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Eiten
Python toolkit for statistical and algorithmic portfolio construction
What it is
An open source Python toolkit from Tradytics that builds portfolios using strategies such as Eigen Portfolios, Minimum Variance Portfolios, Maximum Sharpe Ratio Portfolios, and genetic algorithm based portfolios. It loads daily data from Yahoo Finance, generates several candidate portfolios from a user-supplied stock list, and includes a backtesting and forward-testing framework plus Monte Carlo simulation of future prices. The toolkit suits quant traders who want to construct and evaluate portfolios from their own small universe of stocks. Data comes solely from Yahoo Finance, so it is geared toward research rather than production trading pipelines.
At a glance
Worth watchingOur rating, based on popularity, maintenance and how ready it is for real use.
| Best for | Professional quants |
|---|---|
| Used for | Strategy research, Data analysis |
| Markets | US equities |
| Stack | Python |
| Learning curve | Moderate learning curve |
| Practical value | Medium practical value |
| Cost | Free and open source |
| Hardware | No GPU needed |
| Maintenance | No commits in over six months |
GitHub stars, last 30 days
Daily snapshots since 2026-09-12 (up to 30 days): +17 over the period, now 3,313. Gaps mean no snapshot was taken that day.
Eiten is an open source toolkit by Tradytics that implements various statistical and algorithmic investing strategies such as Eigen Portfolios, Minimum Variance Portfolios, Maximum Sharpe R
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