{"library":"riskfolio-lib","title":"Riskfolio-Lib","description":"Riskfolio-Lib is a Python library for portfolio optimization and quantitative strategic asset allocation. It provides tools for mean-variance, Black-Litterman, risk parity, and other advanced portfolio methods. Current version is 7.2.1, requiring Python >=3.9. The library is actively maintained with a regular release cadence.","language":"python","status":"active","last_verified":"Sat May 09","install":{"commands":["pip install riskfolio-lib"],"cli":null},"imports":["from riskfolio import Portfolio","from riskfolio import HCPortfolio","from riskfolio import RiskParity"],"auth":{"required":false,"env_vars":[]},"quickstart":{"code":"import numpy as np\nimport pandas as pd\nfrom riskfolio import Portfolio\n\n# Sample data\nereturns = pd.DataFrame(np.random.randn(100, 4), columns=['Asset1','Asset2','Asset3','Asset4'])\n\n# Portfolio object\nport = Portfolio(returns=ereturns)\n\n# Mean-variance optimization\nw = port.optimization(model='Classic', rm='MV', obj='Sharpe', hist=True)\nprint(w)","lang":"python","description":"Basic mean-variance optimization to maximize Sharpe ratio using historical returns.","tag":null,"tag_description":null,"last_tested":null,"results":[]},"compatibility":null}