Jupyter Notebook · MIT
PyPortfolio/PyPortfolioOpt
Financial portfolio optimization in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
★ 6.1k
Stars
1.2k forks · 118 open issues
+2.4/day
Growth · measured
Stars counted between two of our own snapshots roughly a week apart. The repository page gives the exact span.
28.1
Momentum / 100
see the breakdown below
8y ago
Created
last push 4mo ago
Star history
How this score was built
| Component | Weight | Earned | Why |
|---|---|---|---|
| Velocity | 55 | 10.2 | +2.4/day, log-scaled against a 750/day ceiling |
| Acceleration | 15 | 1.9 | last week ran 1.13× the monthly pace |
| Freshness | 15 | 5.0 | last push 4mo ago; decays to zero at 180 days |
| Scale | 15 | 11.0 | 6.1k stars, log-scaled against 150k — stops a 3-star repo topping the board |
| Momentum | 100 | 28.1 | sum of the above |
Detail
| Topics | algorithmic-tradingcovarianceefficient-frontierfinancefinancial-analysisinvestinginvestmentinvestment-analysisportfolio-managementportfolio-optimizationpythonquantitative-finance |
| Matched on | Finance (algorithmic-trading, finance, quantitative-finance) |
| Short window | +17 stars over 7 days = 2.4/day |
| Long window | +56 stars over 26 days = 2.2/day |
| Lifetime average | 1.99 stars/day over 3,082 days |
| First seen here | 2026-10-11 |
| Last read | 2d ago |