risk-parity 开源项目推荐（89 个）

dcajasn /Riskfolio-Lib

Portfolio Optimization in Python

skfolio /skfolio

Python library for portfolio optimization built on top of scikit-learn

convexfi /riskparity.py

Fast and scalable construction of risk parity portfolios

lequant40 /portfolio_allocation_js

A JavaScript library to allocate and optimize financial portfolios.

jcrichard /pyrb

Constrained and Unconstrained Risk Budgeting / Risk Parity Allocation in Python

dppalomar /riskParityPortfolio

Design of Risk Parity Portfolios

tschm /pyhrp

Cluster-based portfolio allocation on an explicit, inspectable tree: hierarchical risk parity, Schur complementary allocation and hierarchical 1/N

coremetro /Risk_Parity

Risk_Parity strategy 风险平价

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.

bottama /trading-strategy-backtest

Backtesting of different trading strategies by applying different Modern Portfolio Theory (MPT) approaches on long-only ETFs portfolios in Python.

IdealAuror /all-weather-portfolio

桥水全天候策略（中国版）——风险平价回测，结合真实A股股票、债券和大宗商品ETF数据

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.

tngaspar /factor-risk-parity

Factor Risk Parity Portfolio Construction algorithm. Built during my Master's. final project. Backtested on the S&P500.

anemer-astro /portfolio-optimization

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

sjufan84 /esg_risk_parity

Constructing a portfolio of crypto and stock assets utlizing ESG scores as well as machine learning models to predict buy / sell signals after establishing asset weights using hierarchical risk parity models.

MasterFinHEC /ASSET_PROJECT

Quantitative Risk and Asset Management Project - HEC Lausanne

lvperasolo /Portfolio-Optimizer

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

lucaswychan /neural-stock-prophet

LSTM-ARIMA with attention mechanism and multiplicative decomposition for sophisticated stock forecasting.

AleksLi1 /Adaptive_Regime_Estimation

Adaptive regime estimation of market conditions (Maewal & Bock, 2018)

jacobyxu /PCA_Cluster_Parity_Portfolio

We Design a PCA Cluster Risk Parity Portfolio