Time series and portfolio analytics for quantitative finance.
Appears on
Quick read
Latest capture 2026-09-28 03:06
Archive status reflects the last catalog sync, not a maintenance assessment. Check recent releases, issue responses, and fit for your project with the repository shortlisting checklist.
1 path
Agent instructions and tool configuration found in this repository.
Claude Code
5 observed captures since 2026-06-19. Observed captures are shown by default.
Stars from first capture +5
Observed captures only
All tracked data
Observed snapshots
Observed snapshots
Nearest indexed repositories by embedding similarity.
Portfolio analytics for quants, written in Python
Financial portfolio optimization in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
A program for financial portfolio management, analysis and optimisation.
A framework for quantitative finance In python.
An Open Source Portfolio Backtesting Engine for Everyone | 面向所有人的开源投资组合回测引擎
Portfolio Optimization in Python
