mlfinlab
PyPortfolioOpt
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mlfinlab | PyPortfolioOpt | |
---|---|---|
126 | 155 | |
3,771 | 4,123 | |
1.9% | - | |
0.0 | 5.7 | |
7 months ago | about 2 months ago | |
Python | Jupyter Notebook | |
GNU General Public License v3.0 or later | MIT License |
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.
mlfinlab
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
What are some alternatives?
bulbea - :boar: :bear: Deep Learning based Python Library for Stock Market Prediction and Modelling
Riskfolio-Lib - Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
bt - bt - flexible backtesting for Python
tradestation-python-api - A Python Client library for the TradeStation API.
okama - Investment portfolio and stocks analyzing tools for Python with free historical data
tf-quant-finance - High-performance TensorFlow library for quantitative finance.
universal-portfolios - Collection of algorithms for online portfolio selection
documentation - This repository contains the documentation for the current Quantiacs project. Check it out at: https://quantiacs.com/documentation/en/
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.
deepdow - Portfolio optimization with deep learning.
FinancePy - A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.