Julia Programming Language
ANN: Markowitz.jl (mean-variance optimization using the critical line algorithm)
Specific Domains
Finance and Economics
package
,
announcement
ungil
October 23, 2017, 1:36pm
1
https://github.com/ungil/Markowitz.jl
1 Like
ungil
November 23, 2018, 10:54pm
2
It works with Julia 1.0 now.
2 Likes
Related topics
Topic
Replies
Views
Activity
Incremental portfolio analytics (OnlinePortfolioAnalytics.jl)
Finance and Economics
0
212
April 28, 2024
Mean Variance Optimal Portfolio
Finance and Economics
question
6
3046
October 23, 2017
[ANN] PortfolioOptimisers.jl: Ape together strong
Package Announcements
plotting
,
jump
,
optimization
,
clustering
,
portfolioanalytics
2
313
October 14, 2025
Finance and Economics Use Cases
Finance and Economics
105
16355
March 11, 2024
Announcing PortfolioAnalytics.jl: Tool for Quantitative Portfolio Analytics
Package Announcements
package
,
economics
,
optimization
,
finance
,
portfolioanalytics
16
1724
February 20, 2025