Sign in
← Back to search
github Actively maintained

lequant40/portfolio_allocation_js

A JavaScript library to allocate and optimize financial portfolios.

1 awesome list

Quick read

Stars
187
Forks
38
Open issues
3
Commits
87

Activity and growth

Latest capture 2026-08-17 03:02

Stars · last 7 days
No history
Commits · last 7 days
No history
Stars since tracking
0
Stored snapshots
4

Classification

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
2026-08-17 03:02
Stack scanned
2026-08-17 03:02
Archived
No
Sign in to like lequant40/portfolio_allocation_js
README Open website View on GitHub

AI development signals

0 paths

Agent instructions and tool configuration found in this repository.

No config files detected.

Growth history

Tracked growth

4 observed captures since 2026-06-19. Observed captures are shown by default.

Stars from first capture 0

Chart data

Observed captures only

Time horizon

All tracked data

Custom date range

Stars history

Observed snapshots

Commits history

Observed snapshots

Similar repositories

Nearest indexed repositories by embedding similarity.

PyPortfolio/PyPortfolioOpt

Financial portfolio optimization in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

5,958 stars
Jupyter Notebook 1 awesome list

santoshlite/EigenLedger

An Open Source Portfolio Backtesting Engine for Everyone | 面向所有人的开源投资组合回测引擎

1,074 stars
Python 1 awesome list

Jebel-Quant/jquantstats

Time series and portfolio analytics for quantitative finance.

42 stars
Python 1 awesome list

tradytics/eiten

Statistical and Algorithmic Investing Strategies for Everyone

3,281 stars
Python 1 awesome list