skfolio
Portfolio optimization built on top of scikit-learn
- portfolio
- optimization
- optimisation
- finance
- asset
- allocation
- quantitative
- quant
- investment
- strategy
- machine-learning
- scikit-learn
- data-mining
- data-science
- asset-allocation
- asset-management
- convex-optimization
- cvar-optimization
- cvxpy
- efficient-frontier
- hierarchical-clustering
- portfolio-optimization
- quantitative-finance
- quantitative-investment
- risk-parity
- trading-strategies