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
79 watching
520 forks
Language: C++
last commit: 8 days ago
Linked from 1 awesome list
asset-allocationconvex-optimizationcvar-optimizationcvxpydrawdown-modelduration-matchingefficient-frontierfinanceinvestmentinvestment-analysisportfolio-managementportfolio-optimizationprincipal-components-regressionquantitative-financerisk-contributionrisk-factorsrisk-paritysharpe-ratiostepwise-regressiontrading
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