LLM agents decide, skfolio optimizes, you approve. Portfolio optimization with a market-data pipeline and paper trading.
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Updated
Nov 4, 2026 - Python
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skfolio
Here are 4 public repositories matching this topic...
Portfolio risk an AI agent can drive and a person can read. Historical VaR and Expected Shortfall, signed linear exposure, explicit stress scenarios, counterparty exposure and XVA through a local ORE project. 4 MCP tools, 5 skills, a local dashboard and a hosted service. Research software, not investment advice. Noncommercial licence.
python finance mcp stress-testing quantitative-finance value-at-risk risk-management expected-shortfall xva counterparty-credit-risk tail-risk portfolio-risk skfolio claude-code-plugin claude-code-skill codex-plugin codex-skill open-source-risk-engine
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Nov 6, 2026 - Python
Quant Portfolio Optimizer | Skfolio, ML Models, Portfolio Backtests, Risk Budgeting, Real-Time Market Data
python machine-learning statistics portfolio-optimization quantitative-finance asset-allocation streamlit skfolio
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May 19, 2025 - Python
Kronos + skfolio + NautilusTrader 를 엮은 모의투자 펀드매니저 에이전트. 백테스트 하네스 · 추론 캐시 · 실시간 대시보드 포함. 전 구간 paper trading (브로커 커넥터 없음).
python portfolio-optimization quantitative-finance black-litterman backtesting paper-trading kronos time-series-forecasting cvar nautilus-trader skfolio
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Aug 28, 2026 - Python
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