C++ · BSD-3-Clause
dcajasn/Riskfolio-Lib
Portfolio Optimization in Python
★ 4.6k
Stars
733 forks · 11 open issues
+1.3/day
Growth · measured
Stars counted between two of our own snapshots roughly a week apart. The repository page gives the exact span.
32.4
Momentum / 100
see the breakdown below
6y ago
Created
last push 4d ago
Star history
How this score was built
| Component | Weight | Earned | Why |
|---|---|---|---|
| Velocity | 55 | 6.9 | +1.3/day, log-scaled against a 750/day ceiling |
| Acceleration | 15 | 0.0 | last week ran 0.70× the monthly pace |
| Freshness | 15 | 14.9 | last push 4d ago; decays to zero at 180 days |
| Scale | 15 | 10.6 | 4.6k stars, log-scaled against 150k — stops a 3-star repo topping the board |
| Momentum | 100 | 32.4 | sum of the above |
Detail
| Topics | asset-allocationconvex-optimizationcvar-optimizationcvxpydrawdown-modelduration-matchingefficient-frontierfinanceinvestmentinvestment-analysisportfolio-managementportfolio-optimizationprincipal-components-regressionquantitative-financerisk-contributionrisk-factorsrisk-paritysharpe-ratiostepwise-regressiontrading |
| Matched on | Finance (finance, quantitative-finance) |
| Short window | +9 stars over 7 days = 1.3/day |
| Long window | +48 stars over 26 days = 1.8/day |
| Lifetime average | 1.88 stars/day over 2,439 days |
| First seen here | 2026-10-11 |
| Last read | 2d ago |