robertmartin8 / PyPortfolioOpt

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

Date Created 2018-05-29 (6 years ago)

Commits 792 (last one 5 months ago)

Stargazers 4,529 (14 this week)

Watchers 134 (0 this week)

Forks 958

License mit

Ranking

RepositoryStats indexes 582,612 repositories, of these robertmartin8/PyPortfolioOpt is ranked #10,444 (98th percentile) for total stargazers, and #12,196 for total watchers. Github reports the primary language for this repository as Jupyter Notebook, for repositories using this language it is ranked #251/17,036.

robertmartin8/PyPortfolioOpt is also tagged with popular topics, for these it's ranked: python (#764/21956), finance (#28/569), quantitative-finance (#14/198), algorithmic-trading (#13/190)

Other Information

robertmartin8/PyPortfolioOpt has 15 open pull requests on Github, 105 pull requests have been merged over the lifetime of the repository.

Github issues are enabled, there are 63 open issues and 402 closed issues.

There have been 1 release, the latest one was published on 2021-05-06 (3 years ago) with the name PyPortfolioOpt v1.4.1.

Homepage URL: https://pyportfolioopt.readthedocs.io/

All Topics

python finance investing covariance investment efficient-frontier financial-analysis algorithmic-trading investment-analysis portfolio-management quantitative-finance portfolio-optimization

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

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The primary language is Jupyter Notebook but there's also others...

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updated: 2024-11-14 @ 04:25pm, id: 135300551 / R_kgDOCBCFxw