PyPortfolioOpt

algorithmic-trading covariance efficient-frontier finance financial-analysis investing investment investment-analysis portfolio-management portfolio-optimization python quantitative-finance

Score: 24.843774452236406

Last synced: about 8 hours ago
JSON representation

Repository metadata:

Financial portfolio optimization in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

Host: GitHub
URL: https://github.com/PyPortfolio/PyPortfolioOpt
Owner: PyPortfolio
License: mit
Created: 2018-05-29T13:30:30.000Z (about 8 years ago)
Default Branch: main
Last Pushed: 2026-07-07T21:18:14.000Z (about 1 month ago)
Last Synced: 2026-08-12T01:12:07.551Z (1 day ago)
Topics: algorithmic-trading, covariance, efficient-frontier, finance, financial-analysis, investing, investment, investment-analysis, portfolio-management, portfolio-optimization, python, quantitative-finance
Language: Jupyter Notebook
Homepage: https://pyportfolioopt.readthedocs.io/
Size: 14.5 MB
Stars: 5,954
Watchers: 142
Forks: 1,166
Open Issues: 111
Metadata Files:
- Readme: README.md
- Contributing: CONTRIBUTING.md
- License: LICENSE
- Roadmap: docs/Roadmap.rst

Owner metadata:

Name: PyPortfolio
Login: PyPortfolio
Email:
Kind: organization
Description:
Website:
Location:
Twitter:
Company:
Icon url: https://avatars.githubusercontent.com/u/242826734?v=4
Repositories: 1
Last Synced at: 2025-11-08T21:13:31.327Z
Profile URL: https://github.com/PyPortfolio

GitHub Events

Total

Create event: 15
Delete event: 4
Fork event: 24
Issue comment event: 78
Issues event: 28
Member event: 3
Pull request event: 43
Pull request review comment event: 7
Pull request review event: 20
Push event: 48
Watch event: 106
Total: 376

Last Year

Create event: 15
Delete event: 4
Fork event: 24
Issue comment event: 78
Issues event: 28
Member event: 3
Pull request event: 43
Pull request review comment event: 7
Pull request review event: 20
Push event: 48
Watch event: 106
Total: 376

Committers metadata

Last synced: 1 day ago

Total Commits: 729
Total Committers: 52
Avg Commits per committer: 14.019
Development Distribution Score (DDS): 0.316

Commits in past year: 41
Committers in past year: 11
Avg Commits per committer in past year: 3.727
Development Distribution Score (DDS) in past year: 0.488

Name	Email	Commits
robertmartin8	m**w@g**m	499
phschiele	p**e@g**m	34
SeaPea1	7****1	30
88d52bdba0366127fffca9dfa93895	t**n@d**n	26
Franz Király	f**y@g**i	21
88d52bdba0366127fffca9dfa93895	8****5	14
dependabot[bot]	4****]	13
Thomas Schmelzer	t**r@g**m	13
Thomas Schmelzer	t**r@g**m	10
Yosuke OTSUKI	y**0@g**m	6
nknudde	n**e@g**m	6
Avery Levin	a**n@y**m	4
Pat Newell	p**t@r**m	4
bhutraaditya	a**u@g**m	4
Dingyuan Wang	g**x@a**o	3
Felipe S. S. Schneider	3****e	3
Gábor Lipták	g**k@g**m	2
Ayoub Ennassiri	a**n@g**m	2
Filipe Brandão	f**o@g**m	2
Anchit Shrivastava	a**s@t**m	1
Albert Richard Caputo III	r**3@o**m	1
Ahmedd-Ibrahim	0**m@g**m	1
Everest Law	e**w@s**m	1
INTRANET\colombi	g**i@m**h	1
aral190	s**0@g**m	1
nicopons96	n**6@g**m	1
r	r****l	1
mkeds	6****s	1
bboy(e-n)	4****n	1
baobach	9****h	1
and 22 more...

