Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.
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Dec 27, 2017 - Python
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black-litterman
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Entropy Pooling in Python with a BSD 3-Clause license.
entropy investments bayesian quantitative-finance mathematical-finance asset-allocation portfolio-construction black-litterman maximum-entropy portfolio-selection asset-management investment-analysis investment-management cvar conditional-value-at-risk entropy-pooling market-views investment-risk fortitudo-tech
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Jan 23, 2026 - Python
Enhanced Portfolio Optimization (EPO)
robust-optimization bayesian-optimization principal-component-analysis black-litterman mean-variance-optimization
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Mar 5, 2024 - R
Dynamic adjusted BL portfolio based on GARCH model
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Aug 23, 2018 - MATLAB
End-to-end portfolio optimization (MVO), Risk Parity, Black–Litterman, regime targeting
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Sep 18, 2025 - Python
DRIP Asset Allocation is a collection of model libraries for MPT framework, Black Litterman Strategy Incorporator, Holdings Constraint, and Transaction Costs.
java drip asset-allocation portfolio-construction optimal-execution drip-asset-allocation black-litterman constrained-portfolio-optimization factor-models idzorek almgren-chriss optimal-transaction transaction-cost optimal-dynamic-portfolio multi-period-portfolio-optimization stochastic-liquidity-volatility market-impact-models principal-program-trades mean-variance-optimization
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Sep 26, 2018 - CSS
ESG investing web app that takes user inputs to generate personalized equity portfolios and even comparative firm ESG rankings.
python flask asset-allocation black-litterman modern-portfolio-theory wealth-management esg markowitz-model
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Dec 15, 2022 - HTML
Streamlit app to simulate/optimize different portfolio allocations based on mathematical methods.
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Jan 31, 2024 - Python
Asset allocation and portfolio optimization implementations to examine how each one differs and affects the overall portfolio.
portfolio-optimization asset-allocation black-litterman modern-portfolio-theory wealth-management markowitz-portfolio-analysis
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Dec 16, 2022 - Jupyter Notebook
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.
python finance portfolio-optimization sharpe-ratio quantitative-finance algorithmic-trading cvxpy convex-optimization asset-allocation black-litterman risk-management investment-analysis portfolio-management efficient-frontier financial-machine-learning llm-tools llm-finance model-context-protocol mcp-server hierarchical-risk-parity
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Jun 11, 2025 - Python
Flexible Python library for asset allocation and investor view integration
portfolio-optimization robust-optimization bayesian-inference quantitative-finance asset-allocation black-litterman mean-variance-optimization shrinkage-estimators cvar-optimization entropy-pooling
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Nov 30, 2025 - Python
Black-Litterman with MVO program for asset allocation (ETF)
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Dec 29, 2021 - Jupyter Notebook
Dynamic Investing strategy with nowcasting
portfolio finance machine-learning quantitative-finance investment financial-data financial-analysis quantitative-trading black-litterman nowcasting dynamic-investment
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Sep 18, 2023
Portfolio Analyzer is a modular toolkit for advanced portfolio construction, optimization, and risk analytics. It features Black-Litterman blending, robust statistical estimation, Monte Carlo simulation, and interactive Jupyter workflows for quantitative investment research.
python data-science jupyter-notebook monte-carlo-simulation portfolio-optimization quantitative-finance financial-analysis asset-allocation black-litterman risk-management backtesting statistical-modeling investment-strategy
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Sep 7, 2025 - Jupyter Notebook
Portfolio Management Midterm Project (Team SaigonQuant - K60) - Dr. Nguyen Thi Hoang Anh - FTU2
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Oct 29, 2024
Index and Factor Construction with Implied Covariance Process
monte-carlo-simulation portfolio-optimization quantitative-finance covariance-matrix black-litterman factor-models covariance-estimation financial-modeling
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Sep 7, 2025 - Jupyter Notebook
Building a balanced Vanguard ETF portfolio with data-driven optimization—exploring advanced methods, robust backtesting, and an interactive Dash app to pick your optimal mix.
python plotly jupyter-notebook dash portfolio-optimization quantitative-finance etf vanguard garch cvxpy asset-allocation black-litterman mean-variance-optimization dcc backtesting risk-parity efficient-frontier regime-switching hierarchical-risk-parity
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Aug 11, 2025 - Jupyter Notebook
LSTM-enhanced Black-Litterman model using NIFTY 50 stocks
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Jun 3, 2025 - Jupyter Notebook
Portfolio Optimization in MATLAB with S&P500 Subset. Efficient Frontier, CAPM, and Black-Litterman implementation using real market data.
finance matlab portfolio-optimization quantitative-finance asset-allocation black-litterman capm markowitz efficient-frontier
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Apr 30, 2025 - MATLAB
Tax-Aware Dividend Allocation with Deferral Effects
finance tax quantitative-finance financial-data financial-analysis asset-allocation black-litterman asset-management financial-data-analysis financial-market tax-loss-harvestor
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Sep 22, 2025
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