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Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
Created 2018-05-29
824 commits to master branch, last one 2 months ago
118
1.4k
bsd-3-clause
26
Python library for portfolio optimization built on top of scikit-learn
Created 2023-12-14
161 commits to main branch, last one about a month ago
Fama-French models, idiosyncratic volatility, event study
Created 2022-02-27
105 commits to main branch, last one 2 years ago