FinancePy VS PyPortfolioOpt

Compare FinancePy vs PyPortfolioOpt and see what are their differences.

FinancePy

A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives. (by domokane)
risk Pricing risk-management asset-allocation Finance Valuation Python derivatives-pricing numba bonds Students fixed-income Derivatives Investment Currency credit
Source Code
financepy.com
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PyPortfolioOpt

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity (by robertmartin8)
Finance portfolio-optimization portfolio-management quantitative-finance algorithmic-trading Investing efficient-frontier covariance Python Investment investment-analysis financial-analysis
Source Code
pyportfolioopt.readthedocs.io
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FinancePy PyPortfolioOpt
97 155
1,898 4,113
- -
8.8 5.7
27 days ago about 1 month ago
Jupyter Notebook Jupyter Notebook
GNU General Public License v3.0 only MIT License
The number of mentions indicates the total number of mentions that we've tracked plus the number of user suggested alternatives.
Stars - the number of stars that a project has on GitHub. Growth - month over month growth in stars.
Activity is a relative number indicating how actively a project is being developed. Recent commits have higher weight than older ones.
For example, an activity of 9.0 indicates that a project is amongst the top 10% of the most actively developed projects that we are tracking.

FinancePy

Posts with mentions or reviews of FinancePy. We have used some of these posts to build our list of alternatives and similar projects.

PyPortfolioOpt

Posts with mentions or reviews of PyPortfolioOpt. We have used some of these posts to build our list of alternatives and similar projects. The last one was on 2023-09-16.

What are some alternatives?

When comparing FinancePy and PyPortfolioOpt you can also consider the following projects:

DCF - Basic Discounted Cash Flow library written in Python. Automatically fetches relevant financial documents for chosen company and calculates DCF based on specified parameters.

Riskfolio-Lib - Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

gs-quant - Python toolkit for quantitative finance

bt - bt - flexible backtesting for Python

dcf-basic - Basic DCF model to quickly value public companies.

mlfinlab - MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

alphalens - Performance analysis of predictive (alpha) stock factors

okama - Investment portfolio and stocks analyzing tools for Python with free historical data

ruby-cff - A Ruby library for manipulating CITATION.cff files.

universal-portfolios - Collection of algorithms for online portfolio selection

qlib - Qlib is an AI-oriented quantitative investment platform that aims to realize the potential, empower research, and create value using AI technologies in quantitative investment, from exploring ideas to implementing productions. Qlib supports diverse machine learning modeling paradigms. including supervised learning, market dynamics modeling, and RL.

FinancePy vs DCF PyPortfolioOpt vs Riskfolio-Lib FinancePy vs gs-quant PyPortfolioOpt vs bt FinancePy vs dcf-basic PyPortfolioOpt vs mlfinlab FinancePy vs alphalens PyPortfolioOpt vs okama FinancePy vs ruby-cff PyPortfolioOpt vs universal-portfolios FinancePy vs okama PyPortfolioOpt vs qlib