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: 24.133863170209075
Last synced: about 22 hours ago
JSON representation
Repository metadata:
Financial portfolio optimisation 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 (almost 8 years ago)
- Default Branch: main
- Last Pushed: 2026-02-27T08:19:26.000Z (28 days ago)
- Last Synced: 2026-02-27T14:01:23.641Z (27 days 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: 12.1 MB
- Stars: 5,511
- Watchers: 139
- Forks: 1,089
- Open Issues: 88
-
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: 9
- Delete event: 1
- Issue comment event: 50
- Issues event: 15
- Member event: 3
- Pull request event: 23
- Pull request review comment event: 4
- Pull request review event: 12
- Push event: 38
- Watch event: 19
- Total: 174
Last Year
- Create event: 9
- Delete event: 1
- Issue comment event: 50
- Issues event: 15
- Member event: 3
- Pull request event: 23
- Pull request review comment event: 4
- Pull request review event: 12
- Push event: 38
- Watch event: 19
- Total: 174
Committers metadata
Last synced: 15 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 | 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: 4 months ago
Total issues: 0
Total pull requests: 4
Average time to close issues: N/A
Average time to close pull requests: N/A
Total issue authors: 0
Total pull request authors: 2
Average comments per issue: 0
Average comments per pull request: 8.0
Merged pull request: 0
Bot issues: 0
Bot pull requests: 0
Past year issues: 0
Past year pull requests: 4
Past year average time to close issues: N/A
Past year average time to close pull requests: N/A
Past year issue authors: 0
Past year pull request authors: 2
Past year average comments per issue: 0
Past year average comments per pull request: 8.0
Past year merged pull request: 0
Past year bot issues: 0
Past year bot pull requests: 0
Top Issue Authors
Top Pull Request Authors
- tschm (3)
- fkiraly (1)
Top Issue Labels
Top Pull Request Labels
- maintenance (2)
Package metadata
- Total packages: 1
-
Total downloads:
- pypi: 105,046 last-month
- Total docker downloads: 884
- Total dependent packages: 7
- Total dependent repositories: 108
- Total versions: 43
- 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 Copyright (c) 2018 Robert Andrew Martin Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions: The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software. THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
- Latest release: 1.6.0 (published 28 days ago)
- Last Synced: 2026-02-28T06:01:12.000Z (27 days ago)
- Versions: 43
- Dependent Packages: 7
- Dependent Repositories: 108
- Downloads: 105,046 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)
Dependencies
- 118 dependencies
- 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
- 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
- numpy *
- actions/cache v2 composite
- actions/checkout v2 composite
- actions/setup-python v2 composite
- snok/install-poetry v1.1.1 composite
- python 3.8-buster build