Efficient Frontier Python Packages

pyportfolioopt

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

riskfolio-lib

Portfolio Optimization in Python

skfolio

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

fortitudo-tech

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

cvxcla

critical line algorithm for efficient frontier

finquant

A program for financial portfolio management, analysis and optimisation.

vqe-portfolio

Python framework for portfolio optimisation using Variational Quantum Eigensolver (VQE), supporting QUBO formulations, constrained optimisation, and reproducible workflows for hybrid quantum–classical finance experiments.

pcrm-book

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

rate-optimiser

Constrained rate change optimiser for UK personal lines insurance pricing

pyportfoliopt

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