portfolio-allocation (npm): A JavaScript library to allocate and optimize financial portfolios.
Keywords: quantitative finance|portfolio allocation|portfolio optimization|mean variance optimization|minimum variance portfolio|maximum sharpe portfolio|mean variance efficient frontier|risk parity|clustering|convex-optimization|correlation-matrix|critical-line-algorithm|equal-risk-contributions|fista|index-tracking|linear-programming|markowitz|optimization-algorithms|portfolio-allocation|portfolio-optimization|portfolio-selection|quadratic-programming|quantitative-finance|risk-budgeting|risk-parity|smo