Thanks to visit codestin.com
Credit goes to github.com

Skip to content
#

optimal-transaction

Star

Here is 1 public repository matching this topic...

lakshmiDRIP / DROP-Asset-Allocation

Star 10

DRIP Asset Allocation is a collection of model libraries for MPT framework, Black Litterman Strategy Incorporator, Holdings Constraint, and Transaction Costs.

java drip asset-allocation portfolio-construction optimal-execution drip-asset-allocation black-litterman constrained-portfolio-optimization factor-models idzorek almgren-chriss optimal-transaction transaction-cost optimal-dynamic-portfolio multi-period-portfolio-optimization stochastic-liquidity-volatility market-impact-models principal-program-trades mean-variance-optimization
  • Updated Sep 26, 2018
  • CSS

Improve this page

Add a description, image, and links to the optimal-transaction topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the optimal-transaction topic, visit your repo's landing page and select "manage topics."

Learn more