Issue and Pull Request metadata

Last synced: 1 day ago

Total issues: 11
Total pull requests: 32
Average time to close issues: 8 months
Average time to close pull requests: about 1 month
Total issue authors: 7
Total pull request authors: 22
Average comments per issue: 1.45
Average comments per pull request: 2.06
Merged pull request: 1
Bot issues: 0
Bot pull requests: 4

Past year issues: 11
Past year pull requests: 32
Past year average time to close issues: 8 months
Past year average time to close pull requests: about 1 month
Past year issue authors: 7
Past year pull request authors: 22
Past year average comments per issue: 1.45
Past year average comments per pull request: 2.06
Past year merged pull request: 1
Past year bot issues: 0
Past year bot pull requests: 4

More stats: https://issues.ecosyste.ms/repositories/lookup?url=https://github.com/PyPortfolio/PyPortfolioOpt

Top Issue Authors

tschm (4)
fkiraly (2)
lenamonj (1)
PredictiveManish (1)
wday0507 (1)
Viraj-Nigwekar (1)
Samarthuday (1)

Top Pull Request Authors

dependabot[bot] (4)
Whning0513 (4)
tschm (3)
jaydevkalivarapu (2)
hass-nation (2)
Shuvam586 (1)
ayushraj09 (1)
wavebyrd (1)
Samarthuday (1)
Bortlesboat (1)
jrile018 (1)
robertmartin8 (1)
lenamonj (1)
WilliamTDavies (1)
I-am-Uchenna (1)

Top Issue Labels

enhancement (4)
good first issue (2)
bug (2)

Top Pull Request Labels

maintenance (6)
enhancement (1)
documentation (1)

Package metadata

Total packages: 3
Total downloads:
- pypi: 194,283 last-month
Total docker downloads: 884
Total dependent packages: 7 (may contain duplicates)
Total dependent repositories: 108 (may contain duplicates)
Total versions: 47
Total maintainers: 1

pypi.org: pyportfolioopt

Financial portfolio optimization in python

Homepage: https://pyportfolioopt.readthedocs.io/en/latest/
Documentation: https://pyportfolioopt.readthedocs.io/en/latest/
Licenses: MIT License
Latest release: 1.6.0 (published 6 months ago)
Last Synced: 2026-08-12T00:01:36.842Z (1 day ago)
Versions: 43
Dependent Packages: 7
Dependent Repositories: 108
Downloads: 194,283 Last month
Docker Downloads: 884
Rankings:
- Stargazers count: 1.249%
- Dependent repos count: 1.427%
- Forks count: 1.45%
- Average: 1.773%
- Downloads: 2.105%
- Dependent packages count: 2.156%
- Docker downloads count: 2.25%
Maintainers (1)
- robertmartin8

proxy.golang.org: github.com/PyPortfolio/PyPortfolioOpt

Homepage:
Documentation: https://pkg.go.dev/github.com/PyPortfolio/PyPortfolioOpt#section-documentation
Licenses: mit
Latest release: v1.6.0 (published 6 months ago)
Last Synced: 2026-08-12T00:05:55.984Z (1 day ago)
Versions: 2
Dependent Packages: 0
Dependent Repositories: 0
Rankings:
- Dependent packages count: 4.702%
- Average: 4.86%
- Dependent repos count: 5.018%

proxy.golang.org: github.com/pyportfolio/pyportfolioopt

Homepage:
Documentation: https://pkg.go.dev/github.com/pyportfolio/pyportfolioopt#section-documentation
Licenses: mit
Latest release: v1.6.0 (published 6 months ago)
Last Synced: 2026-08-12T00:05:53.129Z (1 day ago)
Versions: 2
Dependent Packages: 0
Dependent Repositories: 0
Rankings:
- Dependent packages count: 4.702%
- Average: 4.86%
- Dependent repos count: 5.018%

Dependencies

poetry.lock pypi

118 dependencies

pyproject.toml pypi

black ^22.3.0 develop
flake8 ^4.0.1 develop
ipykernel ^6.13.0 develop
jedi ^0.18.1 develop
jupyterlab ^3.4.2 develop
pytest ^7.1.2 develop
pytest-cov ^3.0.0 develop
yfinance ^0.1.70 develop
cvxpy ^1.1.10
matplotlib ^3.5.2
numpy ^1.22.4
pandas >=0.19
python >=3.8,<3.11
scikit-learn ^1.1.1
scipy ^1.3

requirements.txt pypi

cvxpy >=1.1.10
matplotlib >=3.2.0
numpy >=1.12.0
pandas >=0.19
scikit-learn >=0.24.1
scipy >=1.3.0
yfinance >=0.1.55

setup.py pypi

numpy *

.github/workflows/main.yml actions

actions/cache v2 composite
actions/checkout v2 composite
actions/setup-python v2 composite
snok/install-poetry v1.1.1 composite

docker/Dockerfile docker

python 3.8-buster build

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