okama VS PyPortfolioOpt

Compare okama vs PyPortfolioOpt and see what are their differences.

okama

Investment portfolio and stocks analyzing tools for Python with free historical data (by mbk-dev)
Finance investments Mathematics efficient-frontier asset-allocation Python Optimization portfolio-optimization quantitative-finance historical-data macroeconomic-indicators Portfolio financial-data assets-risk risk-management rebalancing cfa chartered-financial-analyst time-series
Source Code
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PyPortfolioOpt

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity (by robertmartin8)
Finance portfolio-optimization portfolio-management quantitative-finance algorithmic-trading Investing efficient-frontier covariance Python Investment investment-analysis financial-analysis
Source Code
pyportfolioopt.readthedocs.io
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okama PyPortfolioOpt
5 155
184 4,113
4.9% -
9.0 5.7
about 2 months ago about 1 month ago
Python Jupyter Notebook
MIT 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.

okama

Posts with mentions or reviews of okama. We have used some of these posts to build our list of alternatives and similar projects. The last one was on 2022-02-13.

PyPortfolioOpt

Posts with mentions or reviews of PyPortfolioOpt. We have used some of these posts to build our list of alternatives and similar projects. The last one was on 2023-09-16.

What are some alternatives?

When comparing okama and PyPortfolioOpt you can also consider the following projects:

Riskfolio-Lib - Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

plutus_backtest - plutus_backtest is a python package for backtesting investment decisions using Python 3.6 and above.

bt - bt - flexible backtesting for Python

FinancePy - A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

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.

fwoba - Frequency Weighted OrderBook Analysis

universal-portfolios - Collection of algorithms for online portfolio selection

lakshmi - Investing library and command-line interface inspired by the Bogleheads philosophy

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.

simfin - Simple financial data for Python

okama vs Riskfolio-Lib PyPortfolioOpt vs Riskfolio-Lib okama vs plutus_backtest PyPortfolioOpt vs bt okama vs FinancePy PyPortfolioOpt vs mlfinlab okama vs fwoba PyPortfolioOpt vs universal-portfolios okama vs lakshmi PyPortfolioOpt vs qlib okama vs simfin PyPortfolioOpt vs FinancePy