Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.

Entropy Pooling in Python with a BSD 3-Clause license.

Enhanced Portfolio Optimization (EPO)

Dynamic adjusted BL portfolio based on GARCH model

DRIP Asset Allocation is a collection of model libraries for MPT framework, Black Litterman Strategy Incorporator, Holdings Constraint, and Transaction Costs.

ESG investing web app that takes user inputs to generate personalized equity portfolios and even comparative firm ESG rankings.

Streamlit app to simulate/optimize different portfolio allocations based on mathematical methods.

Black-Litterman with MVO program for asset allocation (ETF)

Dynamic Investing strategy with nowcasting

Asset allocation and portfolio optimization implementations to examine how each one differs and affects the overall portfolio.

Portfolio Management Midterm Project (Team SaigonQuant - K60) - Dr. Nguyen Thi Hoang Anh - FTU2

McPortfolio: A Model Context Protocol server providing 9 specialized tools for LLM-driven portfolio optimization using natural language, covering mean-variance to machine learning approaches.

LSTM-enhanced Black-Litterman model using NIFTY 50 stocks

Portfolio Optimization in MATLAB with S&P500 Subset. Efficient Frontier, CAPM, and Black-Litterman implementation using real market data.

Flexible Python library for asset allocation and investor view integration

Enhanced the Black-Litterman model by incorporating vine-copula models for market equilibrium returns and ensemble machine learning for forecasting asset returns. Used ML model errors to quantify view uncertainty, improving portfolio performance and max drawdown in Taiwan’s stock market.