Python portfolio-optimization

Open-source Python projects categorized as portfolio-optimization
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Topics: Finance quantitative-finance Machine Learning Trading Python
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Top 13 Python portfolio-optimization Projects

  • 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.

    • Project mention: mlfinlab: open source library maintained by hudson and thames though much of the content has moved to a subscription model. Idea is to implement academic research in python code and aggregate it as a package. Sources from [Journal of financial data s | /r/algoprojects | 2023-11-21

  • vectorbt

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

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  • eiten

    Statistical and Algorithmic Investing Strategies for Everyone

  • Empyrial

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

  • deepdow

    Portfolio optimization with deep learning.

    • Project mention: DeepDow: Portfolio optimization with deep learning. Portfolio Selection and Optimisation - star count:758.0 | /r/algoprojects | 2023-11-10

  • cvxportfolio

    Portfolio optimization and back-testing.

    • Project mention: cvxportfolio: NEW Portfolio Selection and Optimisation - star count:690.0 | /r/algoprojects | 2023-12-10

  • OptimalPortfolio

    An open source library for portfolio optimisation

  • WorkOS

    The modern identity platform for B2B SaaS. The APIs are flexible and easy-to-use, supporting authentication, user identity, and complex enterprise features like SSO and SCIM provisioning.

    WorkOS logo

  • riskparity.py

    Fast and scalable construction of risk parity portfolios

  • okama

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

  • 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.

  • pyRMT

    Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization

  • scikit-portfolio

    A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.

NOTE: The open source projects on this list are ordered by number of github stars. The number of mentions indicates repo mentiontions in the last 12 Months or since we started tracking (Dec 2020).

Python portfolio-optimization related posts

Index

What are some of the best open-source portfolio-optimization projects in Python? This list will help you:

Project Stars
1 mlfinlab 3,771
2 vectorbt 3,734
3 eiten 2,655
4 Empyrial 862
5 deepdow 834
6 cvxportfolio 788
7 OptimalPortfolio 341
8 riskparity.py 276
9 okama 185
10 pyrb 110
11 Quantropy 110
12 pyRMT 39
13 scikit-portfolio 37

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