Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
active 2025-02-25 → 2025-11-08 (UTC)
Activity over time
Daily event counts in the loaded window
Line chart, 257 days from 2025-02-25 to 2025-11-08. Pushes: 0 total, peak 0 in a day. Pull requests: 4 total, peak 2 in a day. Issues: 4 total, peak 1 in a day. Comments: 6 total, peak 2 in a day. Stars: 250 total, peak 5 in a day.
- Pushes
- Pull requests
- Issues
- Comments
- Stars
Top contributors
Pushes, PRs, issues, reviews and comments — stars and forks excluded, so this is contribution rather than popularity
| Contributor | Contributions | Pushes | PRs | Comments |
|---|---|---|---|---|
| DSM2499 | 3 | 0 | 0 | 2 |
| dependabot[bot] | 3 | 0 | 2 | 1 |
| robertmartin8 | 2 | 0 | 0 | 1 |
| RobertWSmith | 2 | 0 | 1 | 0 |
| devilrob | 1 | 0 | 0 | 1 |
| sugizo | 1 | 0 | 0 | 1 |
| aropie | 1 | 0 | 1 | 0 |
| otonoco | 1 | 0 | 0 | 0 |
Recent activity
Latest issues, pull requests and releases
- Pull request#639aropie2025-09-10 19:07
- Pull request#638RobertWSmith2025-07-08 17:17
- Issue#637RobertWSmith2025-07-03 02:15Feature request: Upgrade HRPOpt to prefer supplied covariance matrix
- Issue comment#636sugizo2025-05-29 08:51NameError: name 'BlackLittermanModel' is not defined
- Issue comment#633robertmartin82025-05-18 14:52Betas change when I add new instrument in portfolio
- Issue#633robertmartin82025-05-18 14:52Betas change when I add new instrument in portfolio
- Issue comment#634DSM24992025-05-16 02:34Add Support for Fama-French 3/5 Factor Model to Expected Return Module
- Issue comment#634DSM24992025-05-16 02:32Add Support for Fama-French 3/5 Factor Model to Expected Return Module
- Issue#634DSM24992025-05-16 02:32Add Support for Fama-French 3/5 Factor Model to Expected Return Module
- Issue#631otonoco2025-03-22 02:49Error when trying to add new objective
- Issue comment#102devilrob2025-03-18 03:09cannot install pyporfolioopt
- Issue comment#625dependabot[bot]2025-03-06 04:30Bump jinja2 from 3.1.4 to 3.1.5
- Pull request#628dependabot[bot]2025-03-06 04:30
- Pull request#625dependabot[bot]2025-03-06 04:30
Totals cover only the window loaded into ClickHouse and count events, not GitHub's lifetime totals — 250 stars here means stars gained during the window, not the repo's star count.