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riskfolio-lib

library7.2.1pypypi✓ verified 86d ago

Riskfolio-Lib is a Python library for portfolio optimization and quantitative strategic asset allocation. It provides tools for mean-variance, Black-Litterman, risk parity, and other advanced portfolio methods. Current version is 7.2.1, requiring Python >=3.9. The library is actively maintained with a regular release cadence.

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pip install riskfolio-lib

github ↗package ↗homepage ↗docs ↗

INSTALL

IMPORT

SIG · RISKFOLIO-LIB

riskfolio-lib

datapythonv7.2.1

harness data pending

Install & Compatibility

Where this runs

No compatibility data collected yet for this library.

Code

Verified usage

Verified import paths — ran on the pinned version, not inferred.

Portfolio

✓ from riskfolio import Portfolio

✗ import Portfolio from riskfolio-lib

Hyphen in library name, but Python module uses underscore; import as 'riskfolio'.

HRP (Hierarchical Risk Parity)

✓ from riskfolio import HCPortfolio

✗ from riskfolio.lib import HRP

HRP is implemented in HCPortfolio class, not a separate module.

RiskParity

✓ from riskfolio import RiskParity

✗ from riskfolio.optimization import RiskParity

RiskParity is in the top-level namespace.

Basic mean-variance optimization to maximize Sharpe ratio using historical returns.

import numpy as np import pandas as pd from riskfolio import Portfolio # Sample data ereturns = pd.DataFrame(np.random.randn(100, 4), columns=['Asset1','Asset2','Asset3','Asset4']) # Portfolio object port = Portfolio(returns=ereturns) # Mean-variance optimization w = port.optimization(model='Classic', rm='MV', obj='Sharpe', hist=True) print(w)

Debug

Known issues

breakingIn version 7.0+, the Portfolio class no longer accepts 'prices' directly; use 'returns' or 'mu' and 'cov' explicitly.

fix

Convert prices to returns with .pct_change().dropna() before passing to Portfolio.

affects: >=7.0.0

deprecatedThe function 'riskfolio.MeanRisk()' is deprecated. Use 'Portfolio.optimization()' with risk measure parameters.

fix

Switch to Portfolio object and its optimization method.

affects: >=6.0.0

gotchaThe library requires cvxpy with a compatible solver (e.g., ECOS, SCS). Missing solver may cause silent fallback or errors.

fix

Install cvxpy and optionally 'cvxopt' or 'scipy' for alternative solvers.

affects: all

Errors

Common errors & fixes

ModuleNotFoundError: No module named 'riskfolio'

Importing with hyphen instead of underscore: 'riskfolio-lib' is the package name, but the module is 'riskfolio'.

fix

Use 'import riskfolio' after 'pip install riskfolio-lib'.

KeyError: 'prices'

Portfolio class in v7+ does not accept 'prices' as a parameter.

fix

Pass 'returns' (DataFrame of returns) instead of 'prices' to Portfolio.

cvxpy.error.SolverError: Solver not found (ECOS, SCS, etc.)

cvxpy is installed but no solver backend is available.

fix

Install a solver: e.g., 'pip install cvxopt'.

ValueError: The covariance matrix is not positive semidefinite

Data contains NaN or insufficient observations causing non-psd covariance.

fix

Drop or interpolate NaN values; use method='ledoit' in covariance estimation: Port = Portfolio(returns, method_cov='ledoit').

Upgrade

Version history

7.2.1latest on PyPI · released Feb 18, 2026

Audit

Dependencies

numpyrequiredCore array operations

pandasrequiredData handling for returns and prices

cvxpyrequiredConvex optimization solver interface

scipyrequiredOptimization routines

matplotliboptionalPlotting efficient frontier and risk-return

Agent activity

7 hits · last 30 days

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OpenAI (training)

Resources

githubhttps://github.com/dcajasn/Riskfolio-Lib.git ↗

packagehttps://pypi.org/project/riskfolio-lib/ ↗

homepagehttps://riskfolio-lib.readthedocs.io ↗

docshttps://riskfolio-lib.readthedocs.io/en/latest/ ↗