portfolio-optimization

The backtesting engine that gives you an unfair advantage. Run thousands of trading ideas before others finish one.

MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

Statistical and Algorithmic Investing Strategies for Everyone

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

The Operator Splitting QP Solver

Autonomous quantitative trading research platform that transforms stock lists into fully backtested strategies using AI agents, real market data, and mathematical formulations, all without requiring any coding.