Financial portfolio optimization in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

5.9K stars 1.1K forks 5.9K watchers Jupyter Notebook MIT License
algorithmic-trading covariance efficient-frontier finance financial-analysis investing investment investment-analysis portfolio-management portfolio-optimization python quantitative-finance
6 Open Issues Need Help Last updated: Jul 22, 2026

Open Issues Need Help

View All on GitHub
enhancement good first issue

Financial portfolio optimization in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

Jupyter Notebook
#algorithmic-trading#covariance#efficient-frontier#finance#financial-analysis#investing#investment#investment-analysis#portfolio-management#portfolio-optimization#python#quantitative-finance
enhancement good first issue

Financial portfolio optimization in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

Jupyter Notebook
#algorithmic-trading#covariance#efficient-frontier#finance#financial-analysis#investing#investment#investment-analysis#portfolio-management#portfolio-optimization#python#quantitative-finance

AI Summary: This GitHub issue proposes removing the `yfinance` dependency from the project's notebooks and examples. The current setup relies on `yfinance` to download data, making examples internet-dependent. The suggested solution is to replace this with a local, small CSV file, possibly from the existing `cookbook` folder, loaded via a new helper function like `load_stockdata` to ensure examples are self-contained.

Complexity: 3/5
enhancement good first issue

Financial portfolio optimization in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

Jupyter Notebook
#algorithmic-trading#covariance#efficient-frontier#finance#financial-analysis#investing#investment#investment-analysis#portfolio-management#portfolio-optimization#python#quantitative-finance

AI Summary: The project's ReadTheDocs builds are currently failing, with the cause unknown but potentially linked to the recent migration to the `pyportfolio` GitHub organization. Investigation is needed to diagnose and fix the build failures. An optional enhancement would be to implement a CI step for documentation builds with a preview feature.

Complexity: 3/5
enhancement good first issue

Financial portfolio optimization in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

Jupyter Notebook
#algorithmic-trading#covariance#efficient-frontier#finance#financial-analysis#investing#investment#investment-analysis#portfolio-management#portfolio-optimization#python#quantitative-finance
good first issue documentation

Financial portfolio optimization in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

Jupyter Notebook
#algorithmic-trading#covariance#efficient-frontier#finance#financial-analysis#investing#investment#investment-analysis#portfolio-management#portfolio-optimization#python#quantitative-finance
good first issue documentation

Financial portfolio optimization in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

Jupyter Notebook
#algorithmic-trading#covariance#efficient-frontier#finance#financial-analysis#investing#investment#investment-analysis#portfolio-management#portfolio-optimization#python#quantitative-finance