PyPortfolioOpt
cvxportfolio
| PyPortfolioOpt | cvxportfolio | |
|---|---|---|
| 155 | 3 | |
| 4,135 | 791 | |
| - | 1.8% | |
| 5.7 | 9.9 | |
| about 2 months ago | 8 days ago | |
| Jupyter Notebook | Python | |
| MIT License | Apache License 2.0 |
Stars - the number of stars that a project has on GitHub. Growth - month over month growth in stars.
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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
cvxportfolio
What are some alternatives?
Riskfolio-Lib - Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
fracdiff - Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial Machine Learning" by M. Prado.
bt - bt - flexible backtesting for Python
riskparity.py - Fast and scalable construction of risk parity portfolios
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.
deepdow - Portfolio optimization with deep learning.
okama - Investment portfolio and stocks analyzing tools for Python with free historical data
argmin - Numerical optimization in pure Rust
universal-portfolios - Collection of algorithms for online portfolio selection
fecon235 - Notebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics
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 - A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.