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dcajasn/Riskfolio-Lib

@dcajasn

Portfolio Optimization in Python

Stars
4,478
Forks
706
Language
C++
License
BSD-3-Clause
Last push
3 weeks ago
C++tradingquantitative-financefinanceportfolio-managementportfolio-optimizationconvex-optimizationasset-allocationinvestment-analysisinvestmentcvar-optimizationcvxpyefficient-frontierrisk-paritysharpe-ratiodrawdown-modelduration-matchingprincipal-components-regressionrisk-contributionrisk-factorsstepwise-regression

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