Portfolio Optimization ML ML Frameworks

ML and deep learning frameworks for portfolio optimization, asset allocation, and investment strategy optimization. Does NOT include general financial forecasting, risk modeling, or trading systems without portfolio construction focus.

There are 118 portfolio optimization ml frameworks tracked. 1 score above 70 (verified tier). The highest-rated is skfolio/skfolio at 72/100 with 1,897 stars. 1 of the top 10 are actively maintained.

Get all 118 projects as JSON

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#	Framework	Score	Tier	Stars	Language
1	skfolio/skfolio Python library for portfolio optimization built on top of scikit-learn	72	Verified	1,897	Python
2	emoen/Machine-Learning-for-Asset-Managers Implementation of code snippets, exercises and application to live data from...	61	Established	614	Python
3	WLM1ke/poptimizer Оптимизация долгосрочного портфеля акций	60	Established	164	Python
4	jankrepl/deepdow Portfolio optimization with deep learning.	57	Established	1,117	Python
5	baobach/mlfinpy Mlfin.py is an advance Machine Learning toolbox for financial applications in Python.	53	Established	55	Jupyter Notebook
6	jamesmawm/mastering-python-for-finance-second-edition Sources codes for: Mastering Python for Finance, Second Edition	52	Established	442	Jupyter Notebook
7	hudson-and-thames/mlfinlab MlFinLab helps portfolio managers and traders who want to leverage the power...	51	Established	4,590	Python
8	vermouth1992/drl-portfolio-management CSCI 599 deep learning and its applications final project	49	Emerging	154	Jupyter Notebook
9	hudson-and-thames/portfoliolab PortfolioLab is a python library that enables traders to take advantage of...	48	Emerging	175	—
10	YuMan-Tam/deep-hedging Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.	48	Emerging	162	Jupyter Notebook
11	saisrivatsan/deep-opt-auctions Implementation of Optimal Auctions through Deep Learning	48	Emerging	134	Jupyter Notebook
12	iAmGiG/gex-llm-patterns PhD research validating LLM understanding of market microstructure through...	46	Emerging	16	Python
13	ki33elev/Adv_Fin_ML Solutions for selected exercises from Advances in Financial Machine Learning...	45	Emerging	91	Jupyter Notebook
14	AnnaSkarpalezou/Portfolio-Optimization-using-Machine-Learning This repository is the result of our work for the course CSCI-SHU 360...	45	Emerging	78	Jupyter Notebook
15	insionCEO/ML-based-automated-stock-trading-platform An ML-based automated stock trading platform.	44	Emerging	30	Jupyter Notebook
16	financial-astrology-research/financial-astrology-machine-learning We use advanced machine learning techniques to build models that correlate...	44	Emerging	55	R
17	tatsath/fin-ml This github repository of "Machine Learning and Data Science Blueprints for...	43	Emerging	1,149	Jupyter Notebook
18	firmai/machine-learning-asset-management Machine Learning in Asset Management (by @firmai)	43	Emerging	1,734	Jupyter Notebook
19	xihe-820/ml-trading-japan Production-Ready ML Trading Framework for Japanese Markets \| 72.56% ROI on TOPIX	43	Emerging	89	Python
20	schampon/skfin Machine learning for portfolio management and trading with scikit-learn	42	Emerging	39	Jupyter Notebook
21	GeomScale/PorQua A python library for portfolio optimization and index replication	42	Emerging	18	Jupyter Notebook
22	FinancialComputingUCL/LOBFrame We release `LOBFrame', a novel, open-source code base which presents a...	40	Emerging	221	Python
