代码库
Python library for portfolio optimization built on top of scikit-learn
Python
asset-allocationasset-managementconvex-optimizationcvar-optimizationcvxpyefficient-frontierhierarchical-clusteringmachine-learningportfolioportfolio-optimizationquantitative-financequantitative-investmentrisk-parityscikit-learntrading-strategies