Statistics for topic portfolio-optimization

RepositoryStats tracks 629,376 Github repositories, of these 46 are tagged with the portfolio-optimization topic. The most common primary language for repositories using this topic is Python (24). Other languages include: Jupyter Notebook (11)

Stargazers over time for topic portfolio-optimization

120120100100808060604040202000202020202021202120222022202320232024202420252025

Most starred repositories for topic portfolio-optimization (view more)

polakowo
vectorbt polakowo
671
4.9k
other
128
Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.
finance trading backtesting time-series data-science cryptocurrency machine-learning data-visualization trading-strategies algorithmic-trading algorithmic-traiding quantitative-finance quantitative-analysis portfolio-optimization
Created 2017-11-14
923 commits to master branch, last one about a month ago
robertmartin8
PyPortfolioOpt robertmartin8
992
4.8k
mit
138
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
python finance investing covariance investment efficient-frontier financial-analysis algorithmic-trading investment-analysis portfolio-management quantitative-finance portfolio-optimization
Created 2018-05-29
824 commits to master branch, last one 3 months ago
hudson-and-thames
mlfinlab hudson-and-thames
1.2k
4.2k
other
174
MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
python finance trading research investing machine-learning algorithmic-trading portfolio-management quantitative-finance portfolio-optimization financial-machine-learning
Created 2019-02-13
11 commits to master branch, last one 3 years ago
dcajasn
Riskfolio-Lib dcajasn
544
3.3k
bsd-3-clause
83
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
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
Created 2020-03-02
364 commits to master branch, last one about a month ago
tradytics
eiten tradytics
351
2.9k
gpl-3.0
100
Statistical and Algorithmic Investing Strategies for Everyone
ai hedgefund tradytics opensource statistics eigenvalues free-software machine-learning genetic-algorithm trading-algorithms trading-strategies algorithmic-trading investment-portfolio portfolio-optimization
Created 2020-09-08
76 commits to master branch, last one 4 years ago
osqp
osqp osqp
371
1.8k
apache-2.0
40
The Operator Splitting QP Solver
svm lasso solver control optimization machine-learning convex-optimization quadratic-programming numerical-optimization portfolio-optimization model-predictive-control
Created 2016-09-27
2,956 commits to master branch, last one 7 days ago

Trending repositories for topic portfolio-optimization (view more)

Last 3 days (new repositories)
no newly created repositories trending in the last 3 days
Last 3 days (absolute gain)
polakowo
polakowo/vectorbt

Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.

4,935 (+16)
dcajasn
dcajasn/Riskfolio-Lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

3,289 (+9)
bsd-3-clause
robertmartin8
robertmartin8/PyPortfolioOpt

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

4,838 (+5)
mit
osqp
osqp/osqp

The Operator Splitting QP Solver

1,816 (+3)
apache-2.0
fortitudo-tech
fortitudo-tech/pcrm-book

Portfolio Construction and Risk Management book's Python code.

85 (+2)
gpl-3.0
Last 3 days (relative gain)
fortitudo-tech
fortitudo-tech/pcrm-book

Portfolio Construction and Risk Management book's Python code.

85 (+2%)
gpl-3.0
mbk-dev
mbk-dev/okama

Investment portfolio and stocks analyzing tools for Python with free historical data

222 (+0.5%)
mit
polakowo
polakowo/vectorbt

Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.

4,935 (+0.3%)
dcajasn
dcajasn/Riskfolio-Lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

3,289 (+0.3%)
bsd-3-clause
osqp
osqp/osqp

The Operator Splitting QP Solver

1,816 (+0.2%)
apache-2.0
Last week (new repositories)
no newly created repositories trending in the last week
Last week (absolute gain)
polakowo
polakowo/vectorbt

Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.

4,935 (+37)
dcajasn
dcajasn/Riskfolio-Lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

3,289 (+19)
bsd-3-clause
robertmartin8
robertmartin8/PyPortfolioOpt

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

4,838 (+15)
mit
hudson-and-thames
hudson-and-thames/mlfinlab

MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

4,156 (+12)
ArturSepp
ArturSepp/QuantInvestStrats

Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.

291 (+6)
gpl-3.0
Last week (relative gain)
fortitudo-tech
fortitudo-tech/pcrm-book

Portfolio Construction and Risk Management book's Python code.

85 (+2%)
gpl-3.0
ArturSepp
ArturSepp/QuantInvestStrats

Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.

291 (+2%)
gpl-3.0
polakowo
polakowo/vectorbt

Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.

4,935 (+0.8%)
dcajasn
dcajasn/Riskfolio-Lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

3,289 (+0.6%)
bsd-3-clause
VivekPa
VivekPa/OptimalPortfolio

An open source library for portfolio optimisation

360 (+0.6%)
mit
Last month (new repositories)
no newly created repositories trending in the last month
Last month (absolute gain)
polakowo
polakowo/vectorbt

Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.

4,935 (+161)
hudson-and-thames
hudson-and-thames/mlfinlab

MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

4,156 (+64)
robertmartin8
robertmartin8/PyPortfolioOpt

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

4,838 (+54)
mit
dcajasn
dcajasn/Riskfolio-Lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

3,289 (+52)
bsd-3-clause
ArturSepp
ArturSepp/QuantInvestStrats

Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.

291 (+39)
gpl-3.0
Last month (relative gain)
ArturSepp
ArturSepp/QuantInvestStrats

Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.

291 (+15%)
gpl-3.0
fortitudo-tech
fortitudo-tech/pcrm-book

Portfolio Construction and Risk Management book's Python code.

85 (+15%)
gpl-3.0
polakowo
polakowo/vectorbt

Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.

4,935 (+3%)
GGiecold
GGiecold/pyRMT

Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization

54 (+2%)
mit
osqp
osqp/osqp

The Operator Splitting QP Solver

1,816 (+2%)
apache-2.0
Last 12-months (new repositories)
jialuechen
jialuechen/deepfolio

Diffusion-Transformer for Joint Portfolio Construction & Execution Optimization

104
bsd-2-clause
fortitudo-tech
fortitudo-tech/pcrm-book

Portfolio Construction and Risk Management book's Python code.

85
gpl-3.0
Last 12-months (absolute gain)
polakowo
polakowo/vectorbt

Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.

4,935 (+1,294)
robertmartin8
robertmartin8/PyPortfolioOpt

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

4,838 (+765)
mit
dcajasn
dcajasn/Riskfolio-Lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

3,289 (+682)
bsd-3-clause
skfolio
skfolio/skfolio

Python library for portfolio optimization built on top of scikit-learn

1,393 (+551)
bsd-3-clause
hudson-and-thames
hudson-and-thames/mlfinlab

MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

4,156 (+424)
Last 12-months (relative gain)
ArturSepp
ArturSepp/QuantInvestStrats

Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.

291 (+310%)
gpl-3.0
redgold-io
redgold-io/redgold

p2p database / compute engine for portfolio contracts

45 (+275%)
mit
ArturSepp
ArturSepp/OptimalPortfolios

Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python

40 (+233%)
gpl-3.0
manujajay
manujajay/portfolio-optimize

A simple Python package for optimizing investment portfolios using historical return data from Yahoo Finance. Users can easily determine the optimal portfolio allocation among a given set of tickers b...

105 (+192%)
mit
fortitudo-tech
fortitudo-tech/fortitudo.tech

Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.

253 (+114%)
gpl-3.0