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Top 23 portfolio-optimization Open-Source Projects
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PyPortfolioOpt
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
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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.
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InfluxDB
Power Real-Time Data Analytics at Scale. Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.
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vectorbt
Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.
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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.
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Empyrial
AI and data-driven quantitative portfolio management library for portfolio risk and performance analysis 投资组合管理
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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.
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DcaPal
DcaPal is a free, no registration, online tool to keep your portfolio balanced with dollar cost averaging strategy
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pyRMT
Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization
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QuantitaveFinanceExamplesPy
Financial analysis, algorithmic trading, portfolio optimization examples with Python (DISCLAIMER - No Investment Advice Provided, YASAL UYARI - Yatırım tavsiyesi değildir).
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scikit-portfolio
A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.
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SaaSHub
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Project mention: PyPortfolioOpt: Financial portfolio optimisation, including classical efficient frontier and advanced methods. Portfolio Selection and Optimisation - star count:3788.0 | /r/algoprojects | 2023-10-24
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
Project mention: Riskfolio-Lib: NEW Portfolio Selection and Optimisation - star count:2361.0 | /r/algoprojects | 2023-11-14
There's also two bindings for the osqp library (which is written in C), osqp published 2 years ago and osqp-rust published 3 months ago. I don't know what are the differences between them, but they both target osqp 0.6.2 (released in 2021) while the last released version is osqp 0.6.3 which was released last week.
Project mention: DeepDow: Portfolio optimization with deep learning. Portfolio Selection and Optimisation - star count:758.0 | /r/algoprojects | 2023-11-10
Project mention: cvxportfolio: NEW Portfolio Selection and Optimisation - star count:690.0 | /r/algoprojects | 2023-12-10
Project mention: Fundamental LT Forecasts: Research in investment finance for long term forecasts and a curated list of notebooks. Each topic contains a youtube video explaining in details. Interesting topics including using price per book ratio and other multiples f | /r/algoprojects | 2023-10-02
Project mention: Aggiornamento DcaPal alla versione 0.5: Introduzione della Funzionalità “Smart Suggestion” | /r/ItaliaPersonalFinance | 2023-11-06
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).
portfolio-optimization related posts
- Riskfolio-Lib: NEW Portfolio Selection and Optimisation - star count:2361.0
- DeepDow: Portfolio optimization with deep learning. Portfolio Selection and Optimisation - star count:758.0
- Riskfolio-Lib: NEW Portfolio Selection and Optimisation - star count:2361.0
- Riskfolio-Lib: NEW Portfolio Selection and Optimisation - star count:2361.0
- DeepDow: Portfolio optimization with deep learning. Portfolio Selection and Optimisation - star count:758.0
- PyPortfolioOpt: Financial portfolio optimisation, including classical efficient frontier and advanced methods. Portfolio Selection and Optimisation - star count:3788.0
- PyPortfolioOpt: Financial portfolio optimisation, including classical efficient frontier and advanced methods. Portfolio Selection and Optimisation - star count:3788.0
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A note from our sponsor - WorkOS
workos.com | 24 Apr 2024
Index
What are some of the best open-source portfolio-optimization projects? This list will help you:
| Project | Stars | |
|---|---|---|
| 1 | PyPortfolioOpt | 4,113 |
| 2 | mlfinlab | 3,763 |
| 3 | vectorbt | 3,711 |
| 4 | Riskfolio-Lib | 2,670 |
| 5 | eiten | 2,655 |
| 6 | machine-learning-asset-management | 1,627 |
| 7 | osqp | 1,559 |
| 8 | Empyrial | 862 |
| 9 | deepdow | 834 |
| 10 | cvxportfolio | 788 |
| 11 | FinanceOps | 761 |
| 12 | OptimalPortfolio | 341 |
| 13 | riskparity.py | 276 |
| 14 | okama | 185 |
| 15 | portfolio_allocation_js | 169 |
| 16 | Quantropy | 110 |
| 17 | pyrb | 110 |
| 18 | DcaPal | 51 |
| 19 | pyRMT | 39 |
| 20 | QuantitaveFinanceExamplesPy | 38 |
| 21 | scikit-portfolio | 37 |
| 22 | equity-risk-model | 25 |
| 23 | Statmetrics-Android | 6 |
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