dcajasn/Riskfolio-Lib
library
BSD-3-ClausePortfolio Optimization in Python
C++
4.3k
672
Updated 3 Jun 2026
asset-allocation
convex-optimization
cvar-optimization
cvxpy
drawdown-model
duration-matching
efficient-frontier
finance
investment
investment-analysis
portfolio-management
portfolio-optimization
principal-components-regression
quantitative-finance
risk-contribution
risk-factors
risk-parity
sharpe-ratio
stepwise-regression
trading