Portfolio Optimization Python Packages

vectorbt

The backtesting engine that gives you an unfair advantage. Run thousands of trading ideas before others finish one.

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.

cvxportfolio

Portfolio optimization and back-testing.

riskoptima

The RiskOptima toolkit is a comprehensive Python solution designed to assist investors in evaluating, managing, and optimizing the risk of their investment portfolios. This package implements advanced financial metrics and models to compute key risk indicators, including Value at Risk (VaR), Conditional Value at Risk (CVaR), and volatility assessme

qis

Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.

okama

Investment portfolio and stocks analyzing tools for Python with free historical data

optimalportfolios

Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python

empyrial

An Open Source Portfolio Backtesting Engine for Everyone | 面向所有人的开源投资组合回测引擎

vectorbt-rust

The backtesting engine that gives you an unfair advantage. Run thousands of trading ideas before others finish one.

ml4t-models

Finance-specific latent-factor, asset prediction, and portfolio-learning models.

basanos

Implementing a first hurdle for expected returns

deepdow

Portfolio optimization with deep learning.

riskparityportfolio

Fast and scalable construction of risk parity portfolios

tradearena-benchmark

Auditable research prototype for financial-agent reliability, risk gates, and intent-to-execution trajectories.

opes

An open-source Python module for portfolio optimization and backtesting

copulax

Copula, multivariate and univariate distribution fitting using JAX in python.

pymlfinance

Machine Learning for Finance — Rust implementation of Advances in Financial Machine Learning

scrilla

A python application that wraps around various financial APIs, calculates statistics and optimizes portfolio allocations.

azapy

Financial Portfolio Optimization Algorithms

quant-reporter

A Python library for advanced quantitative portfolio analysis, optimization, and validation.

black-litterman-mcp

Portfolio Optimization MCP based on black-litterman model