Hierarchical Risk Parity Python Packages

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.

pyhrp

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

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.

canopy-optimizer

Institutional-grade hierarchical portfolio optimization in Python — HRP, HERC, NCO — with robust covariance estimation, risk measures, walk-forward backtesting, and compliance audit trails.