Asset Allocation Python Packages

riskfolio-lib

Portfolio Optimization in Python

skfolio

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

financepy

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

fortitudo-tech

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

asset-allocation

Asset Allocation implementation in Python

lakshmi

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

py-vallocation

Flexible Python library for asset allocation and investor view integration

entropy-pooling

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

pcrm-book

Accompanying Python code to the Portfolio Construction and Risk Management book by Anton Vorobets.

portfolio-backtest

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

liquiditylife

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