Riskfolio-Lib
Portfolio optimizer
A Python library for optimizing and managing investment portfolios using mathematical models
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
3k stars
80 watching
528 forks
Language: C++
last commit: about 1 month ago
Linked from 1 awesome list
asset-allocationconvex-optimizationcvar-optimizationcvxpydrawdown-modelduration-matchingefficient-frontierfinanceinvestmentinvestment-analysisportfolio-managementportfolio-optimizationprincipal-components-regressionquantitative-financerisk-contributionrisk-factorsrisk-paritysharpe-ratiostepwise-regressiontrading
wilsonfreitas/awesome-quantRelated projects:
| Repository | Description | Stars |
|---|---|---|
 skfolio/skfolio | A Python library for building and optimizing portfolios using machine learning algorithms | 1,294 |
 robertmartin8/pyportfolioopt | A Python library for optimizing financial portfolios using various optimization methods. | 4,632 |
 fortitudo-tech/fortitudo.tech | An open-source Python package implementing advanced portfolio optimization techniques | 227 |
 quantopian/pyfolio | A comprehensive analytics platform for financial portfolio performance and risk analysis | 5,751 |
 zhengyaojiang/pgportfolio | A software toolkit implementing a novel reinforcement learning framework for portfolio management with policy optimization and financial-model-based algorithms. | 1,755 |
 deltaray-io/kelly-criterion | Calculates optimal capital allocation for a portfolio based on historical stock prices and a risk management strategy. | 93 |
 stefan-jansen/pyfolio-reloaded | Provides comprehensive performance and risk analysis tools for financial portfolios using Python and the Zipline backtesting library. | 392 |
 dppalomar/riskparityportfolio | A tool for designing and optimizing risk parity portfolios using optimization techniques | 107 |
| quantopian/empyrical | A Python library providing common financial risk and performance metrics. | 1,321 |
| stefan-jansen/empyrical-reloaded | A Python package providing common financial risk and performance metrics used in portfolio optimization | 55 |
 chrisconlan/algorithmic-trading-with-python | Provides a framework for building and testing algorithmic trading strategies in Python | 2,781 |
 lequant40/portfolio_allocation_js | A JavaScript library used to optimize financial portfolios through mathematical optimization algorithms | 175 |
 convexfi/riskparity.py | A tool for designing and optimizing risk parity portfolios using optimization algorithms. | 291 |
 goldmansachs/gs-quant | A Python toolkit for developing quantitative finance strategies and analyzing derivative products. | 8,007 |
 mgroncki/ipythonscripts | A collection of Python notebooks focused on quantitative finance and derivatives pricing using the QuantLib library. | 151 |