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The Top 23 Portfolio Optimization Open Source Projects

Open source projects categorized as Portfolio Optimization
Categories > Portfolio Optimization
Pyportfolioopt ⭐ 3,936
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
dependent packages 10total releases 41most recent commit 3 months agopypi pyportfolioopt} Downloads
Mlfinlab ⭐ 3,567
MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
dependent packages 4total releases 55most recent commit 7 months agopypi mlfinlab} Downloads
Vectorbt ⭐ 3,189
Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.
dependent packages 9total releases 65most recent commit 7 months agopypi vectorbt} Downloads
Riskfolio Lib ⭐ 2,508
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
dependent packages 5total releases 43most recent commit 3 months agopypi Riskfolio-Lib} Downloads
Eiten ⭐ 1,557
Statistical and Algorithmic Investing Strategies for Everyone
most recent commit 4 years ago
Osqp ⭐ 1,540
The Operator Splitting QP Solver
dependent packages 5total releases 3most recent commit 22 days ago
Machine Learning Asset Management ⭐ 1,159
Machine Learning in Asset Management (by @firmai)
most recent commit 2 years ago
Deepdow ⭐ 790
Portfolio optimization with deep learning.
total releases 5most recent commit 3 months ago
Empyrial ⭐ 761
An Open Source Portfolio Backtesting Engine for Everyone | 面向所有人的开源投资组合回测引擎
total releases 103most recent commit 8 months ago
Cvxportfolio ⭐ 717
Portfolio optimization and back-testing.
total releases 41most recent commit 3 months ago
Skfolio ⭐ 699
Python library for portfolio optimization built on top of scikit-learn
most recent commit 3 months ago
Financeops ⭐ 568
Research in investment finance with Python Notebooks
most recent commit 2 years ago
Investments ⭐ 454
Helps you with managing your investments
dependent packages 1total releases 65most recent commit 3 months agocargo xls_table_derive} Downloads
Turingtrader ⭐ 369
The Open-Source Backtesting Engine/ Trading Simulator by Bertram Solutions.
most recent commit 7 months ago
Arima Lstm Hybrid Corrcoef Predict ⭐ 358
Applied an ARIMA-LSTM hybrid model to predict future price correlation coefficients of two assets
most recent commit 6 years ago
Optimalportfolio ⭐ 262
An open source library for portfolio optimisation
most recent commit 3 years ago
Riskparity.py ⭐ 255
Fast and scalable construction of risk parity portfolios
dependent packages 1total releases 19most recent commit 6 months agopypi riskparityportfolio} Downloads
Crypto_trader ⭐ 186
Q-Learning Based Cryptocurrency Trader and Portfolio Optimizer for the Poloniex Exchange
most recent commit 3 years ago
Okama ⭐ 173
Investment portfolio and stocks analyzing tools for Python with free historical data
total releases 34most recent commit 3 months ago
Portfolio_allocation_js ⭐ 148
A JavaScript library to allocate and optimize financial portfolios.
dependent packages 2total releases 11most recent commit 2 years agonpm portfolio-allocation} Downloads
Poptimizer ⭐ 147
Оптимизация долгосрочного портфеля акций
total releases 7most recent commit 3 months ago
Drop ⭐ 100
Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
most recent commit 3 months ago
Fortitudo.tech ⭐ 89
Conditional Value-at-Risk (CVaR) portfolio optimization and Entropy Pooling views / stress-testing in Python.
total releases 21most recent commit 3 months ago
The 10 Most Depended On Portfolio Optimization Open Source Projects
Vectorbt ⭐ 3,189
Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.
dependent packages 9total releases 65latest release January 27, 2023most recent commit 7 months agopypi vectorbt} Downloads
Osqp ⭐ 1,540
The Operator Splitting QP Solver
dependent packages 5total releases 3latest release June 21, 2023most recent commit 22 days ago
Riskfolio Lib ⭐ 2,508
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
dependent packages 5total releases 43latest release October 04, 2023most recent commit 3 months agopypi Riskfolio-Lib} Downloads
Riskportfolios ⭐ 30
Functions for the construction of risk-based portfolios
dependent packages 4total releases 6latest release May 16, 2021most recent commit 3 years ago
Portfolio_allocation_js ⭐ 148
A JavaScript library to allocate and optimize financial portfolios.
dependent packages 2total releases 11latest release October 09, 2020most recent commit 2 years agonpm portfolio-allocation} Downloads
Riskparity.py ⭐ 255
Fast and scalable construction of risk parity portfolios
dependent packages 1total releases 19latest release January 17, 2023most recent commit 6 months agopypi riskparityportfolio} Downloads
Investments ⭐ 454
Helps you with managing your investments
dependent packages 1total releases 65latest release November 30, 2023most recent commit 3 months agocargo xls_table_derive} Downloads
The 10 Latest Releases In Portfolio Optimization Open Source Projects
Investments ⭐ 454
Helps you with managing your investments
dependent packages 1total releases 65latest release November 30, 2023most recent commit 3 months agocargo xls_table_derive} Downloads
Cvxportfolio ⭐ 717
Portfolio optimization and back-testing.
total releases 41latest release November 28, 2023most recent commit 3 months ago
Riskfolio Lib ⭐ 2,508
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
dependent packages 5total releases 43latest release October 04, 2023most recent commit 3 months agopypi Riskfolio-Lib} Downloads
Azapy ⭐ 45
Financial Portfolio Optimization Algorithms
total releases 9latest release August 08, 2023most recent commit 4 months ago
Osqp ⭐ 1,540
The Operator Splitting QP Solver
dependent packages 5total releases 3latest release June 21, 2023most recent commit 22 days ago
Vectorbt ⭐ 3,189
Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.
dependent packages 9total releases 65latest release January 27, 2023most recent commit 7 months agopypi vectorbt} Downloads
Riskparity.py ⭐ 255
Fast and scalable construction of risk parity portfolios
dependent packages 1total releases 19latest release January 17, 2023most recent commit 6 months agopypi riskparityportfolio} Downloads
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