portfolio-optimization

The research engine that gives you an unfair advantage. Run thousands of trading ideas before others finish one.

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

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

Portfolio Optimization in Python

Statistical and Algorithmic Investing Strategies for Everyone

Python library for portfolio optimization, factor model construction, and risk management built on scikit-learn

The Operator Splitting QP Solver

Machine Learning in Asset Management (by @firmai)

Portfolio optimization and back-testing.

Portfolio optimization with deep learning.

Research in investment finance with Python Notebooks

An Open Source Portfolio Backtesting Engine for Everyone | 面向所有人的开源投资组合回测引擎

The honest edge layer for Kalshi prediction markets - an agent-native toolkit (CLI, MCP server, Claude skill) that measures whether you actually beat the book instead of claiming it.

Helps you with managing your investments

The Open-Source Backtesting Engine/ Trading Simulator by Bertram Enterprises.

Powered by NVIDIA cuOpt: a GPU-accelerated portfolio optimization toolkit for building, backtesting, and scaling Mean-CVaR and Mean-Variance investment workflows with CUDA-X Data Science.

Applied an ARIMA-LSTM hybrid model to predict future price correlation coefficients of two assets

📈This repo contains detailed notes and multiple projects implemented in Python related to AI and Finance. Follow the blog here: https://purvasingh.medium.com

An open source library for portfolio optimisation

Fast and scalable construction of risk parity portfolios