dcajasn / Riskfolio-Lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

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

Commits 335 (last one about a month ago)

Stargazers 2,771 (11 this week)

Watchers 76 (0 this week)

Forks 484

License bsd-3-clause

Ranking

RepositoryStats indexes 528,822 repositories, of these dcajasn/Riskfolio-Lib is ranked #17,154 (97th percentile) for total stargazers, and #24,950 for total watchers. Github reports the primary language for this repository as C++, for repositories using this language it is ranked #867/28,451.

dcajasn/Riskfolio-Lib is also tagged with popular topics, for these it's ranked: trading (#27/575), finance (#40/514), quantitative-finance (#21/184)

Other Information

dcajasn/Riskfolio-Lib has Github issues enabled, there is 1 open issue and 127 closed issues.

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

Star History

Github stargazers over time

Watcher History

Github watchers over time, collection started in '23

Recent Commit History

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

Yearly Commits

Commits to the default branch (master) per year

Issue History

Languages

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

Opengraph Image

updated: 2024-06-12 @ 06:16pm, id: 244460835 / R_kgDODpItIw