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skfolio

Appears in 4 awesome lists

Python - Python library for portfolio optimization built on top of scikit-learn. It provides a unified interface and sklearn compatible tools to build, tune and cross-validate portfolio models.

Open github.comskfolio/skfolio

Found in these lists

Awesome AI in Finance

Section: Portfolio Management · Python library for portfolio optimization built on top of scikit-learn.

FreshScore 87

Awesome Quant

Section: Portfolio Optimization & Risk Analysis · Python - Python library for portfolio optimization built on top of scikit-learn. It provides a unified interface and sklearn compatible tools to build, tune and cross-validate portfolio models.

FreshScore 91

Libraries and packages

Section: Optimization · Portfolio optimization built on top of scikit-learn. It provides a unified interface and sklearn compatible tools to build, tune and cross-validate portfolio models.

FreshScore 86

Awesome Systematic Trading

Section: Optimization · | Python | - Python library for portfolio optimization built on top of scikit-learn

FreshScore 89

pyfolio

Portfolio and risk analytics. zipline - Algorithmic trading. alphalens - Performance analysis of predictive stock factors. empyrical - Financial risk metrics. trading_calendars - Calendars for various securities exchanges.

In 5 listsDetails

DeepDow

| Python | - Python package connecting portfolio optimization and deep learning. Its goal is to facilitate research of networks that perform weight allocation in one forward pass.

In 4 listsDetails

Riskfolio-Lib

| C++, Python | - Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

In 4 listsDetails

ml-quant-trading

| Python, PyTorch | - Research stack for multi-factor ML experiments with 213 mask-aware factors, bias correction, portfolio optimization, and vectorized backtesting.

In 4 listsDetails

mlfinlab

Python - Implementations regarding "Advances in Financial Machine Learning" by Marcos Lopez de Prado. (Feature Engineering, Financial Data Structures, Meta-Labeling).

In 3 lists

Ghostfolio

JavaScript - Wealth management software to keep track of financial assets like stocks, ETFs or cryptocurrencies and make solid, data-driven investment decisions.

In 3 lists

spectre

| Python | - spectre is a GPU-accelerated Parallel quantitative trading library, focused on performance.

In 3 lists

fecon235

Computational tools for financial economics, Python code base and tutorials using Jupyter notebooks, includes data retrieval, graphics, and optimization.

In 2 lists