scikit-portfolio / scikit-portfolio

A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.

Date Created 2022-04-30 (2 years ago)

Commits 38 (last one about a year ago)

Stargazers 37 (0 this week)

Watchers 3 (0 this week)

Forks 7

License mit

Ranking

RepositoryStats indexes 523,840 repositories, of these scikit-portfolio/scikit-portfolio is ranked #481,096 (8th percentile) for total stargazers, and #394,351 for total watchers. Github reports the primary language for this repository as Python, for repositories using this language it is ranked #91,025/100,813.

scikit-portfolio/scikit-portfolio is also tagged with popular topics, for these it's ranked: finance (#473/509), scikit-learn (#318/327), hyperparameter-optimization (#109/113)

Other Information

scikit-portfolio/scikit-portfolio has 2 open pull requests on Github, 1 pull request has been merged over the lifetime of the repository.

Github issues are enabled, there are 5 open issues and 2 closed issues.

Homepage URL: https://scikit-portfolio.github.io/scikit-portfolio/

All Topics

finance scikit-learn sharpe-ratio mean-absoute-deviation portfolio-optimization hyperparameter-optimization

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Recent Commit History

38 commits on the default branch (main) since jan '22

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Languages

The primary language is Python but there's also others...

updated: 2024-04-19 @ 08:30am, id: 487281088 / R_kgDOHQtRwA