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Add Multi-Axis Robust Portfolio Optimization project (#555)

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Viraj Nigwekar
2026-08-14 08:10:55 -03:00
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@@ -313,6 +313,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
## Portfolio Optimization & Risk Analysis
- [Multi-Axis Robust Portfolio Optimization](https://github.com/Viraj-Nigwekar/multi-axis-robust-portfolio-optimization) - `Python` - Portfolio optimization framework combining covariance shrinkage, bootstrap aggregation, and parametric scenario modeling, with reproducible notebooks and an accompanying SSRN paper.
- [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.