risk-budgeting

Here are 4 public repositories matching this topic...

lequant40 / portfolio_allocation_js

A JavaScript library to allocate and optimize financial portfolios.

clustering linear-programming portfolio-optimization quantitative-finance smo optimization-algorithms quadratic-programming convex-optimization fista portfolio-selection correlation-matrix portfolio-allocation markowitz risk-parity risk-budgeting critical-line-algorithm index-tracking equal-risk-contributions

Updated Mar 3, 2023
JavaScript

jcrichard / pyrb

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Constrained and Unconstrained Risk Budgeting / Risk Parity Allocation in Python

finance portfolio-optimization risk-parity risk-budgeting

Updated Jul 6, 2023
Python

dcelisgarza / PortfolioOptimisers.jl

Sponsor

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Portfolio optimisation library for Julia. Over 50 risk measures (CVaR, EVaR, RLVaR, drawdown, OWA), hierarchical risk parity, HERC, nested clustered optimisation, risk budgeting, near-optimal centering, four Black-Litterman variants, entropy pooling, factor and high-order priors, denoising, and JuMP-backed convex and non-convex optimization.

Updated Sep 12, 2026
Julia

muMAJJI / Portfolio-optimization---Risk-Parity-Model

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Risk Parity portfolio construction in Python, emphasizing balanced risk allocation instead of equal weighting

python portfolio-optimization quantitative-finance asset-allocation risk-parity risk-budgeting financial-modeling alternative-portfolio-theory

Updated Apr 29, 2025
Jupyter Notebook

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