tracking-error

Here are 7 public repositories matching this topic...

garroshub / taxrebalance

Python toolkit for tax-aware portfolio rebalancing with Canadian ACB, U.S. tax lots, tracking-error constraints, and convex optimization.

python finance portfolio-optimization quantitative-finance cvxpy convex-optimization asset-allocation rebalancing risk-management tracking-error portfolio-rebalancing us-tax canadian-tax tax-loss-harvesting adjusted-cost-base tax-lots tax-aware-investing

Updated Oct 19, 2026
Python

PortfolioFuture / portfoliofuture

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Official Python client for PortfolioFuture — see what a fund can replace, how much is real skill vs. cheap ETFs, how two funds compare, and who holds it (SEC 13F).

python pypi python-sdk quantitative-finance etf financial-data mutual-funds asset-allocation wealth-management portfolio-management tracking-error factor-investing investment-research sec-13f 13f-holdings return-decomposition fund-substitution fund-opportunity

Updated Oct 30, 2026
Python

DebadattaLiku / Portfolio_replication_framework

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Sparse S&P 500 portfolio replication using LASSO regression, greedy forward selection, and quadratic programming for tracking-error minimization.

python machine-learning portfolio-optimization quantitative-finance quadratic-programming cvxpy asset-allocation lasso-regression tracking-error index-tracking portfolio-replication

Updated Aug 7, 2026
Python

Morwane / euronext-etf-quant-lab

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ETF market-quality and fair-value analytics framework using Python and LSEG Workspace data.

python nav quantitative-finance financial-data tracking-error market-structure etf-analytics lseg-refinitiv liquidity-bid-ask-spread

Updated Jul 1, 2026
Python

divyasuranaa / active-portfolio-management-factor-allocation

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Financial analyst project on active portfolio management, factor allocation, benchmark comparison, risk analysis, performance attribution and portfolio optimisation using Excel and Python.