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GitHub / dcajasn / Riskfolio-Lib
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
JSON API: https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/dcajasn%2FRiskfolio-Lib
Stars: 2,685
Forks: 466
Open Issues: 1
License: bsd-3-clause
Language: C++
Repo Size: 101 MB
Dependencies:
30
Created: about 4 years ago
Updated: 3 days ago
Last pushed: 3 days ago
Last synced: 3 days ago
Commit Stats
Commits: 277
Authors: 5
Mean commits per author: 55.4
Development Distribution Score: 0.397
More commit stats: https://commits.ecosyste.ms/hosts/GitHub/repositories/dcajasn/Riskfolio-Lib
Topics: asset-allocation, convex-optimization, cvar-optimization, cvxpy, drawdown-model, duration-matching, efficient-frontier, finance, investment, investment-analysis, portfolio-management, portfolio-optimization, principal-components-regression, quantitative-finance, risk-contribution, risk-factors, risk-parity, sharpe-ratio, stepwise-regression, trading
Funding links: https://github.com/sponsors/dcajasn, https://ko-fi.com/riskfolio
Files
Dependencies
- RinohType *
- XlsxWriter *
- arch *
- astropy *
- cvxpy *
- matplotlib *
- networkx *
- numpy *
- numpydoc *
- pandas *
- scikit-learn *
- scipy *
- sphinx ==3.5.1
- sphinx-sitemap ==2.2.0
- sphinx_rtd_theme ==0.5.2
- sphinxcontrib-bibtex ==2.2.1
- sphinxcontrib-napoleon ==0.7
- sphinxemoji ==0.1.8
- statsmodels *
- XlsxWriter >=1.3.7
- arch >=4.15
- astropy >=4.3.1
- cvxpy >=1.1.7
- matplotlib >=3.5.0
- networkx >=2.5.1
- numpy >=1.17.0
- pandas >=1.0.0
- scikit-learn >=1.0.0
- scipy >=1.0.1
- statsmodels >=0.10.1