23	AI4Finance-Foundation/FinML FinML: A Practical Machine Learning Framework for Dynamic Stock Selection	40	Emerging	173	Jupyter Notebook
24	Yoontae6719/Signature-Informed-Transformer-For-Asset-Allocation SIT (Signature-Informed Transformer For Asset Allocation)	39	Emerging	19	Jupyter Notebook
25	matteoprata/LOBCAST LOBCAST is a Python-based open-source framework for stock market trend...	38	Emerging	118	Python
26	Jeonghwan-Cheon/lob-deep-learning Implementation of various deep learning models for limit order book. DeepLOB...	38	Emerging	146	Python
27	akash-kumar5/CryptoMarket_Regime_Classifier CryptoMarket Regime Classifier is a machine learning framework that detects...	37	Emerging	28	Python
28	viniesposito/py-mlfactor Rewriting the code in "Machine Learning for Factor Investing" in Python	37	Emerging	93	Jupyter Notebook
29	Tommylee1013/FinancialMachineLearning Financial Machine Learning Repository	37	Emerging	11	Python
30	S-razmi/DeepLOB DeepLOB Implementation on Bitcoin Perpetual Data	37	Emerging	29	Jupyter Notebook
31	compatibl/practical-machine-learning Examples and code for the Practical Machine Learning workshop series	37	Emerging	23	Python
32	I-am-Uchenna/regime-allocation-strategy Systematic multi-asset allocation strategy using Hidden Markov Models to...	37	Emerging	5	Jupyter Notebook
33	QuantifiSogang/MLFinance 2024학년도 1학기 MLfinLab Project Team repository	37	Emerging	7	Python
34	QuantifiSogang/2025-01MLFinanceLab 2025학년도 1학기 ML Finance Lab 및 자산운용	37	Emerging	5	Python
35	dcelisgarza/PortfolioOptimisers.jl Portfolio Optimisation library built in Julia.	36	Emerging	12	Julia
36	kratu/wess_hmm Hybrid Wasserstein + HMM Regime Detection	36	Emerging	7	Python
37	naresh-dscience/Portfolio-Optimization-using-Genetic-Algorithm Portfolio optimization using Genetic algorithm.	35	Emerging	63	Jupyter Notebook
38	sergepaulc/Machine-Learning-for-Finance Sample codes in Python of machine learning models for enterprise financial...	35	Emerging	10	—
39	BianchiGiacomo/deepLearningVolatility Neural network framework for volatility surface approximation and...	34	Emerging	11	Python
40	chirindaopensource/strapsim_portfolio_similarity_metric End-to-End Python implementation of STRAPSim: a novel portfolio similarity...	34	Emerging	6	Jupyter Notebook
41	matus-jan-lavko/ReinforcementLearning-vs-EW RL vs. 1/n and Mean-Variance in the Portfolio Allocation Problem. A...	34	Emerging	10	Jupyter Notebook
42	dongheechoi/ai-portfolio-selection Artificial Intelligence (AI) based Portfolio Selection Papers	34	Emerging	26	—
43	kristina969/Empirical-Asset-Pricing-via-Machine-Learning-Evidence-from-the-German-Stock-Market Machine learning methods for identifing investment factors	34	Emerging	43	Jupyter Notebook
44	Impesud/machine-learning-for-trading Updates for code used in the "ML for Trading - 2nd Edition" book	33	Emerging	6	Jupyter Notebook
45	fischlerben/Algorithmic-Trading-Project Algorithmic Trading project that examines the Fama-French 3-Factor Model and...	32	Emerging	32	Jupyter Notebook
46	SORADATA/CAC40-Quantitative-Analysis-Predictive-Asset-Allocation Machine Learning portfolio optimization on CAC40: XGBoost , RSI clustering,...	32	Emerging	2	Jupyter Notebook
47	ImanolR87/AI-Learn-to-invest Machine Learning Project applied to stock market portfolio optimization	32	Emerging	35	Jupyter Notebook
