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lequant40/portfolio_allocation_js

A JavaScript library to allocate and optimize financial portfolios.

1 awesome list

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Stars
187
Forks
38
Open issues
3
Commits
87

Activity and growth

Latest capture 2026-07-21 03:07

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Topics

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

Metadata

Language
JavaScript
License
MIT
Default branch
master
Created
2017-06-09
First commit
2017-06-09
Last pushed
2023-03-03
GitHub updated
2026-06-03
Last synced
2026-07-21 03:07
Stack scanned
2026-07-21 03:07
Archived
No
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3 observed captures since 2026-06-19. Charts use measured snapshots only.

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