Trading Analytics, Performance Metrics, Statistics and Portfolio Optimization
| Repo | Site | Stars | Issues | Contributors | Version | Last Publish | Forks | Watchers |
|---|---|---|---|---|---|---|---|---|
| quantstats (opens in a new tab) | 4936 | 109 | 27 | 0.063 | 2024-10-25 | 854 | 115 | |
| skfolio (opens in a new tab) | (opens in a new tab) | 1212 | 8 | 10 | v0.5.0 | 2024-11-04 | 101 | 25 |
| Riskfolio-Lib (opens in a new tab) | (opens in a new tab) | 3066 | 0 | 4 | 520 | 79 | ||
| PyPortfolioOpt (opens in a new tab) | (opens in a new tab) | 4515 | 78 | 30 | PyPortfolioOpt v1.4.1 | 2021-05-06 | 957 | 134 |
| ffn (opens in a new tab) | 2030 | 21 | 30 | v1.1.1 | 2024-11-02 | 300 | 66 | |
| pyfolio-reloaded (opens in a new tab) | (opens in a new tab) | 387 | 7 | 30 | MAINT: Fix version conflicts | 2024-05-14 | 110 | 23 |
| alphalens-reloaded (opens in a new tab) | (opens in a new tab) | 310 | 2 | 18 | v0.4.4 | 2024-05-14 | 70 | 13 |
| empyrical-reloaded (opens in a new tab) | (opens in a new tab) | 51 | 0 | 20 | 0.5.11 | 2024-09-25 | 25 | 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.