Riskfolio-Lib VS deepdow

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

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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deepdow

Portfolio optimization with deep learning. (by jankrepl)
Deep Learning portfolio-optimization Finance Machine Learning Pytorch Timeseries markowitz convex-optimization stock-price-prediction wealth-management Trading allocation
Source Code
deepdow.readthedocs.io
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Riskfolio-Lib deepdow
193 22
2,682 834
- -
7.4 3.7
26 days ago 3 months ago
C++ Python
BSD 3-clause "New" or "Revised" License Apache License 2.0
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.

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.

deepdow

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

What are some alternatives?

When comparing Riskfolio-Lib and deepdow you can also consider the following projects:

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

pytorch-forecasting - Time series forecasting with PyTorch

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.

cvxportfolio - Portfolio optimization and back-testing.

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

Quantropy - Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeling, stock screening, portfolio optimization, and broker API.

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

vectorbt - Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.

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

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 vs PyPortfolioOpt deepdow vs pytorch-forecasting Riskfolio-Lib vs Empyrial deepdow vs mlfinlab Riskfolio-Lib vs mlfinlab deepdow vs cvxportfolio Riskfolio-Lib vs pyrb deepdow vs Quantropy Riskfolio-Lib vs finam-export deepdow vs vectorbt Riskfolio-Lib vs okama Riskfolio-Lib vs DCF