Trading Analytics, Performance Metrics, Statistics and Portfolio Optimization
| Repo | Site | Stars | Issues | Contributors | Version | Last Publish | Forks | Watchers |
|---|---|---|---|---|---|---|---|---|
| quantstats (opens in a new tab) | 4810 | 100 | 27 | 0.0.62 | 2023-07-06 | 840 | 109 | |
| skfolio (opens in a new tab) | (opens in a new tab) | 1155 | 9 | 9 | v0.4.1 | 2024-09-22 | 95 | 25 |
| Riskfolio-Lib (opens in a new tab) | (opens in a new tab) | 2991 | 1 | 4 | 510 | 78 | ||
| PyPortfolioOpt (opens in a new tab) | (opens in a new tab) | 4425 | 73 | 30 | PyPortfolioOpt v1.4.1 | 2021-05-06 | 948 | 132 |
| ffn (opens in a new tab) | 1989 | 21 | 30 | v1.1.0 | 2024-08-06 | 296 | 64 | |
| pyfolio-reloaded (opens in a new tab) | (opens in a new tab) | 366 | 7 | 30 | MAINT: Fix version conflicts | 2024-05-14 | 110 | 23 |
| alphalens-reloaded (opens in a new tab) | (opens in a new tab) | 292 | 2 | 18 | v0.4.4 | 2024-05-14 | 66 | 12 |
| empyrical-reloaded (opens in a new tab) | (opens in a new tab) | 48 | 0 | 20 | 0.5.11 | 2024-09-25 | 24 | 5 |
quantstats
Portfolio analytics for quants, written in Python
skfolio
Python library for portfolio optimization built on top of scikit-learn
Riskfolio-Lib
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
PyPortfolioOpt
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
ffn
ffn - a financial function library for Python
pyfolio-reloaded
Portfolio and risk analytics in Python
alphalens-reloaded
Performance analysis of predictive (alpha) stock factors
empyrical-reloaded
Common financial risk and performance metrics. Used by zipline and pyfolio.