FinRL-X: An AI-Native Modular Infrastructure for Quantitative Trading
Entropy Pooling views and stress testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
A JavaScript library to allocate and optimize financial portfolios.
Python based Quant Finance Models, Tools and Algorithmic Decision Making
PDF Statement Data Extractor and Analyzer. A Python script for extracting and analyzing financial data from PDF statements, with a focus on Schwab statements.
Applied different portfolio allocation techniques to Ken French Industry Portfolio, ranging from basic (Equal Weighting) to advanced (Tail Risk Parity)
Deterministic market regime detection agent with persistent state and transparent signal-based classification.
Reinforcement Learning for Execution & Portfolio Allocation -- open research repo using PPO/SAC with classical baselines (TWAP, VWAP, Almgren-Chriss). LGPL-3.0 Licensed. Contributions welcome.
Turns an investment amount and a couple of strategies into an actual allocation: which stocks, how many whole shares, what is left in cash, and the risk that comes with it. FastAPI backend, Next.js dashboard.
Portfolio allocation tutorial with python
Rule-based monthly momentum allocation for an analyst-picked basket. Desk study with first-month results, plus a live dashboard to run the strategies on any basket and start date.
Efficient Portfolio Allocation using Markowitz's Efficient Frontier
Calculate optimal asset allocation for any given stocks, ETFs, mutual funds with an interactive shiny app
This repository contains all code and resources related to my bachelor's thesis.
How do you construct your portfolio: asset selection, allocation and turnover? What're the constraints in investments strategies? Is a portfolio based on machine learning more rewarding than a Markovitz one? We'll try to answer these questions in small projects.
This project was focused on optimizing portfolio allocation for September 2022 using past data in order to maximize profits.
Portfolio allocation strategies benchmarked on S&P 500 data — comparing Equal-Weight, Markowitz MVP, Random Forest and Logistic Regression with full backtesting and risk metrics. Final ML project at ESILV (2025–2026).
R²PA — Regime-aware reinforcement learning for portfolio allocation (RL, regime signals, LLM oracle)
Reinforcement Learning based agent capable of performing portfolio allocation (Under development)
Quantitative portfolio allocation bot using a Channel Breakout strategy — built for the PoC × Ramify Hackathon
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