From 8837c6757deb4482b9b7dd0ac43339b9358fb259 Mon Sep 17 00:00:00 2001 From: Zhe Wang Date: Sun, 20 Mar 2022 15:15:49 +0000 Subject: [PATCH] update portfolio opt --- Readme.md | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/Readme.md b/Readme.md index afd7bf5..0e79a13 100644 --- a/Readme.md +++ b/Readme.md @@ -200,7 +200,8 @@ Note: the one marked as `Live Trading` has reasonable live trading support for a ### Optimization - [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 optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity +- [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.