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Riskfolio-Lib is a Python portfolio optimization library and convex risk management tool. It provides a framework for calculating optimal asset allocations using convex risk measures and mathematical programming solvers, supporting linear, quadratic, and semidefinite programming. The library features a hierarchical risk parity framework and financial asset clustering tools to group similar instruments and improve diversification. It includes a portfolio backtesting engine for simulating investment strategies using historical data and cross-validation. The system covers a broad range of quant
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
A pure Go port of TA-Lib (http://ta-lib.org)
The main features of markcheno/go-talib are: Financial Analytics Tools.
Projects with overlapping indexed features include: dcajasn/riskfolio-lib — Riskfolio-Lib is a Python portfolio optimization library and convex risk management tool. It provides a framework for… domokane/financepy — A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including… enthought/pyql — Cython QuantLib wrappers. google/tf-quant-finance — This is a quantitative finance library built on TensorFlow for financial engineering, asset pricing, and risk… greyblake/ta-rs — Technical analysis library for Rust language. clevasseur/ta-lib-rust — TA-lib bindings for Rust.
