black-litterman 开源项目推荐（111 个）

fortitudo-tech /entropy-pooling

Entropy Pooling in Python with a BSD 3-Clause license.

gzj1992 /Portfolio_Construction

Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.

dcelisgarza /PortfolioOptimisers.jl

Portfolio optimisation library for Julia. Over 50 risk measures (CVaR, EVaR, RLVaR, drawdown, OWA), hierarchical risk parity, HERC, nested clustered optimisation, risk budgeting, near-optimal centering, four Black-Litterman variants, entropy pooling, factor and high-order priors, denoising, and JuMP-backed convex and non-convex optimization.

Reckziegel /epo

Enhanced Portfolio Optimization (EPO)

chirindaopensource /agentic_architecture_for_institutional_asset_management

End-to-End Python implementation of Ang et al's (2026) Agentic 'Self-Driving Portfolio'. Implements: Black-Litterman equilibrium priors, Grinold-Kroner building blocks, Campbell-Shiller CAPE analysis, Ledoit-Wolf covariance shrinkage, Risk Parity, Hierarchical Risk Parity, and Robust Mean-Variance optimization across 18 asset classes.

YanzhangIloveme /DynamicBLportfolio

Dynamic adjusted BL portfolio based on GARCH model

lakshmiDRIP /DROP-Asset-Allocation

DRIP Asset Allocation is a collection of model libraries for MPT framework, Black Litterman Strategy Incorporator, Holdings Constraint, and Transaction Costs.

anemer-astro /portfolio-optimization

End-to-end portfolio optimization (MVO), Risk Parity, Black–Litterman, regime targeting

LucS12 /esg-investing-app

ESG investing web app that takes user inputs to generate personalized equity portfolios and even comparative firm ESG rankings.

lvperasolo /Portfolio-Optimizer

Streamlit app to simulate/optimize different portfolio allocations based on mathematical methods.

LucS12 /asset-allocation

Asset allocation and portfolio optimization implementations to examine how each one differs and affects the overall portfolio.

ebrandler /mcportfolio

McPortfolio: A Model Context Protocol server providing 9 specialized tools for LLM-driven portfolio optimization using natural language, covering mean-variance to machine learning approaches.

enexqnt /Py-vAllocation

Flexible Python library for asset allocation and investor view integration

hobinkwak /blacklitterman

Black-Litterman with MVO program for asset allocation (ETF)

swastikk594-hub /Project-FinMetrica

Open-source quantitative finance research engine — Black-Litterman, Ledoit-Wolf shrinkage, Hierarchical Risk Parity, leakage-free CPCV backtesting. Independently reproduces the DeMiguel-Garlappi-Uppal "1/N puzzle": no tested optimization method reliably beats naive equal-weighting once estimation error is properly controlled for.

zixload /tangency-portfolio-blacklitterman

Tangency portfolio construction with Black-Litterman views, from priors and views to the final allocation.

CPZ-Lab /cpz-quant

Open-source quantitative portfolio optimization, risk analytics, and anti-overfitting strategy certification in Python. The research core of the CPZAI systematic trading operating system.

Tommylee1013 /Dynamic-Investing

Dynamic Investing strategy with nowcasting

ShrishDhuria /bl-portfolio-optimiser

Black-Litterman portfolio construction on the EURO STOXX 50 top 15: reverse-optimised equilibrium, Idzorek view-confidence, Theil posterior, max-Sharpe / min-variance / efficient frontier, Streamlit dashboard.

nathaneb6 /black-litterman-egarch

Black-Litterman + Ledoit-Wolf + EGARCH-M views: portfolio optimisation & backtest on CAC 40 stocks.