github Actively maintained

PyPortfolio/PyPortfolioOpt

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

1 awesome list

Quick read

Stars
5,958
Forks
1,167
Open issues
112
Commits
865

Activity and growth

Latest capture 2026-08-14 03:05

Stars · last 7 days
No history
Commits · last 7 days
No history
Stars since tracking
+161
Stored snapshots
4

Classification

Metadata

Language
Jupyter Notebook
License
MIT
Default branch
main
Created
2018-05-29
First commit
2018-05-29
Last pushed
2026-07-07
GitHub updated
2026-08-14
Last synced
2026-08-14 03:05
Stack scanned
2026-08-14 03:05
Archived
No

AI development signals

0 paths

Agent instructions and tool configuration found in this repository.

No config files detected.

Growth history

Tracked growth

4 observed captures since 2026-06-19. Observed captures are shown by default.

Stars from first capture +161

Chart data

Observed captures only

Time horizon

All tracked data

Custom date range

Stars history

Observed snapshots

Commits history

Observed snapshots

Similar repositories

Nearest indexed repositories by embedding similarity.

Jebel-Quant/jquantstats

Time series and portfolio analytics for quantitative finance.

42 stars
Python 1 awesome list

skfolio/skfolio

Python library for portfolio optimization built on top of scikit-learn

2,163 stars
Python 1 awesome list

fmilthaler/FinQuant

A program for financial portfolio management, analysis and optimisation.

1,814 stars
Python 1 awesome list