tradytics/eiten
Statistical and Algorithmic Investing Strategies for Everyone
This tool helps individual investors and traders build diversified stock portfolios using advanced statistical and algorithmic strategies. You provide a list of stocks, and it outputs several portfolio options like Eigen Portfolios or Minimum Variance Portfolios, along with performance comparisons against market indexes like QQQ or SPY. It's designed for active investors who want to systematically construct and backtest their portfolios.
3,157 stars. No commits in the last 6 months.
Use this if you are an investor or trader looking to apply quantitative strategies to build and rigorously test stock portfolios that aim to outperform or manage risk against market benchmarks.
Not ideal if you are a passive investor looking for simple buy-and-hold strategies or prefer to use traditional financial advisory services.
Stars
3,157
Forks
371
Language
Python
License
GPL-3.0
Category
Last pushed
Jul 30, 2022
Commits (30d)
0
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