chirindaopensource/strapsim_portfolio_similarity_metric
End-to-End Python implementation of STRAPSim: a novel portfolio similarity metric from Li et al. (2025). Combines Random Forest proximity learning with residual-aware bipartite matching to quantify economic substitutability between ETF baskets. Full replication pipeline included.
No commits in the last 6 months.
Stars
6
Forks
2
Language
Jupyter Notebook
License
MIT
Category
Last pushed
Oct 02, 2025
Commits (30d)
0
Get this data via API
curl "https://pt-edge.onrender.com/api/v1/quality/ml-frameworks/chirindaopensource/strapsim_portfolio_similarity_metric"
Open to everyone — 100 requests/day, no key needed. Get a free key for 1,000/day.
Higher-rated alternatives
skfolio/skfolio
Python library for portfolio optimization built on top of scikit-learn
jankrepl/deepdow
Portfolio optimization with deep learning.
emoen/Machine-Learning-for-Asset-Managers
Implementation of code snippets, exercises and application to live data from Machine Learning...
WLM1ke/poptimizer
Оптимизация долгосрочного портфеля акций
baobach/mlfinpy
Mlfin.py is an advance Machine Learning toolbox for financial applications in Python.