Trading & Investing · Portfolio & Records
0 paid against 8 free you can run yourself.
Paid against free › Trading & Investing › Portfolio & Records › Portfolio Optimization · Markets and trading on Repo Radar
Portfolio optimization tools decide how much to hold of each asset: they estimate return and risk, apply an objective such as maximum Sharpe ratio, minimum variance, risk parity or CVaR, respect weight limits and turn the result into a target allocation. Paid tools range from browser optimizers for individual investors and adviser proposal platforms to institutional engines sold through sales, while open-source libraries in Python, Julia and R offer the same methods, and often more, to anyone who can write code.
Prices and free tiers as checked, dated on each review.
Paid tools for this job are being added. The free alternatives below are ready to use.
Their home is another job; they cover part of this one too.
Automated crypto trading platform with bots, AI, and portfolio management.
$20free tierCCryptohopperCloud-based automated crypto trading bot with copy trading, AI strategies, and arbitrage.
$29free tierWWunderTradingCloud-based crypto trading bot platform with multi-exchange automation and API access.
$15free tierCComposer by SoFiAI-assisted automated trading platform with no-code strategy builder and integrated brokerage.
$10free tierTTradingViewCharting platform and social network for traders and investors.
$12.95free tierQQuantConnectOpen-source multi-asset algorithmic trading platform for quants and engineers.
$84free tierAAmiBrokerAmiBroker is a Windows technical analysis and portfolio backtesting platform.
free tierWWealthLabProfessional portfolio backtesting and trading strategy platform for Windows.
$49.95free tierTTradeStationAdvanced trading platform and brokerage for active traders.
$99.99free tierFree to use. You run it on your own server.
They do this job.
Works out how to split a sum of money across a set of holdings, then converts the percentages into whole share counts.
★ 6.1kFreeSKskfolio/skfolioA Python library for portfolio allocation, built to the same shape as scikit-learn, with time-aware testing built in.
★ 2.5kFreePONVIDIA-AI-Blueprints/portfolio-optimizationPowered by NVIDIA cuOpt: a GPU-accelerated portfolio optimization toolkit for building, backtesting, and scaling Mean-CVaR and Mean-Variance investment workflows with CUDA-X Data Science.
★ 499FreeFOfortitudo-tech/fortitudo.techEntropy Pooling views and stress testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
★ 313FreeOKmbk-dev/okamaInvestment portfolio and stocks analyzing tools for Python with free historical data
★ 274FreePObraverock/PortfolioAnalytics★ 106FreeOPArturSepp/OptimalPortfoliosProduction multi-asset portfolio construction and rolling backtesting in Python
★ 99FreePOdcelisgarza/PortfolioOptimisers.jlPortfolio optimisation library for Julia. Over 50 risk measures (CVaR, EVaR, RLVaR, drawdown, OWA), hierarchical risk parity, HERC, nested clustered optimisation, risk budgeting, near-optimal centering, four Black-Litterman variants, entropy pooling, factor and high-order priors, denoising, and JuMP-backed convex and non-convex optimization.
★ 25FreeOne job at a time: the paid tools worth paying for, the free ones you can run yourself, and who should pick which.
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