PyPortfolio/PyPortfolioOpt
Financial portfolio optimization in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
Open-source investment analytics platform bridging academic research and retail finance. Features include portfolio risk decomposition [Fama-French Five Factor Model], retirement sustainability modeling [Block Bootstrap Monte Carlo], max drawdown/CVaR dashboards, and risk-return optimisation [Markowitz, Ledoit-Wolf] via an intuitive user interface.
Appears on
Quick read
Latest capture 2026-09-25 03:07
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.
0 paths
Agent instructions and tool configuration found in this repository.
No config files detected.
5 observed captures since 2026-06-19. Observed captures are shown by default.
Stars from first capture +4
Observed captures only
All tracked data
Observed snapshots
Observed snapshots
Nearest indexed repositories by embedding similarity.
Financial portfolio optimization in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
Time series and portfolio analytics for quantitative finance.
Portfolio analytics for quants, written in Python
Portfolio Optimization in Python
Agent-driven alpha factory — LLM autonomously designs, backtests, and submits factors to WorldQuant BRAIN
A program for financial portfolio management, analysis and optimisation.