dcelisgarza/PortfolioOptimisers.jl
Portfolio Optimisation library built in Julia.
This tool helps financial professionals, such as quantitative analysts or portfolio managers, construct investment portfolios. You input historical asset prices and it outputs optimal portfolio weights designed to either minimize risk for a target return, or maximize return for a target risk level. It also handles practical considerations like discrete share allocation based on available cash.
Use this if you need to systematically determine the best allocation of funds across various assets to meet specific risk and return objectives for an investment portfolio.
Not ideal if you are looking for specific financial advice or a tool that makes investment decisions for you, as it focuses on portfolio construction mechanics rather than market predictions or individual stock recommendations.
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Language
Julia
License
MIT
Category
Last pushed
Mar 13, 2026
Commits (30d)
0
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