Efficient Frontier Python Packages

skfolio

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

pyportfolioopt

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

riskfolio-lib

Portfolio Optimization in Python

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.

pcrm-book

Portfolio Construction and Risk Management book's Python code.

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.

rate-optimiser

Constrained rate optimisation for insurance pricing — FCA ENBP compliance, demand modelling, efficient frontier, portfolio-level margin control