dcajasn / Riskfolio-Lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

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

Commits 354 (last one 7 days ago)

Stargazers 3,085 (8 this week)

Watchers 79 (0 this week)

Forks 523

License bsd-3-clause

Ranking

RepositoryStats indexes 584,353 repositories, of these dcajasn/Riskfolio-Lib is ranked #16,186 (97th percentile) for total stargazers, and #24,029 for total watchers. Github reports the primary language for this repository as C++, for repositories using this language it is ranked #838/31,270.

dcajasn/Riskfolio-Lib is also tagged with popular topics, for these it's ranked: trading (#27/645), finance (#39/570), quantitative-finance (#20/198)

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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Watcher History

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: 2024-11-21 @ 04:05am, id: 244460835 / R_kgDODpItIw