48	cspun/MLF Teaching Lab Notes of "Machine Learning in Finance"@NTUsg by Patrick PUN Chi Seng	32	Emerging	3	Jupyter Notebook
49	OlegMitsik/AA228_Project Utilizing fundamental factors in reinforcement learning for active portfolio...	31	Emerging	2	Jupyter Notebook
50	tmro98/machine-learning-in-asset-pricing Machine Learning in Asset Pricing: Time-Series and Cross-Sectional...	30	Emerging	15	Jupyter Notebook
51	adamd1985/pairs_trading_unsupervised_learning The notebook with the experiments to replicate and enhance the stock...	30	Emerging	22	Jupyter Notebook
52	StreetJammer/hyperliquid-vault-analyzer Advanced ML-powered analyzer for hyperliquid.xyz vaults with portfolio...	29	Experimental	22	Python
53	0x596173736972/MarketRegimeTrader Quantitative finance platform that uses Hidden Markov Models (HMM) to detect...	29	Experimental	8	Python
54	mpokojovy/StochVolPortfolioML Portfolio Optimization with Feedback Strategies Based on Artificial Neural Networks	29	Experimental	1	R
55	ManikantaSanjay/Financial_Analysis_Using_Python_and_ML_Libraries This repository has been created as part of my Udemy Course learning "Python...	29	Experimental	10	Jupyter Notebook
56	predictiveworks/yfinance-frames YFinanceFrames provides a DataFrame-centric view over Yahoo Finance market...	29	Experimental	1	Scala
57	galafis/ml-volatility-forecasting Ml Volatility Forecasting - Professional Python project	29	Experimental	1	Python
58	imsanjoykb/IBOVESPA-volatility-forecasting IBOVESPA volatility forecasting	28	Experimental	10	R
59	MathePhysics/UROP-2022 Option Pricing with Machine Learning Methods	28	Experimental	15	Jupyter Notebook
60	Power-Portfolio-Analytics/Power-Portfolio-Analytics Portfolio Management System	28	Experimental	8	Jupyter Notebook
61	babasileye/machine_learning_for_finance Machine learning tools for finance project. The project only has educational...	28	Experimental	10	Jupyter Notebook
62	hamidreza-rhz/Index-tracking-portfolio-optimization-using-deep-learning Tracking S&P 500 index with deep learning model	27	Experimental	13	Jupyter Notebook
63	kedarghule/Stock-Portfolio-Diversification-Using-Clustering-and-Volatility-Prediction The project aims to profile stocks with similar weekly percentage returns...	27	Experimental	12	Jupyter Notebook
64	estasz/USDJPY-Quant-Trader Code for algorithmic trading for USD/JPY exchange rates.	27	Experimental	1	Jupyter Notebook
65	venturellimatteo/fintech-projects Fintech projects related to the 'Fintech' course conducted by Daniele...	26	Experimental	8	Jupyter Notebook
66	pig618/amf_gibs The Adaptive Multi-Factor (AMF) asset pricing model with the Groupwise...	26	Experimental	10	R
67	chasemetoyer/Volatility_World_Model World model for volatility surfaces using VAE + LSTM to simulate market...	25	Experimental	1	Python
68	areebarshad/multi-asset-portfolio-optimizer Multi-asset portfolio optimization project applying financial forecasting,...	25	Experimental	3	Jupyter Notebook
69	Kunalwewreeer/andha_paisa Code for the SOC project Automated Trading System (IITB). Mentors: Kunal C,...	24	Experimental	2	Jupyter Notebook
70	Tommylee1013/Dynamic-Investing Dynamic Investing strategy with nowcasting	23	Experimental	3	—
71	sachinh19/portfolio-optimization This is our take on Portfolio Optimization with Reinforcement Learning using...	22	Experimental	6	Python
