dcajasn/Riskfolio-Lib
A Python library for portfolio optimization and quantitative strategic asset allocation.
C++
Finance
Portfolio Management
BSD-3-Clause
3.8K
Stars
609
Forks
Mar 2, 2020
Created
Mar 5, 2026
Last Updated
Project Analytics
Stars Growth (1 Month)
+39
+1.0% change
Avg Daily Growth (1 Month)
+1.4
stars per day
Fork/Star Ratio (All Time)
16.0%
Good engagement
Lifetime Growth
1.7
stars/day over 2.2K days
Stars Over Time
Forks Over Time
Open Issues Over Time
Pull Requests Over Time
Commits Over Time
Topics
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
AI-Generated Tags
portfolio-optimization
asset-allocation
quantitative-finance
risk-management
investment-analysis
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