Riskfolio-Lib
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
- finance
- portfolio
- optimization
- quant
- asset
- allocation
- investing
- asset-allocation
- convex-optimization
- cvar-optimization
- cvxpy
- drawdown-model
- duration-matching
- efficient-frontier
- investment
- investment-analysis
- portfolio-management
- portfolio-optimization
- principal-components-regression
- quantitative-finance
- risk-contribution
- risk-factors
- risk-parity
- sharpe-ratio
- stepwise-regression
- trading