Repository / RESOURCE PROFILE

Distribution Characteristic Optimisation

Extends classical portfolio optimisation to take the skewness and kurtosis of the distribution of market invariants into account

Backtesting & Strategies
github.comPython
Visit source website ↗

Overview

Extends classical portfolio optimisation to take the skewness and kurtosis of the distribution of market invariants into account

Topics & capabilities

machine-learningportfolio-optimizationgithubportfolio-managementrisk-modellingquantitative-financealgorithmic-tradingrisk-management

Repository information

Repository
VivekPa/OptimalPortfolio ↗
Repository owner
VivekPa
Primary language
Python
Repository code license
MIT ↗
Maintenance status
Not archived at the recorded check
Forked repository
No
GitHub stars
374
Forks
93
Default branch
master
Last repository push
Feb 27, 2024

Source: GitHub API · observed Oct 11, 2026. Stars and forks are recorded counts. Repository code licenses may differ from dataset or model-weight licenses.

Source links & provenance

https://github.com/VivekPa/OptimalPortfolio ↗

Discovery references

References explain how this resource entered the collection. They do not represent an endorsement.

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