Mean Variance Python Packages

goal-based-allocation

Semi-analytical dynamic mean-variance allocation and terminal-wealth risk under regime-switching jump-diffusions

cvx-quadprog

Goldfarb/Idnani dual quadratic programming solver in pure NumPy and SciPy. A reimplementation of quadprog/quadprog with no compiler required.

ledge-portfolio

Factor-structured mean-variance portfolio optimization for Rust and Python