Awesome GitHub RepositoriesCombinatorial Allocation Algorithms

This project is a comprehensive library of reference implementations for fundamental data structures and algorithms, designed to support technical interview preparation and software engineering assessments. It provides a structured collection of computational techniques for solving complex problems involving arrays, strings, graphs, trees, and mathematical analysis. The library distinguishes itself by offering specialized implementations for advanced topics, including concurrent programming patterns and geometric algorithms. It features thread-safe primitives for managing shared state and tas

Dinero.js is a TypeScript-first library for creating, calculating, and formatting monetary values. It provides immutable money objects that represent amounts in the smallest currency subdivision as integers, ensuring precision and preventing floating-point errors. The library enforces same-currency rules on arithmetic operations and validates currency codes against ISO 4217 definitions at creation time. The library distinguishes itself through a calculator plugin architecture that delegates arithmetic operations to interchangeable backends, supporting number, bigint, or custom precision libra

PyPortfolioOpt is a comprehensive portfolio optimization library for Python that provides a full suite of methods for constructing and analyzing investment portfolios. At its core, the library implements mean-variance optimization, the Black-Litterman Bayesian model, and Hierarchical Risk Parity, giving users multiple approaches to asset allocation. It includes a complete covariance estimation toolkit with interchangeable estimators such as sample, exponential, shrinkage, and minimum-covariance-determinant methods, along with expected return estimation using historical mean, exponential weight

PyPortfolioOpt is a Python library for financial portfolio optimization that implements mean-variance optimization, Black-Litterman models, and Hierarchical Risk Parity methods. It provides a complete toolkit for constructing risk-adjusted asset portfolios by combining expected return estimation, covariance modeling, constraint handling, and discrete allocation into a single optimization framework. The library distinguishes itself through its integration of multiple optimization approaches within a unified interface. It includes a Black-Litterman Bayesian framework that blends market equilibr