Search Packages

vectorbt

The backtesting engine that gives you an unfair advantage. Run thousands of trading ideas before others finish one.

pyportfolioopt

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

riskfolio-lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

skfolio

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

fortitudo-tech

Entropy Pooling views and stress testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.

cvxportfolio

Portfolio optimization and back-testing.

qis

Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.

optimalportfolios

Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python

basanos

Implementing a first hurdle for expected returns

empyrial

An Open Source Portfolio Management Framework for Everyone 投资组合管理

vectorbt-rust

The backtesting engine that gives you an unfair advantage. Run thousands of trading ideas before others finish one.

opes

A research-focused portfolio optimization and backtesting engine.

okama

Investment portfolio and stocks analyzing tools for Python with free historical data

scrilla

A python application that wraps around various financial APIs, calculates statistics and optimizes portfolio allocations.

pymlfinance

Machine Learning for Finance — Rust implementation of Advances in Financial Machine Learning

riskoptima

The RiskOptima toolkit is a comprehensive Python solution designed to assist investors in evaluating, managing, and optimizing the risk of their investment portfolios. This package implements advanced financial metrics and models to compute key risk indicators, including Value at Risk (VaR), Conditional Value at Risk (CVaR), and volatility assessme

riskparityportfolio

Fast and scalable construction of risk parity portfolios

langchain-quantoracle

63 deterministic quant computation tools for autonomous financial agents. Options, derivatives, risk, portfolio, statistics, crypto/DeFi, macro/FX, TVM. 1,000 free calls/day — no signup.

cvar-optimization-benchmarks

Conditional Value-at-Risk (CVaR) portfolio optimization benchmark problems in Python.

copulax

JAX-based copula modelling

portfoliooptimization

A package for portfolio optimization

vqe-portfolio

Python framework for portfolio optimisation using Variational Quantum Eigensolver (VQE), supporting QUBO formulations, constrained optimisation, and reproducible workflows for hybrid quantum–classical finance experiments.

azapy

Financial Portfolio Optimization Algorithms

deepdow

Portfolio optimization with deep learning.