Financial portfolio optimization in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
- finance
- portfolio-optimization
- portfolio-management
- quantitative-finance
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Transparent and Efficient Financial Analysis
- financial-statements
- stock-data
- fundamental-analysis
- fundamentals
MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
- machine-learning
- trading
- investing
- research
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
- risk
- pricing
- risk-management
- asset-allocation
MarS: a Financial Market Simulation Engine Powered by Generative Foundation Model
PGPortfolio: Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"(https://arxiv.org/pdf/1706.10059.pdf).
Common financial risk and performance metrics. Used by zipline and pyfolio.
Go library containing a collection of financial functions for time value of money (annuities), cash flow, interest rate conversions, bonds and depreciation calculations.
- golang
- fintech
Financial Market Intelligence MCP Server — stock quotes, technical analysis, crypto data, and portfolio insights for AI agents