Ecosyste.ms sponsors
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An open API service aggregating public data about GitHub Sponsors.
Finance and Python lover, looking for job opportunities in quantitative finance, investments and risk management.
Funding Links: https://github.com/sponsors/dcajasn
Let me introduce myself
Hi, I'm Dany from Peru 🇵🇪. I'm the creator and sole maintainer of Riskfolio-Lib, one of the most popular Python libraries for investment portfolio optimization. I studied economic engineering and I have a master in finance. I learned to programming by myself because I like to applied finance theory to real problems.
Current projects
My star project is Riskfolio-Lib, an investment portfolio optimization library that has become very popular among practitioners, academics and students around the world.
Riskfolio.jl, a julia version of Riskfolio-Lib that is under development.
My academic research in new portfolio optimization techniques, you can see my SSRN page here.
How my work benefits you
Riskfolio-Lib is widely used by retail investors and institutional investors, it is possible that your investment advisor, mutual fund or pension fund are using Riskfolio-Lib to explore new investment ideas. On the other hand, academics and students use Riskfolio-Lib to try the widest variety of portfolio optimization models in theoretical and applied research, some users that are MBA and Master in Finance students told me that they are using Riskfolio-Lib to elaborate their thesis.
Why I need your help
For me is very important to get sponsorship, I dedicate my free time to these projects as a hobby but I would like to dedicate more time to them and if it is possible live developing open-source projects. Also, I would like to update my equipment because it doesn't let me try new techniques, that are very intensive computationally, that I want to implement in my current projects or new ones.
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
Language: C++ - Stars: 3093