Riskfolio-Lib VS pyrb

Compare Riskfolio-Lib vs pyrb 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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pyrb

Constrained and Unconstrained Risk Budgeting / Risk Parity Allocation in Python (by jcrichard)
risk-budgeting risk-parity portfolio-optimization Finance
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Riskfolio-Lib pyrb
193 3
2,682 110
- -
7.4 0.0
24 days ago 10 months ago
C++ Python
BSD 3-clause "New" or "Revised" License 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.

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.

pyrb

Posts with mentions or reviews of pyrb. We have used some of these posts to build our list of alternatives and similar projects. The last one was on 2021-11-13.

What are some alternatives?

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

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

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.

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

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

riskparity.py - Fast and scalable construction of risk parity portfolios

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

zipline - Zipline, a Pythonic Algorithmic Trading Library

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

portfolio_allocation_js - A JavaScript library to allocate and optimize financial portfolios.

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

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

Riskfolio-Lib vs PyPortfolioOpt pyrb vs mlfinlab Riskfolio-Lib vs Empyrial pyrb vs vectorbt Riskfolio-Lib vs mlfinlab pyrb vs riskparity.py Riskfolio-Lib vs finam-export pyrb vs zipline Riskfolio-Lib vs okama pyrb vs portfolio_allocation_js Riskfolio-Lib vs DCF Riskfolio-Lib vs backtesting.py