From 111400a821b09ab300c50a0bf9b6c990b454895c Mon Sep 17 00:00:00 2001 From: Zhe Wang Date: Sun, 7 Jan 2024 09:44:10 +0000 Subject: [PATCH] add skfolio --- Readme.md | 1 + 1 file changed, 1 insertion(+) diff --git a/Readme.md b/Readme.md index 9ab2686..4366237 100644 --- a/Readme.md +++ b/Readme.md @@ -290,6 +290,7 @@ Note: the one marked as `Live Trading` has reasonable live trading support for a ### Optimization +- [skfolio](https://github.com/skfolio/skfolio) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/skfolio/skfolio/main) | `Python` | - Python library for portfolio optimization built on top of scikit-learn - [Riskfolio-Lib](https://github.com/dcajasn/Riskfolio-Lib) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/dcajasn/Riskfolio-Lib/master) | `C++`, `Python` | - Portfolio Optimization and Quantitative Strategic Asset Allocation in Python - [Deepdow](https://github.com/jankrepl/deepdow) | `Python` | - Python package connecting portfolio optimization and deep learning. Its goal is to facilitate research of networks that perform weight allocation in one forward pass. - [PyPortfolioOpt](https://github.com/robertmartin8/PyPortfolioOpt) | `Python` | - Financial portfolio optimizations in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity