RCEpic
dcajasn/Riskfolio-Lib
Portfolio Optimization in Python
- Owner
- dcajasn (personal account)
- Stars
- Stars: 4,583
- Forks
- Forks: 733
- Language
- C++
- License
- BSD-3-Clause
- Created
- 2020
- Topics
- portfolio-optimizationconvex-optimizationstepwise-regressionduration-matchingdrawdown-modelsharpe-ratiotradinginvestmentfinanceasset-allocation
- Tier
- RC (2,000 to 4,999 ★) What this tier means
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