PyPortfolioOpt

library 1.6.0 ·python

✓ verified Jul 3, 2026

PyPortfolioOpt is a financial portfolio optimization library for Python, providing methods for mean-variance optimization, Black-Litterman allocation, and risk parity. Version 1.6.0 supports CVXPY-based solvers and offers both classical and objective-based optimization approaches. Release cadence is irregular, with contributions from the community.

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docspyportfolioopt.readthedocs.io/en/latest/ ↗

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full doc /v1/registry/pyportfolioopt

install /v1/registry/pyportfolioopt/install

compatibility /v1/registry/pyportfolioopt/compatibility