Portfolio Optimization ML ML Frameworks

ML and deep learning frameworks for portfolio optimization, asset allocation, and investment strategy optimization. Does NOT include general financial forecasting, risk modeling, or trading systems without portfolio construction focus.

There are 110 portfolio optimization ml frameworks tracked. 1 score above 70 (verified tier). The highest-rated is skfolio/skfolio at 78/100 with 1,897 stars and 30,482 monthly downloads. 1 of the top 10 are actively maintained.

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#	Framework	Score	Tier	Stars	Language
1	skfolio/skfolio Python library for portfolio optimization built on top of scikit-learn	78	Verified	1,897	Python
2	jankrepl/deepdow Portfolio optimization with deep learning.	56	Established	1,117	Python
3	emoen/Machine-Learning-for-Asset-Managers Implementation of code snippets, exercises and application to live data from...	54	Established	614	Python
4	WLM1ke/poptimizer Оптимизация долгосрочного портфеля акций	53	Established	164	Python
5	hudson-and-thames/mlfinlab MlFinLab helps portfolio managers and traders who want to leverage the power...	51	Established	4,590	Python
6	baobach/mlfinpy Mlfin.py is an advance Machine Learning toolbox for financial applications in Python.	46	Emerging	55	Jupyter Notebook
7	jamesmawm/mastering-python-for-finance-second-edition Sources codes for: Mastering Python for Finance, Second Edition	45	Emerging	442	Jupyter Notebook
8	iAmGiG/gex-llm-patterns PhD research validating LLM understanding of market microstructure through...	43	Emerging	16	Python
9	insionCEO/ML-based-automated-stock-trading-platform An ML-based automated stock trading platform.	42	Emerging	30	Jupyter Notebook
10	vermouth1992/drl-portfolio-management CSCI 599 deep learning and its applications final project	42	Emerging	154	Jupyter Notebook
11	hudson-and-thames/portfoliolab PortfolioLab is a python library that enables traders to take advantage of...	41	Emerging	175	—
12	saisrivatsan/deep-opt-auctions Implementation of Optimal Auctions through Deep Learning	41	Emerging	134	Jupyter Notebook
13	YuMan-Tam/deep-hedging Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.	41	Emerging	162	Jupyter Notebook
14	xihe-820/ml-trading-japan Production-Ready ML Trading Framework for Japanese Markets \| 72.56% ROI on TOPIX	39	Emerging	89	Python
15	ki33elev/Adv_Fin_ML Solutions for selected exercises from Advances in Financial Machine Learning...	38	Emerging	91	Jupyter Notebook
16	AnnaSkarpalezou/Portfolio-Optimization-using-Machine-Learning This repository is the result of our work for the course CSCI-SHU 360...	38	Emerging	78	Jupyter Notebook
17	financial-astrology-research/financial-astrology-machine-learning We use advanced machine learning techniques to build models that correlate...	37	Emerging	55	R
18	firmai/machine-learning-asset-management Machine Learning in Asset Management (by @firmai)	36	Emerging	1,734	Jupyter Notebook
19	tatsath/fin-ml This github repository of "Machine Learning and Data Science Blueprints for...	36	Emerging	1,149	Jupyter Notebook
20	I-am-Uchenna/regime-allocation-strategy Systematic multi-asset allocation strategy using Hidden Markov Models to...	35	Emerging	5	Jupyter Notebook
21	GeomScale/PorQua A python library for portfolio optimization and index replication	35	Emerging	18	Jupyter Notebook
22	schampon/skfin Machine learning for portfolio management and trading with scikit-learn	35	Emerging	39	Jupyter Notebook
23	AI4Finance-Foundation/FinML FinML: A Practical Machine Learning Framework for Dynamic Stock Selection	33	Emerging	173	Jupyter Notebook
24	dcelisgarza/PortfolioOptimisers.jl Portfolio Optimisation library built in Julia.	33	Emerging	12	Julia
25	FinancialComputingUCL/LOBFrame We release `LOBFrame', a novel, open-source code base which presents a...	33	Emerging	221	Python
26	Yoontae6719/Signature-Informed-Transformer-For-Asset-Allocation SIT (Signature-Informed Transformer For Asset Allocation)	33	Emerging	19	Jupyter Notebook