72	adamadamadamada/Arbitrage-Free-Volatility-Surface 📈 Build and analyze arbitrage-free volatility surfaces with robust...	22	Experimental	—	Python
73	MukundaKatta/WealthGuard Portfolio risk analyzer — volatility, Sharpe ratio, VaR, max drawdown,...	22	Experimental	—	Python
74	DOPEgit/PDE-option-pricing ⚡ Streamline option pricing with ML surrogate models, achieving 100-1000x...	22	Experimental	—	Python
75	duongtran14/Partial-replication-of-Gu-Kelly-Xiu-2020-Empirical-Asset-Pricing-via-Machine-Learning. Replication of the paper Empirical Asset Pricing via Machine Learning by Gu,...	22	Experimental	—	Jupyter Notebook
76	CameronScarpati/lob-regime-scanner HMM-based market microstructure regime detection for cryptocurrency order...	22	Experimental	1	Python
77	RafaEngineer/strapsim_portfolio_similarity_metric 📊 Calculate portfolio similarity metrics to enhance ETF alignment and...	22	Experimental	1	PHP
78	edlansiaux/csu-paper Monte Carlo pricing and risk analysis of Dynamic Capped Short Units under...	22	Experimental	—	Python
79	fj-hsu-cy/diversifind Algorithms for finding maximally diversified portfolios using the...	22	Experimental	—	Python
80	isa-labs/cvm-fund-analytics Risk/return analysis and clustering of Brazilian investment funds using...	22	Experimental	—	Python
81	yurit04/optimal_execution A repository of optimal execution algorithms and market impact models	21	Experimental	—	Jupyter Notebook
82	yurit04/portfolio_optimization A repository containing a few of the many approaches to optimize a portfolio.	21	Experimental	—	Jupyter Notebook
83	isichei-nnamdi/phd-research-portfolio-optimization PhD Research: ML-Enhanced Portfolio Optimization for Nigerian Stock Exchange	21	Experimental	—	Jupyter Notebook
84	MasoudKargar/APO-MADRL-STA Adaptive Portfolio Optimization with Multi-Agent Deep Reinforcement Learning	20	Experimental	2	Jupyter Notebook
85	anthonymakarewicz/algo-electricity-trading Intraday algorithmic trading on the German electricity market	20	Experimental	5	Jupyter Notebook
86	HaoningChen/Houfang-Cup 首届厚方杯二等奖方案重制版	20	Experimental	5	Jupyter Notebook
87	miindisponi99/Index-Weighting-Strategies Applied different portfolio allocation techniques to Ken French Industry...	20	Experimental	5	Jupyter Notebook
88	AlexMilekhin/DeepVol A quantitative research project exploring hybrid volatility forecasting....	18	Experimental	3	Jupyter Notebook
89	artaasd95/price-tail-risk-sim Simulation of tail risk noise and asset price	18	Experimental	2	Jupyter Notebook
90	predictiveworks/witsml-frames WITSML Frames provides a DataFrame-centric view over WITSML data and...	17	Experimental	1	Scala
91	sogeking30/CLUSTERING-MARKET-REGIMES 📊 Detect market regimes by clustering probability distributions using...	17	Experimental	1	Python
92	predictiveworks/gdelt-frames GDELTFrames provides a DataFrame-centric view over the Global Database of...	17	Experimental	1	Scala
93	RyanTmi/mf-optimal-execution Research code for my memoir on Mean-Field Optimal Execution. Implements and...	17	Experimental	—	Jupyter Notebook
94	xHydr1dex/ml-volatility-surface ML-based implied volatility surface modeling using ensemble learning and...	15	Experimental	1	Jupyter Notebook
95	charleshusson75-cell/corporate-insider-momentum-research Quantitative research pipeline and ML backtesting engine replicating...	14	Experimental	—	Python
96	borisgraudt/kairos quant ml stuff	14	Experimental	—	Jupyter Notebook
