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Code generation with CVXPY

Python 189 30 Updated May 19, 2026
Python 36 8 Updated Jun 9, 2026
Jupyter Notebook 36 15 Updated Jun 13, 2025

A Python-embedded modeling language for convex optimization problems.

C++ 6,251 1,182 Updated Jun 15, 2026

Tool to support backtests

HTML 52 4 Updated Jun 9, 2026
Jupyter Notebook 72 15 Updated Jun 13, 2025

Cluster-based portfolio allocation: HRP, Schur risk parity, and 1/N

Python 55 23 Updated Jun 10, 2026