Efficient Frontier Python Packages

pyportfolioopt

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

riskfolio-lib

Portfolio Optimization and Quantitative Strategic Asset Allocation 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.

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.

cvxcla

critical line algorithm for efficient frontier

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