Asset Allocation Python Packages

skfolio

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

riskfolio-lib

Portfolio Optimization in Python

cpz-ai

Open-source quantitative portfolio optimization, risk analytics, and anti-overfitting strategy certification in Python. The research core of the CPZAI systematic trading operating system.

financepy

A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

pyhrp

Cluster-based portfolio allocation on an explicit, inspectable tree: hierarchical risk parity, Schur complementary allocation and hierarchical 1/N

optimalportfolios

Production multi-asset portfolio construction and rolling backtesting in Python

asset-allocation

Asset Allocation implementation in Python

fortitudo-tech

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

cpz-quant

Open-source quantitative portfolio optimization, risk analytics, and anti-overfitting strategy certification in Python. The research core of the CPZAI systematic trading operating system.

lakshmi

Investing library and command-line interface inspired by the Bogleheads philosophy

goal-based-allocation

Semi-analytical dynamic mean-variance allocation and terminal-wealth risk under regime-switching jump-diffusions

pcrm-book

Portfolio Construction and Risk Management book's Python code.

taxrebalance

Python toolkit for tax-aware portfolio rebalancing with Canadian ACB, U.S. tax lots, tracking-error constraints, and convex optimization.

portfolio-backtest

portfolio-backtest is a python library for backtest portfolio asset allocation on Python 3.7 and above.

entropy-pooling

Entropy Pooling in Python with a BSD 3-Clause license.

portfolio-risk-lab

Portfolio Risk & Rebalancing Lab — Uncertainty-Aware Portfolio Optimization and PM Decision Support

py-vallocation

Flexible Python library for asset allocation and investor view integration

liquiditylife

Life-cycle portfolio choice with liquidity risk, labor-income risk, and consumption adjustment frictions. Inspired by Adams (2026).