Top 1 index-tracking open source projects
portfolio allocation js
A JavaScript library to allocate and optimize financial portfolios.
✭ 145
javascriptHTMLclusteringlinear-programmingportfolio-optimizationquantitative-financesmooptimization-algorithmsquadratic-programmingconvex-optimizationfistaportfolio-selectioncorrelation-matrixportfolio-allocationmarkowitzrisk-parityrisk-budgetingcritical-line-algorithmindex-trackingequal-risk-contributions1-1 of 1 index-tracking projects