Ross ROSS = Recommend OSS · open-source software intelligence for agents

tradytics/eiten

Statistical and Algorithmic Investing Strategies for Everyone observed · 2026-08-28

github.com/tradytics/eiten · homepage · Python · GPL-3.0 (copyleft) observed · 2026-08-28

Health v2 · maintenance only

32/100

  • Activity 0
  • Release rhythm 35
  • Longevity 100

Flags: no_releases

How is this computed?

round(0.45*activity + 0.35*rhythm + 0.20*longevity); archived -> min(score, 10) — computed 2026-09-03. Adoption (stars, forks) is never an input.

  • gap_med: n/a
  • age_days: 2185
  • days_rel: n/a
  • days_push: 1495
  • n_releases_24m: 0

Full methodology

Adoption not part of the score

3290 stars · 367 forks observed · 2026-08-28

What it is AI-extracted, prompt v1, taxonomy v1, 2026-08-30, confidence not recorded

Eiten is an open-source Python toolkit for building statistical and algorithmic investment portfolios, implementing strategies like Eigen Portfolios, Minimum Variance, Maximum Sharpe Ratio, and Genetic Algorithm portfolios. It includes backtesting, forward testing, and Monte Carlo simulation to evaluate generated portfolios against a market index.

Use cases

  • build optimized stock portfolios from a custom list of tickers
  • backtest and forward test portfolio strategies against QQQ
  • compute minimum variance and maximum Sharpe ratio portfolios
  • generate eigen portfolios using PCA on stock returns
  • optimize portfolios with genetic algorithms
  • simulate future portfolio prices with Monte Carlo

When to choose

  • you want free, open-source quantitative portfolio construction in Python
  • you want to experiment with multiple portfolio optimization strategies on your own stock list
  • you need built-in backtesting and simulation to validate strategies

When to avoid

  • you need live trading execution or broker integration - Eiten only builds and tests portfolios
  • you need real-time options flow or market data - that is Tradytics' paid platform, not this repo
  • you need actively maintained software - the latest release dates to 2022

Facets

library · maturity maintenance

machine-learning data-science trading benchmarking fintech machine-learning data-science python cli cross-platform portfolio-optimization algorithmic-trading eigen-portfolios genetic-algorithm backtesting monte-carlo-simulation quantitative-finance sharpe-ratio

3 sources

Member repositories

RepositoryRoleHealth v2
tradytics/eitenmain32

For agents

markdown · JSON · MCP: product_card(name="tradytics/eiten")

Data as of 2026-08-30T08:39:29.467469+00:00 · Report a problem