Open-L2O VS Riskfolio-Lib

Compare Open-L2O vs Riskfolio-Lib and see what are their differences.

Open-L2O

Open-L2O: A Comprehensive and Reproducible Benchmark for Learning to Optimize Algorithms (by VITA-Group)
learning-to-learn meta-learning learning-to-optimize Lasso neural-networks convex-optimization nonconvex-optimization
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Riskfolio-Lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python (by dcajasn)
portfolio-optimization convex-optimization stepwise-regression duration-matching drawdown-model sharpe-ratio Trading Investment Finance asset-allocation principal-components-regression cvar-optimization Cvxpy risk-parity risk-contribution risk-factors portfolio-management investment-analysis quantitative-finance efficient-frontier
Source Code
riskfolio-lib.readthedocs.io
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Open-L2O Riskfolio-Lib
1 193
249 2,691
2.0% -
2.6 7.4
11 months ago 5 days ago
C++ C++
MIT License BSD 3-clause "New" or "Revised" 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.

Open-L2O

Posts with mentions or reviews of Open-L2O. We have used some of these posts to build our list of alternatives and similar projects.

Riskfolio-Lib

Posts with mentions or reviews of Riskfolio-Lib. 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 Open-L2O and Riskfolio-Lib you can also consider the following projects:

shenanigans - Semi-random funky stuff, mainly for my PhD experiments and articles. Contains calculations and algorithm implementations for various applied mathematics and astrophysics articles I worked on.

PyPortfolioOpt - Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

osqp-eigen - Simple Eigen-C++ wrapper for OSQP library

Empyrial - AI and data-driven quantitative portfolio management library for portfolio risk and performance analysis 投资组合管理

voicemeeter-auto-affinity - Automatically sets the affinity of "audiodg.exe" to only one core on computer start to fix the crackling noises that can occur in VoiceMeeter.

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.

pyrb - Constrained and Unconstrained Risk Budgeting / Risk Parity Allocation in Python

finam-export - Python client library to download historical data from finam.ru

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

backtesting.py - :mag_right: :chart_with_upwards_trend: :snake: :moneybag: Backtest trading strategies in Python.

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

deepdow - Portfolio optimization with deep learning.

Open-L2O vs shenanigans Riskfolio-Lib vs PyPortfolioOpt Open-L2O vs osqp-eigen Riskfolio-Lib vs Empyrial Open-L2O vs voicemeeter-auto-affinity Riskfolio-Lib vs mlfinlab Riskfolio-Lib vs pyrb Riskfolio-Lib vs finam-export Riskfolio-Lib vs okama Riskfolio-Lib vs backtesting.py Riskfolio-Lib vs DCF Riskfolio-Lib vs deepdow