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portfolio-allocation
JavaScript library for multi-asset portfolio allocation
What it is
A JavaScript library for constructing portfolios of several asset types, including bonds, commodities, cryptocurrencies, currencies and exchange-traded funds. It provides a range of allocation algorithms that can run in web applications or Node.js. Developers and researchers who need portfolio construction inside the JavaScript ecosystem are the target users. Inputs such as expected returns and covariances must be prepared separately before the algorithms can be applied.
At a glance
Research onlyOur rating, based on popularity, maintenance and how ready it is for real use.
| Best for | Developers |
|---|---|
| Used for | Strategy research, Data analysis |
| Markets | Multi-market |
| Stack | JavaScript |
| Learning curve | Moderate learning curve |
| Practical value | Medium practical value |
| Cost | Free and open source |
| Hardware | No GPU needed |
| Maintenance | No commits in over six months |
GitHub stars, last 30 days
Daily snapshots since 2026-09-28 (up to 30 days): −1 over the period, now 186. Gaps mean no snapshot was taken that day.
PortfolioAllocation is a JavaScript library designed to help constructing financial portfolios made of several assets: bonds, commodities, cryptocurrencies, currencies, exchange traded
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