PyPortfolioOpt
alphalens
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| PyPortfolioOpt | alphalens | |
|---|---|---|
| 155 | 83 | |
| 4,113 | 3,075 | |
| - | 2.8% | |
| 5.7 | 0.0 | |
| about 1 month ago | 2 months ago | |
| Jupyter Notebook | Jupyter Notebook | |
| MIT License | Apache License 2.0 |
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.
PyPortfolioOpt
- PyPortfolioOpt: Financial portfolio optimisation, including classical efficient frontier and advanced methods. Portfolio Selection and Optimisation - star count:3788.0
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dcapal alternatives - PyPortfolioOpt and Riskfolio-Lib
3 projects | 16 Sep 2023
- PyPortfolioOpt: Financial portfolio optimisation, including classical efficient frontier and advanced methods. Portfolio Selection and Optimisation - star count:3706.0
alphalens
- Performance Analysis: Performance analysis of predictive (alpha) stock factors. Factor and Risk Analysis - star count:2892.0
- Performance Analysis: Performance analysis of predictive (alpha) stock factors. Factor and Risk Analysis - star count:2771.0
- Performance Analysis: Performance analysis of predictive (alpha) stock factors. Factor and Risk Analysis - star count:2734.0
What are some alternatives?
Riskfolio-Lib - Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
quantstats - Portfolio analytics for quants, written in Python
bt - bt - flexible backtesting for Python
Empyrial - AI and data-driven quantitative portfolio management library for portfolio risk and performance analysis 投资组合管理
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.
ydata-quality - Data Quality assessment with one line of code
okama - Investment portfolio and stocks analyzing tools for Python with free historical data
py - Repository to store sample python programs for python learning
universal-portfolios - Collection of algorithms for online portfolio selection
FinancePy - A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
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.
rl-trading - Using Reinforcement Learning agents as Algorithmic Traders