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Zhe Wang
2024-01-07 09:44:10 +00:00
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@@ -290,6 +290,7 @@ Note: the one marked as `Live Trading` has reasonable live trading support for a
### Optimization
- [skfolio](https://github.com/skfolio/skfolio) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/skfolio/skfolio/main) | `Python` | - Python library for portfolio optimization built on top of scikit-learn
- [Riskfolio-Lib](https://github.com/dcajasn/Riskfolio-Lib) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/dcajasn/Riskfolio-Lib/master) | `C++`, `Python` | - Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
- [Deepdow](https://github.com/jankrepl/deepdow) | `Python` | - Python package connecting portfolio optimization and deep learning. Its goal is to facilitate research of networks that perform weight allocation in one forward pass.
- [PyPortfolioOpt](https://github.com/robertmartin8/PyPortfolioOpt) | `Python` | - Financial portfolio optimizations in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity