mlfinlab and portfoliolab
These two Python libraries are complementary, with MlFinLab providing advanced machine learning tools for financial applications, which can then be used in conjunction with PortfolioLab's algorithms for sophisticated portfolio optimization.
About mlfinlab
hudson-and-thames/mlfinlab
MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
MlFinLab helps quantitative analysts and portfolio managers develop profitable trading strategies using machine learning. It takes raw financial data and outputs robust backtest statistics, allowing you to create and evaluate complex trading models. This is designed for financial machine learning researchers who want to leverage advanced techniques in their investment workflows.
About portfoliolab
hudson-and-thames/portfoliolab
PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professionals in the industry.
This library helps quantitative traders and financial professionals build and optimize investment portfolios. It takes market data and investment parameters as input, and outputs optimized portfolio allocations using advanced algorithms. Traders, quantitative analysts, and portfolio managers will use this to enhance their investment strategies.
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