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@@ -307,6 +307,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
- [AutoHypothesis](https://github.com/arteemg/AutoHypothesis) - `Python` - An agentic framework that mimics the real quant trading pipeline to find alpha: economic hypothesis, in-sample iteration, and out-of-sample validation.
- [skfolio](https://github.com/skfolio/skfolio) - `Python` - Python library for portfolio optimization built on top of scikit-learn. It provides a unified interface and sklearn compatible tools to build, tune and cross-validate portfolio models.
- [PyPortfolioOpt](https://github.com/robertmartin8/PyPortfolioOpt) - `Python` - Financial portfolio optimization in python, including classical efficient frontier and advanced methods.
- [OptimalPortfolios](https://github.com/ArturSepp/OptimalPortfolios) - `Python` - Optimisation analytics for constructing and backtesting optimal multi-asset portfolios: covariance estimation, rolling optimisation, and performance reporting in one pipeline.
- [Eiten](https://github.com/tradytics/eiten) - `Python` - Eiten is an open source toolkit by Tradytics that implements various statistical and algorithmic investing strategies such as Eigen Portfolios, Minimum Variance Portfolios, Maximum Sharpe Ratio Portfolios, and Genetic Algorithms based Portfolios.
- [riskparity.py](https://github.com/dppalomar/riskparity.py) - `Python` - fast and scalable design of risk parity portfolios with TensorFlow 2.0.
- [mlfinlab](https://github.com/hudson-and-thames/mlfinlab) - `Python` - Implementations regarding "Advances in Financial Machine Learning" by Marcos Lopez de Prado. (Feature Engineering, Financial Data Structures, Meta-Labeling).