spb/tools-spboucher-ai

1{2  "slug": "riskfolio-lib",3  "name": "Riskfolio-Lib",4  "aliases": [5    "riskfolio"6  ],7  "vendor": {8    "name": "Dany Cajas",9    "slug": "dany-cajas",10    "website": "https://riskfolio-lib.readthedocs.io"11  },12  "homepage_url": "https://riskfolio-lib.readthedocs.io/en/latest/",13  "docs_url": "https://riskfolio-lib.readthedocs.io/en/latest/",14  "repo_url": "https://github.com/dcajasn/Riskfolio-Lib",15  "license_url": "https://github.com/dcajasn/Riskfolio-Lib/blob/master/LICENSE.txt",16  "product_type": "library",17  "product_status": "active",18  "summary": "Python library for quantitative portfolio optimization with many risk measures, robust estimators and hierarchical clustering models",19  "description": "Riskfolio-Lib is an open-source Python library by Dany Cajas for portfolio construction and risk analysis. It formulates allocation problems with cvxpy and supports a long list of risk measures (variance, MAD, CVaR, EVaR, drawdown-based measures and more), mean-risk, risk-parity, worst-case and robust optimization, Black-Litterman and factor models, and hierarchical approaches such as HRP and HERC. Plotting helpers draw efficient frontiers, risk contributions and drawdown charts, and reports can be exported to Excel. It is aimed at practitioners and researchers who need more risk measures than a basic mean-variance toolkit offers. The breadth comes with a dense API, dependence on commercial or open solvers for some problems, and no backtesting or data layer.",20  "capabilities": [21    "Mean-risk optimization across more than a dozen risk measures",22    "Risk parity and risk budgeting",23    "Hierarchical risk parity and HERC clustering portfolios",24    "Black-Litterman and factor-model estimators",25    "Worst-case and robust optimization",26    "Frontier, risk-contribution and drawdown plots"27  ],28  "workflows": [29    "Compare CVaR-optimal and variance-optimal frontiers on the same universe",30    "Build a risk-parity allocation and export the report to Excel"31  ],32  "advantages": [33    "Wide choice of risk measures and models",34    "BSD-3-Clause license"35  ],36  "limitations": [37    "Dense API with many options to configure",38    "Some formulations need capable solvers",39    "No backtesting or data retrieval"40  ],41  "prerequisites": [42    "Python with cvxpy, pandas and a supported solver"43  ],44  "audiences": [45    "Portfolio managers and risk analysts",46    "Finance researchers"47  ],48  "alternatives": [49    "pyportfolioopt",50    "quantlib"51  ],52  "comparison_notes": "PyPortfolioOpt offers a smaller, more approachable subset of the same ideas; Riskfolio-Lib adds many risk measures, robust models and clustering methods. QuantLib is a pricing library and does not do allocation.",53  "categories": [54    {55      "slug": "portfolio-management",56      "primary": true57    },58    {59      "slug": "financial-analysis-investing"60    }61  ],62  "tags": [63    "portfolio-optimization",64    "risk",65    "python",66    "open-source",67    "cvxpy"68  ],69  "use_cases": [70    "optimize-portfolios"71  ],72  "operating_systems": [73    "macos",74    "linux",75    "windows"76  ],77  "execution_modes": [78    "local"79  ],80  "interfaces": [81    "library"82  ],83  "integrations": [84    "pandas",85    "cvxpy",86    "Excel (xlsxwriter)"87  ],88  "data_formats": [89    "pandas DataFrame",90    "Excel"91  ],92  "languages": [93    "Python"94  ],95  "source_model": "open-source",96  "license_spdx": "BSD-3-Clause",97  "pricing_model": [98    "open-source",99    "free"100  ],101  "self_hostable": true,102  "sources": [103    {104      "url": "https://riskfolio-lib.readthedocs.io/en/latest/",105      "type": "official_site",106      "supports": [107        "name",108        "summary",109        "capabilities"110      ],111      "checked_at": "2026-11-02",112      "title": "Riskfolio-Lib documentation"113    },114    {115      "url": "https://github.com/dcajasn/Riskfolio-Lib",116      "type": "repository",117      "supports": [118        "product_status",119        "languages"120      ],121      "checked_at": "2026-11-02",122      "title": "dcajasn/Riskfolio-Lib"123    },124    {125      "url": "https://github.com/dcajasn/Riskfolio-Lib/blob/master/LICENSE.txt",126      "type": "license_page",127      "supports": [128        "license_spdx"129      ],130      "checked_at": "2026-11-02",131      "title": "LICENSE.txt (BSD 3-Clause)"132    }133  ],134  "confidence": "high",135  "depth": "standard",136  "deployment_models": [],137  "featured": false,138  "discovery_method": "editorial-research",139  "editorial_status": "reviewed",140  "visibility": "public",141  "author": "batch-F"142}143