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PyPortfolio/PyPortfolioOpt

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

Jupyter Notebook MIT main Stack scanned README.md
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Stars
5,874
Forks
1,149
Watchers
141
Issues
105
Commits
865
Awesome lists
1

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Activity and growth

Tracked growth, recent movement, and commit velocity from stored repository snapshots.

Latest capture 2026-07-21 03:08

Star growth, last 7 days
No 7-day history
Commit velocity, last 7 days
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Stars since baseline
+77
Snapshot coverage
3

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3 captures since 2026-06-19

Stars from baseline +77

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Detected stack

Frameworks, package managers, ecosystems, and dependency manifests found during catalog scans.

Scanned 2026-07-21 03:08

Stack signals
1
Package managers
2
Manifest files
2
Dependencies
23

Frameworks and tools

  • pytest test framework · high confidence
PEP 517 pip python

Dependency files

2 manifests
  • pyproject.toml python ecosystem, 17 dependencies
  • requirements.txt python ecosystem, 6 dependencies

Classification

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Topics
12
Tags
0
Stacks
1

Topics

#algorithmic-trading #covariance #efficient-frontier #finance #financial-analysis #investing #investment #investment-analysis #portfolio-management #portfolio-optimization #python #quantitative-finance

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Stack labels

pytest

AI development signals

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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
2026-07-21
Last synced
2026-07-21 03:08
Stack detected
2026-07-21 03:08
Archived
no

Links and files

GitHub Website

https://pyportfolioopt.readthedocs.io/

README

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