dcajasn / Riskfolio-Lib
git clone https://github.com/dcajasn/Riskfolio-Lib.git
Portfolio Optimization in Python
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LanguageC++
LicenseBSD-3-Clause
Created2020-03-02 (6y ago)
Last pushtoday
OwnerUser
GitHub topics
asset-allocationconvex-optimizationcvar-optimizationcvxpydrawdown-modelduration-matchingefficient-frontierfinanceinvestmentinvestment-analysisportfolio-managementportfolio-optimizationprincipal-components-regressionquantitative-financerisk-contributionrisk-factorsrisk-paritysharpe-ratiostepwise-regressiontrading
Links
- GitHub: github.com/dcajasn/Riskfolio-Lib
- Homepage: https://portfoliooptimization.org
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