Skip to content

Added skfolio #16

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Open
wants to merge 1 commit into
base: main
Choose a base branch
from
Open
Show file tree
Hide file tree
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
1 change: 1 addition & 0 deletions README.md
Original file line number Diff line number Diff line change
Expand Up @@ -176,6 +176,7 @@ We are collecting a list of resources papers, softwares, books, articles for fin

| Repository | Description | Stars | Made with |
|------------|-------------|-------|-----------|
| [skfolio](https://github.com/skfolio/skfolio) | 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. | ![GitHub stars](https://badgen.net/github/stars/skfolio/skfolio) | ![made-with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
| [PyPortfolioOpt](https://github.com/robertmartin8/PyPortfolioOpt) | Financial portfolio optimizations in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity | ![GitHub stars](https://badgen.net/github/stars/robertmartin8/PyPortfolioOpt) | ![made-with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
| [Riskfolio-Lib](https://github.com/dcajasn/Riskfolio-Lib) | Portfolio Optimization and Quantitative Strategic Asset Allocation in Python | ![GitHub stars](https://badgen.net/github/stars/dcajasn/Riskfolio-Lib) | ![made-with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
| [empyrial](https://github.com/ssantoshp/Empyrial) | Empyrial is a Python-based open-source quantitative investment library dedicated to financial institutions and retail investors, officially released in March 2021 | ![GitHub stars](https://badgen.net/github/stars/ssantoshp/Empyrial) | ![made-with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
Expand Down
1 change: 1 addition & 0 deletions README_zh.md
Original file line number Diff line number Diff line change
Expand Up @@ -166,6 +166,7 @@

| 存储库 | 描述 | 明星 | 使用方法 |
|------------|-------------|-------|-----------|
| [skfolio](https://github.com/skfolio/skfolio) | 基于scikit-learn构建的投资组合优化。它提供了统一的接口和与sklearn兼容的工具,用于构建、调优和交叉验证投资组合模型。| ![GitHub stars](https://badgen.net/github/stars/skfolio/skfolio) | ![made-with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
| [PyPortfolioOpt](https://github.com/robertmartin8/PyPortfolioOpt) | 在python中进行金融投资组合优化,包括经典的有效边界、Black-Litterman、分级风险平价等。 | ![GitHub stars](https://badgen.net/github/stars/robertmartin8/PyPortfolioOpt) | ![made-with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
| [Riskfolio-Lib](https://github.com/dcajasn/Riskfolio-Lib) | Python中的投资组合优化和定量战略资产配置 | ![GitHub stars](https://badgen.net/github/stars/dcajasn/Riskfolio-Lib) | ![made-with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
| [empyrial](https://github.com/ssantoshp/Empyrial) | Empyrial是一个基于Python的开源量化投资库,专门为金融机构和零售投资者服务,于2021年3月正式发布。 | ![GitHub stars](https://badgen.net/github/stars/ssantoshp/Empyrial) | ![made-with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
Expand Down