portfolio · cvxpy · python
Optimization Engine
Multi-asset portfolio optimization engine — mean-variance, risk parity, HRP, Black-Litterman, CVaR — with a Streamlit UI and CLI.
Overview
A multi-asset portfolio optimization engine with a clean Python API, a Streamlit UI, and a CLI. Built on cvxpy, scipy, pandas, and plotly.
What it does
- Mean-variance, global min variance, max Sharpe, risk parity / ERC, HRP, Black-Litterman, mean-CVaR, max diversification, inverse volatility, equal weight.
- Per-asset weight bounds, group / asset-class bounds, target return / target volatility / risk-aversion utility.
- Long-only or leveraged, with optional turnover budgets vs. previous weights.
- Streamlit UI for non-coders; CLI for batch runs.
Stack
Python · cvxpy · scipy · pandas · plotly · Streamlit.
Status
Open source. Production-ready toolkit with all standard methods.