Risk & portfolio
Portfolio optimisation, risk measurement and performance analysis tools.
15 projects · sorted by GitHub stars · data refreshed daily (last )
The Chinese category lists 49 tools. This page lists the 15 that have an English summary, so the two are not treated as translations of each other. Full Chinese category
Portfolio performance and risk analysis in Python
Mean-variance, Black-Litterman and risk-parity portfolio optimization in Python
CVXPY-based portfolio optimization and strategic asset allocation
Python toolkit for statistical and algorithmic portfolio construction
Python library for pricing and risk-managing financial derivatives
scikit-learn compatible Python library for portfolio optimization
Python portfolio management, analysis and optimisation library
Common financial risk and performance metrics in Python
Jupyter notebooks for financial economics and risk analysis
Python collection of online portfolio selection algorithms
Portfolio and risk analytics, a maintained fork of pyfolio
Rust library for risk-neutral pricing and risk
Fast, scalable design of risk parity portfolios
CVaR portfolio optimisation and Entropy Pooling in Python
R package for portfolio performance and risk analysis