Library/Riskfolio-Lib
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dcajasn/Riskfolio-Lib

Riskfolio-Lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

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dcajasn

dcajasn

dcajasn • individual

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644

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Created

Mar 2, 2020

Project creation date

README Summary

Riskfolio-Lib is a Python library for portfolio optimization and quantitative strategic asset allocation. It provides comprehensive tools for modern portfolio theory, risk management, and asset allocation strategies including mean-variance optimization, risk parity, and factor models. The library supports multiple risk measures and optimization techniques for building efficient investment portfolios.

AI Dev Skills

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Portfolio OptimizationQuantitative FinanceRisk ManagementMathematical OptimizationStatistical ModelingTime Series AnalysisMonte Carlo SimulationMean-Variance OptimizationBlack-Litterman ModelRisk ParityRobust Optimization

Tags

Portfolio OptimizationQuantitative FinanceRisk ManagementMathematical OptimizationStatistical ModelingTime Series AnalysisMonte Carlo SimulationMean-Variance OptimizationBlack-Litterman ModelRisk ParityRobust OptimizationPortfolio ConstructionInvestment Strategy OptimizationFinancial MLRisk-Return AnalysisOn-premiseBankingAsset AllocationRisk AssessmentInsuranceCloudBacktesting Trading StrategiesCapital AllocationFinTechQuantitative AIInvestment ManagementTabularSelf-hostedAsset ManagementC++

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Recent Activity

Updated 1 months ago

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90 Days

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Quality

beta
Quality
medium
Maturity
beta

Categories

Data Science & AnalyticsPrimaryIndustry: FinTechFinance & LegalOther AI / MLRobotics

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Developer Platform

Languages

C++100.0%

Timeline

Project created
Mar 2, 2020
Forked
Mar 23, 2026
Your last push
1 months ago
Upstream last push
19 days ago
Tracked since
Mar 8, 2026

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