qlib VS PyPortfolioOpt

Compare qlib vs PyPortfolioOpt and see what are their differences.

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. (by microsoft)
quantitative-finance Machine Learning stock-data Platform Finance algorithmic-trading Python Investment Quant quantitative-trading quant-dataset quant-models auto-quant Fintech research-paper Paper Research Deep Learning
Source Code
qlib.readthedocs.io
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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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qlib PyPortfolioOpt
53 155
14,161 4,135
1.0% -
6.6 5.7
7 days ago about 2 months 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.

qlib

Posts with mentions or reviews of qlib. We have used some of these posts to build our list of alternatives and similar projects. The last one was on 2021-02-28.

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 qlib and PyPortfolioOpt you can also consider the following projects:

zipline - Zipline, a Pythonic Algorithmic Trading Library

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

awesome-quant - A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

bt - bt - flexible backtesting for Python

quant-trading - Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD

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.

bulbea - :boar: :bear: Deep Learning based Python Library for Stock Market Prediction and Modelling

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

pyEX - Python interface to IEX and IEX cloud APIs

universal-portfolios - Collection of algorithms for online portfolio selection

dwx-zeromq-connector - Wrapper library for algorithmic trading in Python 3, providing DMA/STP access to Darwinex liquidity via a ZeroMQ-enabled MetaTrader Bridge EA.

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

qlib vs zipline PyPortfolioOpt vs Riskfolio-Lib qlib vs awesome-quant PyPortfolioOpt vs bt qlib vs quant-trading PyPortfolioOpt vs mlfinlab qlib vs bulbea PyPortfolioOpt vs okama qlib vs pyEX PyPortfolioOpt vs universal-portfolios qlib vs dwx-zeromq-connector PyPortfolioOpt vs FinancePy