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Portfolio Optimization Python Packages

Python packages with the GitHub topic portfolio-optimization. Sorted by relevance, with stars and monthly downloads.
polakowo
vectorbt

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

439K 8K 972
pyportfolio
pyportfolioopt

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

167K 6K 1K
dcajasn
riskfolio-lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

82K 4K 667
skfolio
skfolio

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

78K 2K 203
fortitudo-tech
fortitudo-tech

Entropy Pooling views and stress testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.

27K 296 54
cvxgrp
cvxportfolio

Portfolio optimization and back-testing.

9K 1K 284
ArturSepp
qis

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

8K 566 63
polakowo
vectorbt-rust

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

4K 8K 972
Jebel-Quant
basanos

Implementing a first hurdle for expected returns

4K 18 2
ArturSepp
optimalportfolios

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

3K 74 30
ssantoshp
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

2K 1K 135
SidRichardsQuantum
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.

2K 1 0
mbk-dev
okama

Investment portfolio analyzing & optimization tools

2K 257 43
dppalomar
riskparityportfolio

Fast and scalable construction of risk parity portfolios

2K 322 73
sipemu
pymlfinance

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

2K 1 0
chinchalinchin
scrilla

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

1K 9 1
tfm000
copulax

JAX-based copula modelling

1K 8 0
Mircea-MMXXI
azapy

Financial Portfolio Optimization Algorithms

1K 61 9
JordiCorbilla
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

1K 5 0
nathanramoscfa
portfoliooptimization

A package for portfolio optimization

1K 1 1
jankrepl
deepdow

Portfolio optimization with deep learning.

1K 1K 161
opes-core
opes

A research-focused portfolio optimization and backtesting engine.

1K 1 1
fortitudo-tech
cvar-optimization-benchmarks

Conditional Value-at-Risk (CVaR) portfolio optimization benchmark problems in Python.

893 12 6
dthinkr
yand-mvsk

Fast MVSK portfolio optimization: no tensor storage, solves 800 assets in 0.05s

853 12 6
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