Repository Index

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

• finance
• portfolio-optimization
• portfolio-management
• quantitative-finance

Portfolio Optimization in Python

• portfolio-optimization
• convex-optimization
• stepwise-regression
• duration-matching

A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

• risk
• pricing
• risk-management
• asset-allocation

Python library for portfolio optimization, factor model construction, and risk management built on scikit-learn

• asset-allocation
• portfolio
• portfolio-optimization
• quantitative-finance

Streaming-first technical indicators with a Rust core: native Python, Node.js and WebAssembly bindings plus a C ABI hub for C, C++, C#, Go, Java and R. 514 indicators, O(1) per-tick updates, no system dependencies. Drop-in TA-Lib replacement.

• algotrading
• backtesting
• bollinger-bands
• cryptocurrency