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Repositories in this selection 5 · UTC 2026-11-05
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1—Xxbtlin / ai-berkshireBerkshire in the AI Era: A value investing research framework based on Claude Code/Codex. Methodology of the four masters Buffett, Munger, Duan Yongping, and Li Lu + multi-agent parallel research. | AI-era Berkshire: a value investing research framework built for Claude Code / Codex. 4 masters' methodologies + multi-agent adversarial analysis.HTMLMIT · PermissiveInsufficient rank history16,9852,491——2026-11-01
2—PPyPortfolio / PyPortfolioOptFinancial portfolio optimization in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk ParityJupyter NotebookMIT · PermissiveInsufficient rank history6,1441,188——2026-07-07
3—Hhudson-and-thames / mlfinlabMlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.PythonNOASSERTION · Restricted / unknownInsufficient rank history4,9661,292——2023-10-02
4—Ddcajasn / Riskfolio-LibPortfolio Optimization in PythonC++BSD-3-Clause · PermissiveInsufficient rank history4,584732——2026-10-30
5—EEliteQuant / EliteQuantA list of online resources for quantitative modeling, trading, portfolio managementUnknownApache-2.0 · PermissiveInsufficient rank history4,252719——2024-06-15
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