dcajasn/Riskfolio-Lib
Portfolio Optimization in Python observed · 2026-08-28
Health v2 · maintenance only
76/100
- Activity 98
- 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: 2375
- days_rel: n/a
- days_push: 15
- n_releases_24m: 0
Adoption not part of the score
4459 stars · 704 forks observed · 2026-08-28
What it is AI-extracted, prompt v1, taxonomy v1, 2026-08-29, confidence not recorded
Riskfolio-Lib is a Python library for portfolio optimization built on top of CVXPY and integrated with Pandas. It supports mean-risk and Kelly criterion optimization with dozens of convex, downside, and drawdown risk measures for building investment portfolios.
Use cases
- optimize an investment portfolio with minimum variance or maximum Sharpe ratio
- compute the efficient frontier for a set of assets
- build a risk parity portfolio with equal risk contributions
- minimize CVaR or drawdown-based risk measures like CDaR and EDaR
- perform Kelly criterion (logarithmic mean risk) portfolio optimization
- match portfolio duration for liability-driven investing
- do asset allocation research for academic or trading purposes
When to choose
- you need mathematically sophisticated portfolio optimization with many risk measures in Python
- you want a Pandas-friendly API on top of CVXPY for convex optimization
- you are a student, academic, or quant practitioner exploring asset allocation models
When to avoid
- you need live trading execution or broker connectivity rather than optimization
- you want a point-and-click GUI portfolio tool
- your problem is non-convex or requires heuristics outside CVXPY's scope
Facets
library · maturity active
math data-science fintech data-science python cross-platform portfolio-optimization convex-optimization cvxpy risk-measures asset-allocation efficient-frontier risk-parity cvar sharpe-ratio trading investment pandas optimization quantitative-finance
2 sources
- readme: https://github.com/dcajasn/Riskfolio-Lib · fetched 2026-08-28 · 427a810e9181
- homepage: https://portfoliooptimization.org · fetched 2026-08-29 · d80b49a34522
Member repositories
| Repository | Role | Health v2 |
|---|---|---|
| dcajasn/Riskfolio-Lib | main | 76 |
For agents
markdown · JSON · MCP: product_card(name="dcajasn/Riskfolio-Lib")
Data as of 2026-08-30T08:39:29.467469+00:00 · Report a problem