27	kratu/wess_hmm Hybrid Wasserstein + HMM Regime Detection	32	Emerging	7	Python
28	akash-kumar5/CryptoMarket_Regime_Classifier CryptoMarket Regime Classifier is a machine learning framework that detects...	31	Emerging	28	Python
29	Jeonghwan-Cheon/lob-deep-learning Implementation of various deep learning models for limit order book. DeepLOB...	31	Emerging	146	Python
30	matteoprata/LOBCAST LOBCAST is a Python-based open-source framework for stock market trend...	31	Emerging	118	Python
31	S-razmi/DeepLOB DeepLOB Implementation on Bitcoin Perpetual Data	30	Emerging	29	Jupyter Notebook
32	QuantifiSogang/2025-01MLFinanceLab 2025학년도 1학기 ML Finance Lab 및 자산운용	30	Emerging	5	Python
33	viniesposito/py-mlfactor Rewriting the code in "Machine Learning for Factor Investing" in Python	30	Emerging	93	Jupyter Notebook
34	Tommylee1013/FinancialMachineLearning Financial Machine Learning Repository	30	Emerging	11	Python
35	QuantifiSogang/MLFinance 2024학년도 1학기 MLfinLab Project Team repository	30	Emerging	7	Python
36	compatibl/practical-machine-learning Examples and code for the Practical Machine Learning workshop series	30	Emerging	23	Python
37	cspun/MLF Teaching Lab Notes of "Machine Learning in Finance"@NTUsg by Patrick PUN Chi Seng	29	Experimental	3	Jupyter Notebook
38	BianchiGiacomo/deepLearningVolatility Neural network framework for volatility surface approximation and...	28	Experimental	11	Python
39	naresh-dscience/Portfolio-Optimization-using-Genetic-Algorithm Portfolio optimization using Genetic algorithm.	28	Experimental	63	Jupyter Notebook
40	chirindaopensource/strapsim_portfolio_similarity_metric End-to-End Python implementation of STRAPSim: a novel portfolio similarity...	28	Experimental	6	Jupyter Notebook
41	sergepaulc/Machine-Learning-for-Finance Sample codes in Python of machine learning models for enterprise financial...	28	Experimental	10	—
42	SORADATA/CAC40-Quantitative-Analysis-Predictive-Asset-Allocation Machine Learning portfolio optimization on CAC40: XGBoost , RSI clustering,...	28	Experimental	2	Jupyter Notebook
43	matus-jan-lavko/ReinforcementLearning-vs-EW RL vs. 1/n and Mean-Variance in the Portfolio Allocation Problem. A...	27	Experimental	10	Jupyter Notebook
44	kristina969/Empirical-Asset-Pricing-via-Machine-Learning-Evidence-from-the-German-Stock-Market Machine learning methods for identifing investment factors	27	Experimental	43	Jupyter Notebook
45	dongheechoi/ai-portfolio-selection Artificial Intelligence (AI) based Portfolio Selection Papers	27	Experimental	26	—
46	Impesud/machine-learning-for-trading Updates for code used in the "ML for Trading - 2nd Edition" book	26	Experimental	6	Jupyter Notebook
47	ImanolR87/AI-Learn-to-invest Machine Learning Project applied to stock market portfolio optimization	25	Experimental	35	Jupyter Notebook
48	fischlerben/Algorithmic-Trading-Project Algorithmic Trading project that examines the Fama-French 3-Factor Model and...	25	Experimental	32	Jupyter Notebook
49	JPNotleks/VolaDiff A diffusion model for generating arbitrage-free implied volatility surface forecasts.	25	Experimental	5	Jupyter Notebook
50	OlegMitsik/AA228_Project Utilizing fundamental factors in reinforcement learning for active portfolio...	24	Experimental	2	Jupyter Notebook
51	CameronScarpati/lob-regime-scanner HMM-based market microstructure regime detection for cryptocurrency order...	23	Experimental	1	Python
52	0x596173736972/MarketRegimeTrader Quantitative finance platform that uses Hidden Markov Models (HMM) to detect...	23	Experimental	8	Python
53	chasemetoyer/Volatility_World_Model World model for volatility surfaces using VAE + LSTM to simulate market...	23	Experimental	1	Python
54	adamd1985/pairs_trading_unsupervised_learning The notebook with the experiments to replicate and enhance the stock...	23	Experimental	22	Jupyter Notebook
55	tmro98/machine-learning-in-asset-pricing Machine Learning in Asset Pricing: Time-Series and Cross-Sectional...	23	Experimental	15	Jupyter Notebook
