search

wilsonfreitas / awesome-quant

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
https://wilsonfreitas.github.io/awesome-quant/
17.61k stars 2.59k forks source link

add portfolio-allocation library #114

Closed cesarvargas00 closed 3 years ago

cesarvargas00 commented 3 years ago

PortfolioAllocation is a JavaScript library designed to help constructing financial portfolios made of several assets: bonds, commodities, cryptocurrencies, currencies, exchange traded funds (ETFs), mutual funds, stocks...

This library is really awesome when it comes to Portfolio Optimization using Markowitz. I believe it should be in this awesome list!