Riskfolio-Lib
by dcajasn
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
AI summary
Portfolio optimizer
A Python library for optimizing and managing investment portfolios using mathematical models
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- #asset-allocation
- #convex-optimization
- #cvar-optimization
- #cvxpy
- #drawdown-model
- #duration-matching
- #efficient-frontier
- #finance
- #investment
- #investment-analysis
- #portfolio-management
- #portfolio-optimization
- #principal-components-regression
- #quantitative-finance
- #risk-contribution
- #risk-factors
- #risk-parity
- #sharpe-ratio
- #stepwise-regression
- #trading
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