dcajasn/Riskfolio-Lib
Portfolio Optimization in Python
Information only, not investment advice. Open-source trading tools can have bugs and lose real money. Check it yourself and on a demo account before you use it.
- GitHub stars
- 4,602 As of November 11, 2026
- Language
- C++
- Opened
- Last update
Where it ranks
Topics
- asset-allocation
- convex-optimization
- cvar-optimization
- cvxpy
- drawdown-model
- duration-matching
- efficient-frontier
- finance
- investment
- investment-analysis
- portfolio-management
- portfolio-optimization
- principal-components-regression
- quantitative-finance
- risk-contribution
- risk-factors
- risk-parity
- sharpe-ratio
- stepwise-regression
- trading
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