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JOSS: https://github.com/PyPortfolio/PyPortfolioOpt

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

Score: 24.601016605037916

Last synced: about 6 hours ago
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Repository metadata:

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


Owner metadata:


GitHub Events

Total
Last Year

Committers metadata

Last synced: 5 days ago

Total Commits: 728
Total Committers: 51
Avg Commits per committer: 14.275
Development Distribution Score (DDS): 0.315

Commits in past year: 40
Committers in past year: 10
Avg Commits per committer in past year: 4.0
Development Distribution Score (DDS) in past year: 0.475

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
r r****l 1
mkeds 6****s 1
bboy(e-n) 4****n 1
baobach 9****h 1
andyherfer a****r@y****x 1
and 21 more...

Issue and Pull Request metadata

Last synced: 5 days ago

Total issues: 5
Total pull requests: 20
Average time to close issues: N/A
Average time to close pull requests: about 2 months
Total issue authors: 4
Total pull request authors: 14
Average comments per issue: 2.0
Average comments per pull request: 3.25
Merged pull request: 0
Bot issues: 0
Bot pull requests: 4

Past year issues: 5
Past year pull requests: 20
Past year average time to close issues: N/A
Past year average time to close pull requests: about 2 months
Past year issue authors: 4
Past year pull request authors: 14
Past year average comments per issue: 2.0
Past year average comments per pull request: 3.25
Past year merged pull request: 0
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 (2)
  • PredictiveManish (1)
  • wday0507 (1)
  • fkiraly (1)

Top Pull Request Authors

  • dependabot[bot] (4)
  • tschm (3)
  • Whning0513 (2)
  • anmol0705 (1)
  • whenpoem (1)
  • dthinkr (1)
  • fkiraly (1)
  • I-am-Uchenna (1)
  • WilliamTDavies (1)
  • Bortlesboat (1)
  • wavebyrd (1)
  • jaydevkalivarapu (1)
  • ayushraj09 (1)
  • Shuvam586 (1)

Top Issue Labels

  • enhancement (2)
  • good first issue (1)
  • bug (1)

Top Pull Request Labels

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

Package metadata

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 4 months ago)
  • Last Synced: 2026-06-22T23:01:16.048Z (5 days ago)
  • Versions: 43
  • Dependent Packages: 7
  • Dependent Repositories: 108
  • Downloads: 159,291 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)
proxy.golang.org: github.com/PyPortfolio/PyPortfolioOpt

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


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