Portfolio Optimization and Quantitative Strategic Asset Allocation in Python finance trading portfolio-optimization sharpe-ratio quantitative-finance investment cvxpy convex-optimization asset-allocation stepwise-regression investment-analysis principal-components-regression risk-factors portfolio-management risk-parity ...
A Python package following the scikit-learn API for generalized mixture modeling. The package supports categorical data (Latent Class Analysis) and continuous data (Gaussian Mixtures/Latent Profile Analysis). StepMix can be used for both clustering and supervised learning. ...