PyPortfolioOpt
Robert Andrew Martin and contributors · Portfolio & wealth management
Python library for portfolio optimization: efficient frontier, Black-Litterman, hierarchical risk parity and discrete allocation
4 tools
Robert Andrew Martin and contributors · Portfolio & wealth management
Python library for portfolio optimization: efficient frontier, Black-Litterman, hierarchical risk parity and discrete allocation
QuantLib project (Luigi Ballabio and contributors) · Financial analysis & investing
Open-source C++ library for quantitative finance covering instruments, term structures, pricing engines and calendars, with Python and other bindings
Dany Cajas · Portfolio & wealth management
Python library for quantitative portfolio optimization with many risk measures, robust estimators and hierarchical clustering models
Stefan Jansen (ML4Trading) · Financial analysis & investing
Community-maintained fork of Quantopian's Zipline, an event-driven Python backtester with data bundles and the Pipeline API
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