56	galafis/ml-volatility-forecasting Ml Volatility Forecasting - Professional Python project	23	Experimental	1	Python
57	fj-hsu-cy/diversifind Algorithms for finding maximally diversified portfolios using the...	22	Experimental	—	Python
58	ManikantaSanjay/Financial_Analysis_Using_Python_and_ML_Libraries This repository has been created as part of my Udemy Course learning "Python...	22	Experimental	10	Jupyter Notebook
59	adamadamadamada/Arbitrage-Free-Volatility-Surface 📈 Build and analyze arbitrage-free volatility surfaces with robust...	22	Experimental	—	Python
60	MukundaKatta/WealthGuard Portfolio risk analyzer — volatility, Sharpe ratio, VaR, max drawdown,...	22	Experimental	—	Python
61	duongtran14/Partial-replication-of-Gu-Kelly-Xiu-2020-Empirical-Asset-Pricing-via-Machine-Learning. Replication of the paper Empirical Asset Pricing via Machine Learning by Gu,...	22	Experimental	—	Jupyter Notebook
62	isa-labs/cvm-fund-analytics Risk/return analysis and clustering of Brazilian investment funds using...	22	Experimental	—	Python
63	predictiveworks/yfinance-frames YFinanceFrames provides a DataFrame-centric view over Yahoo Finance market...	22	Experimental	1	Scala
64	edlansiaux/csu-paper Monte Carlo pricing and risk analysis of Dynamic Capped Short Units under...	22	Experimental	—	Python
65	DOPEgit/PDE-option-pricing ⚡ Streamline option pricing with ML surrogate models, achieving 100-1000x...	22	Experimental	—	Python
66	mpokojovy/StochVolPortfolioML Portfolio Optimization with Feedback Strategies Based on Artificial Neural Networks	22	Experimental	1	R
67	StreetJammer/hyperliquid-vault-analyzer Advanced ML-powered analyzer for hyperliquid.xyz vaults with portfolio...	22	Experimental	22	Python
68	imsanjoykb/IBOVESPA-volatility-forecasting IBOVESPA volatility forecasting	21	Experimental	10	R
69	MathePhysics/UROP-2022 Option Pricing with Machine Learning Methods	21	Experimental	15	Jupyter Notebook
70	babasileye/machine_learning_for_finance Machine learning tools for finance project. The project only has educational...	21	Experimental	10	Jupyter Notebook
71	Power-Portfolio-Analytics/Power-Portfolio-Analytics Portfolio Management System	21	Experimental	8	Jupyter Notebook
72	hamidreza-rhz/Index-tracking-portfolio-optimization-using-deep-learning Tracking S&P 500 index with deep learning model	20	Experimental	13	Jupyter Notebook
73	kedarghule/Stock-Portfolio-Diversification-Using-Clustering-and-Volatility-Prediction The project aims to profile stocks with similar weekly percentage returns...	20	Experimental	12	Jupyter Notebook
74	estasz/USDJPY-Quant-Trader Code for algorithmic trading for USD/JPY exchange rates.	20	Experimental	1	Jupyter Notebook
75	pig618/amf_gibs The Adaptive Multi-Factor (AMF) asset pricing model with the Groupwise...	19	Experimental	10	R
76	yurit04/optimal_execution A repository of optimal execution algorithms and market impact models	19	Experimental	—	Jupyter Notebook
77	isichei-nnamdi/phd-research-portfolio-optimization PhD Research: ML-Enhanced Portfolio Optimization for Nigerian Stock Exchange	19	Experimental	—	Jupyter Notebook
78	yurit04/portfolio_optimization A repository containing a few of the many approaches to optimize a portfolio.	19	Experimental	—	Jupyter Notebook
79	areebarshad/multi-asset-portfolio-optimizer Multi-asset portfolio optimization project applying financial forecasting,...	19	Experimental	3	Jupyter Notebook
80	venturellimatteo/fintech-projects Fintech projects related to the 'Fintech' course conducted by Daniele...	19	Experimental	8	Jupyter Notebook
81	Kunalwewreeer/andha_paisa Code for the SOC project Automated Trading System (IITB). Mentors: Kunal C,...	17	Experimental	2	Jupyter Notebook
82	Tommylee1013/Dynamic-Investing Dynamic Investing strategy with nowcasting	16	Experimental	3	—
83	RafaEngineer/strapsim_portfolio_similarity_metric 📊 Calculate portfolio similarity metrics to enhance ETF alignment and...	15	Experimental	1	PHP
84	RyanTmi/mf-optimal-execution Research code for my memoir on Mean-Field Optimal Execution. Implements and...	15	Experimental	—	Jupyter Notebook