97	FelipeCardozo0/RAMPA-Regime-Aware-Multi-Agent-Portfolio-Allocator Regime-Aware Multi-Agent Portfolio Allocator — a five-phase ML pipeline...	14	Experimental	—	Jupyter Notebook
98	smkwray/mktml Local-first stock research pipeline with ensemble ML (RF + GBM + XGBoost)...	14	Experimental	—	Python
99	mittalchauhan/QUANTPRO-REAL-TIME-STOCK-INTELLIGENCE-PIPELINE An Institutional-grade Real-Time Stock Intelligence Pipeline. Features live...	14	Experimental	1	JavaScript
100	mayank-890/Quant-Hackathon-IIT-Mandi-2026 ML-based momentum trading strategy — IIT Mandi Xpecto 2026	14	Experimental	—	Jupyter Notebook
101	aengusmartindonaire/systematic-equity-alpha End-to-end ML pipeline for systematic equity trading: 25 years of Bloomberg...	14	Experimental	—	Jupyter Notebook
102	Shresth717171/hmm-regime-detection Hidden Markov Model framework for unsupervised regime detection — Baum-Welch...	14	Experimental	—	Python
103	ebrahimpichka/ml-options-pricing Pricing Financial Options contracts using LightGBM, Deep Learning, and...	14	Experimental	18	Jupyter Notebook
104	opsdanaksaleh/Market-Regime-Liquidity-Model 📉 Model market regimes and liquidity stress using advanced analytics to...	14	Experimental	—	HTML
105	mariadvera/investment-portfolio-risk-analysis Data Science applied to portfolio performance evaluation and risk detection...	14	Experimental	—	Jupyter Notebook
106	loks666/FinancialMachineLearning 该项目利用资本资产定价模型（CAPM）和均值方差优化（MVO），通过二次规划来构建最优投资组合，以最小化风险并最大化收益。	14	Experimental	6	Jupyter Notebook
107	RiyaH2020/Portfolio_optimization Mean-variance portfolio optimization with classical solvers and preliminary...	13	Experimental	—	Jupyter Notebook
108	nitya-d/volatility-forecasting-quantum-reservoir ML \| Quant Finance \| Quantum Computing: Photonic Quantum Reservoir vs LSTM...	13	Experimental	—	Jupyter Notebook
109	RohithSuryaM/Stock-Portfolio-Optimization-Project Dynamic stock selection and portfolio optimization using Efficient Frontier,...	13	Experimental	—	Jupyter Notebook
110	Mindinventory/MRMST-main Introducing MRMST – Your go-to solution for analyzing investment portfolio...	12	Experimental	5	Python
111	wtl-01/exchange-grep CFE Pitch Protocol PCAP Parser, and Microprice/MBP Backtester.	12	Experimental	2	Jupyter Notebook
112	KhashayarRahimi/Option-Pricing Different Methods for Pricing and Trading Persian Options	11	Experimental	3	Jupyter Notebook
113	predictiveworks/quandl-frames QuandlFrames provides a DataFrame-centric view over Quandl market data and...	11	Experimental	—	Scala
114	rupeshgoswami/ML-PairsTrading-LSTM-Sentiment Pairs trading engine: LSTM + BERT sentiment signals. Tuned LSTM achieved...	11	Experimental	—	Jupyter Notebook
115	Jakob-Bach/Small-Portfolios Code and text for the paper "A Comprehensive Study of k-Portfolios of Recent...	11	Experimental	4	TeX
116	predictiveworks/vantage-frames VantageFrames provides a DataFrame-centric view over Alpha Vantage market...	11	Experimental	—	Scala
117	QuantifiSogang/2023-02Projects 2023학년도 2학기 프로젝트 레포지토리	11	Experimental	—	Jupyter Notebook
118	yashvibhatt/asian-option-neural-pricing Neural networks for accelerating Monte Carlo pricing of Asian options under GBM.	11	Experimental	—	Jupyter Notebook

Comparisons in this category

mlfinlab and fin-ml (51 vs 43) mlfinlab and portfoliolab (51 vs 48) mlfinpy and mlfinlab (53 vs 51) skfolio and portfoliolab (72 vs 48) mlfinpy and fin-ml (53 vs 43) Machine-Learning-for-Asset-Managers and Adv_Fin_ML (61 vs 45)