SkillData & Analytics
pyportfolioopt
Portfolio optimization library: mean-variance, Black-Litterman, CVaR optimization, risk parity, Hierarchical Risk Parity (HRP), and CLA. Factor models, shrinkage estimators, and ex-ante risk analysis.
✳Claude Code>_Codex◈OpenClaw+3
By mkurmanOriginal project
326 GitHub starsMIT · FreeView skill
