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› Riskfolio-Lib
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
Pandas
RinohType
SCS
arch
astropy
backports.tarfile
clarabel
cvxpy
fonttools
matplotlib
networkx
numpydoc
pybind11
scikit-learn
scipy
sphinx
sphinx-immaterial
sphinx-sitemap
sphinx_rtd_theme
sphinxcontrib-applehelp
sphinxcontrib-bibtex
sphinxcontrib-htmlhelp
sphinxcontrib-napoleon
sphinxemoji
statsmodels
xlsxwriter
