critical line algorithm for efficient frontier
☆22Jul 22, 2026Updated this week
Alternatives and similar repositories for cvxcla
Users that are interested in cvxcla are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Underlying package for the 10-line cta☆15Updated this week
- Implementing a first hurdle for expected returns☆18Updated this week
- ☆36Updated this week
- ☆29Updated this week
- A CVXPY extension for saddle problems☆28Mar 1, 2026Updated 4 months ago
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- Sharpe ratio☆21Updated this week
- Simple command line interface to create repos based on templates☆36Jul 13, 2026Updated last week
- ☆11Mar 31, 2015Updated 11 years ago
- Robust Bond Portfolio Construction via Convex-Concave Saddle Point Optimization☆14May 13, 2024Updated 2 years ago
- A Python Package for Portfolio Optimization using the Critical Line Algorithm☆27Aug 1, 2023Updated 2 years ago
- CVQP: An operator splitting solver for large-scale CVaR-constrained quadratic programs☆29Apr 30, 2026Updated 2 months ago
- Time series and portfolio analytics for quantitative finance.☆44Updated this week
- Tool to support backtests☆53Updated this week
- Code for "Automatic repair of convex optimization problems".☆14Feb 4, 2020Updated 6 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Code for the paper "How to use the Sharpe ratio"☆100Feb 5, 2026Updated 5 months ago
- ☆25Apr 27, 2026Updated 2 months ago
- Investment Funnel 📈 is an open-source python platform designed for an easy development and backtesting of outperforming investment strat…☆72Updated this week
- Scripts for our paper ``Factor Augmented Sparse Throughput Deep Neural Networks for High Dimensional Regression''☆13Mar 18, 2025Updated last year
- ☆13Feb 4, 2022Updated 4 years ago
- Exploring actor critic deep reinforcement learning methods for maximizing profits by learning stock trading strategies☆11Mar 24, 2023Updated 3 years ago
- A python implementation of McCracken & Ng (2017) Matlab code which is used to estimate factor models and make predictions on the basis of…☆20Nov 6, 2019Updated 6 years ago
- Materials for the Princeton Quant Trading Conference Chicago 2018 workshop☆13Oct 22, 2018Updated 7 years ago
- Persist Pandas objects within a MongoDB database☆14Jul 13, 2026Updated last week
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- ☆18May 14, 2026Updated 2 months ago
- Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.☆24May 8, 2024Updated 2 years ago
- This repository contains the files to implement panel local projections inference as proposed in “Micro Responses to Macro Shocks” (M. Al…☆21Jul 1, 2026Updated 3 weeks ago
- Modular arithmetic in Python☆12Jul 17, 2022Updated 4 years ago
- Rust crates for the IB TWS API☆13Jul 8, 2023Updated 3 years ago
- my talk for credit suisse☆45Updated this week
- VeighNa框架的LevelDB数据库接口☆13Apr 23, 2023Updated 3 years ago
- A dojo to learn how to build a simple docker images, run it locally and deploy it in a kind cluster.☆10Jul 18, 2026Updated last week
- Inference in SVMA models identified by external instruments/proxies☆18Dec 21, 2022Updated 3 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Your opinionated Python SDMX library☆27Updated this week
- ☆19May 16, 2023Updated 3 years ago
- ☆13Mar 31, 2019Updated 7 years ago
- Free surface integral equation (SIE) method software for modeling light scattering in homogeneous, periodic, and layered environments.☆20May 4, 2026Updated 2 months ago
- vc-defer makes (some) Emacs VC operations fast(er).☆14Nov 16, 2020Updated 5 years ago
- Nonlinear Kalman Filter - Extended, Central Difference, Unscented Kalman Filter☆10May 18, 2022Updated 4 years ago
- use PCA method to select stocks and O-U stochastic process to control risk during stock selection and trading period☆15Oct 3, 2017Updated 8 years ago