dcajasn / Riskfolio-Lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

Date Created 2020-03-02 (4 years ago)

Commits 354 (last one about a month ago)

Stargazers 3,130 (9 this week)

Watchers 80 (0 this week)

Forks 529

License bsd-3-clause

Ranking

RepositoryStats indexes 595,856 repositories, of these dcajasn/Riskfolio-Lib is ranked #16,123 (97th percentile) for total stargazers, and #23,740 for total watchers. Github reports the primary language for this repository as C++, for repositories using this language it is ranked #834/31,836.

dcajasn/Riskfolio-Lib is also tagged with popular topics, for these it's ranked: trading (#27/657), finance (#38/581), quantitative-finance (#21/204)

Other Information

Homepage URL: https://riskfolio-lib.readthedocs.io/en/latest/

All Topics

cvxpy finance trading investment risk-parity risk-factors sharpe-ratio drawdown-model asset-allocation cvar-optimization duration-matching risk-contribution efficient-frontier convex-optimization investment-analysis stepwise-regression portfolio-management quantitative-finance portfolio-optimization principal-components-regression

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Github watchers over time, collection started in '23

Recent Commit History

188 commits on the default branch (master) since jan '22

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Languages

The primary language is C++ but there's also others...

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updated: 2024-12-21 @ 04:05pm, id: 244460835 / R_kgDODpItIw