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dcajasn/Riskfolio-Lib
Riskfolio-Lib 是一个用于投资组合优化的 Python 库，专注于量化战略资产配置，帮助用户通过数学建模构建高效的投资组合，支持多种风险度量和优化方法。
标签
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
技术栈
查看全部依赖 (27)
依赖
NumPy
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Pandas
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RinohType
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SCS
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arch
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astropy
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backports.tarfile
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clarabel
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cvxpy
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fonttools
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matplotlib
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networkx
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numpydoc
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pybind11
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scikit-learn
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scipy
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sphinx
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sphinx-immaterial
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sphinx-sitemap
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sphinx_rtd_theme
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sphinxcontrib-applehelp
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sphinxcontrib-bibtex
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sphinxcontrib-htmlhelp
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sphinxcontrib-napoleon
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sphinxemoji
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statsmodels
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xlsxwriter
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