-forward backtesting with transaction costs. python portfolio-optimization quantitative-finance black-litterman backtesting modern-portfolio-theory covariance-estimation risk-parity efficient-frontier ledoit-wolf cvar mean-variance Updated Mar 16, 2026 Jupyter Notebook