From 334dd70a69131e86cef168cc36593af8459478e0 Mon Sep 17 00:00:00 2001 From: Zhe Wang Date: Fri, 5 Jan 2024 11:52:45 +0000 Subject: [PATCH] update riskfolio --- Readme.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/Readme.md b/Readme.md index df7330b..9ab2686 100644 --- a/Readme.md +++ b/Readme.md @@ -290,9 +290,9 @@ Note: the one marked as `Live Trading` has reasonable live trading support for a ### Optimization +- [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 -- [Riskfolio-Lib](https://github.com/dcajasn/Riskfolio-Lib) | `Python` | - Portfolio Optimization and Quantitative Strategic Asset Allocation in Python - [empyrial](https://github.com/ssantoshp/Empyrial) | `Python` | - Empyrial is a Python-based open-source quantitative investment library dedicated to financial institutions and retail investors, officially released in March 2021. - [spectre](https://github.com/Heerozh/spectre) | `Python` | - spectre is a GPU-accelerated Parallel quantitative trading library, focused on performance.