85	sachinh19/portfolio-optimization This is our take on Portfolio Optimization with Reinforcement Learning using...	15	Experimental	6	Python
86	sogeking30/CLUSTERING-MARKET-REGIMES 📊 Detect market regimes by clustering probability distributions using...	15	Experimental	1	Python
87	xHydr1dex/ml-volatility-surface ML-based implied volatility surface modeling using ensemble learning and...	15	Experimental	1	Jupyter Notebook
88	FelipeCardozo0/RAMPA-Regime-Aware-Multi-Agent-Portfolio-Allocator Regime-Aware Multi-Agent Portfolio Allocator — a five-phase ML pipeline...	14	Experimental	—	Jupyter Notebook
89	aengusmartindonaire/systematic-equity-alpha End-to-end ML pipeline for systematic equity trading: 25 years of Bloomberg...	14	Experimental	—	Jupyter Notebook
90	opsdanaksaleh/Market-Regime-Liquidity-Model 📉 Model market regimes and liquidity stress using advanced analytics to...	14	Experimental	—	HTML
91	borisgraudt/kairos quant ml stuff	14	Experimental	—	Jupyter Notebook
92	mariadvera/investment-portfolio-risk-analysis Data Science applied to portfolio performance evaluation and risk detection...	14	Experimental	—	Jupyter Notebook
93	yashvibhatt/asian-option-neural-pricing Neural networks for accelerating Monte Carlo pricing of Asian options under GBM.	14	Experimental	—	Jupyter Notebook
94	charleshusson75-cell/corporate-insider-momentum-research Quantitative research pipeline and ML backtesting engine replicating...	14	Experimental	—	Python
95	mayank-890/Quant-Hackathon-IIT-Mandi-2026 ML-based momentum trading strategy — IIT Mandi Xpecto 2026	14	Experimental	—	Jupyter Notebook
96	smkwray/mktml Local-first stock research pipeline with ensemble ML (RF + GBM + XGBoost)...	14	Experimental	—	Python
97	Shresth717171/hmm-regime-detection Hidden Markov Model framework for unsupervised regime detection — Baum-Welch...	14	Experimental	—	Python
98	nitya-d/volatility-forecasting-quantum-reservoir ML \| Quant Finance \| Quantum Computing: Photonic Quantum Reservoir vs LSTM...	14	Experimental	—	Jupyter Notebook
99	AlexMilekhin/DeepVol A quantitative research project exploring hybrid volatility forecasting....	14	Experimental	3	Jupyter Notebook
100	MasoudKargar/APO-MADRL-STA Adaptive Portfolio Optimization with Multi-Agent Deep Reinforcement Learning	13	Experimental	2	Jupyter Notebook
101	HaoningChen/Houfang-Cup 首届厚方杯二等奖方案重制版	13	Experimental	5	Jupyter Notebook
102	miindisponi99/Index-Weighting-Strategies Applied different portfolio allocation techniques to Ken French Industry...	13	Experimental	5	Jupyter Notebook
103	anthonymakarewicz/algo-electricity-trading Intraday algorithmic trading on the German electricity market	13	Experimental	5	Jupyter Notebook
104	mittalchauhan/QUANTPRO-REAL-TIME-STOCK-INTELLIGENCE-PIPELINE An Institutional-grade Real-Time Stock Intelligence Pipeline. Features live...	12	Experimental	1	JavaScript
105	rupeshgoswami/ML-PairsTrading-LSTM-Sentiment Pairs trading engine: LSTM + BERT sentiment signals. Tuned LSTM achieved...	11	Experimental	—	Jupyter Notebook
106	artaasd95/price-tail-risk-sim Simulation of tail risk noise and asset price	11	Experimental	2	Jupyter Notebook
107	RiyaH2020/Portfolio_optimization Mean-variance portfolio optimization with classical solvers and preliminary...	11	Experimental	—	Jupyter Notebook
108	RohithSuryaM/Stock-Portfolio-Optimization-Project Dynamic stock selection and portfolio optimization using Efficient Frontier,...	11	Experimental	—	Jupyter Notebook
109	predictiveworks/gdelt-frames GDELTFrames provides a DataFrame-centric view over the Global Database of...	10	Experimental	1	Scala
110	predictiveworks/witsml-frames WITSML Frames provides a DataFrame-centric view over WITSML data and...	10	Experimental	1	Scala

Comparisons in this category

mlfinlab and fin-ml (51 vs 36) mlfinlab and portfoliolab (51 vs 41) mlfinlab and mlfinpy (51 vs 46) skfolio and portfoliolab (78 vs 41) Machine-Learning-for-Asset-Managers and Adv_Fin_ML (54 vs 38)