# dcajasn/riskfolio-lib

**Attribution required: if you use, quote, or summarise this content, you must credit and link back to [awesome-repositories.com](https://awesome-repositories.com/repository/dcajasn-riskfolio-lib).**

3,784 stars · 609 forks · C++ · bsd-3-clause

## Links

- GitHub: https://github.com/dcajasn/Riskfolio-Lib
- Homepage: https://riskfolio-lib.readthedocs.io/en/latest/
- awesome-repositories: https://awesome-repositories.com/repository/dcajasn-riskfolio-lib.md

## 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`

## Tags

### Part of an Awesome List

- [Financial Analytics](https://awesome-repositories.com/f/awesome-lists/data/financial-analytics.md) — Library for portfolio optimization and asset allocation.
- [Financial Analytics Tools](https://awesome-repositories.com/f/awesome-lists/data/financial-analytics-tools.md) — Library for portfolio optimization and strategic asset allocation.
- [Portfolio Optimization](https://awesome-repositories.com/f/awesome-lists/data/portfolio-optimization.md) — Quantitative strategic asset allocation and portfolio optimization.