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PyPortfolio / PyPortfolioOpt

Financial portfolio optimization in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

Repository stars
6,149All-time #9,565
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1,194
Last push
updated 3 months ago
Repository created
since 2018
Apps & systemsGeneralJupyter NotebookMIT · Permissive
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Summarised by AI from the README; the original prevails

Author description: Financial portfolio optimization in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

Basic listing based on official public information; functionality has not been independently evaluated.

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Star trend

Includes values estimated from GitHub history
6,0716,1086,14410-0710-1210-1710-2210-2711-0111-05
Raw observations · 2
Historical observations
Measured atRepository starsSource
2026-11-06 10:24 UTC6,149Source
2026-11-03 08:28 UTC6,144Source

First collected 2026-11-03Measured at 2026-11-06 10:24 UTCSourceLicense source

Compiled from public project information; not independently tested. · Repository stars, not unique users or individual-skill installs · License tiers are derived from metadata. Check obligations for your use; unknown does not mean prohibited.