›Navigation
Tier C · Downstream · C2
PHASE 18 ENTRIESTIER C · DOWNSTREAM

💼 C2 — Finance-specific applied frameworks

Top pick: López de Prado cMDA + HRP (mlfinlab / PyPortfolioOpt (mixed)). Fills the gap: Portfolio-level orthogonality — which the production baseline (Pearson + Spearman + h_norm + Tier-2 MI-vs-target) cannot detect.

Total
8
metrics in this category
Permissive FOSS
5
usable today
GPL
0
license check needed
Unpackaged / no FOSS
3
integration cost
FOSS-READINESS LANES click any metric circle to open its library/repo URL

Catalog entries grouped by adoption-readiness

Lane = how usable the metric is today. Top lane = production-baseline duplicates (Pearson, Spearman). Below = permissive FOSS / GPL / unmaintained / code-released-but-not-packaged / no-FOSS. Per-circle text = first 3 letters of language (Pyt / R / Jav).

PRODUCTION BASELINE
FOSS — permissive
FOSS — GPL
FOSS — unmaintained
Code released, not packaged
No FOSS surfaced
PRODUCTION BASELINE (0 entries) FOSS — permissive (5 entries) Pyt Hierarchical Risk Pa… Pyt HRP — Riskfolio Pyt Clustered MDA (cMDA)… Pyt ICA portfolio optimi… Pyt LOBFrame FOSS — GPL (0 entries) FOSS — unmaintained (0 entries) Code released, not packaged (0 entries) No FOSS surfaced (3 entries) n/a AlphaAgent n/a Alpha101 bias-correc… WQ- WorldQuant BRAIN reg…

Full metric inventory

8 entries · sorted by FOSS readiness then name
Metric Library License Lang Maint Complexity Param-free? URL
Clustered MDA (cMDA) + ONCmlfinlab (mixed) / emoen/Machine-Learning-for-Asset-Managers (open)mixed / openPython✅O(N^2) clustering + O(N T trees)no↗
HRP — RiskfolioRiskfolio-LibBSDPython✅?↗
Hierarchical Risk Parity (HRP)PyPortfolioOptMITPython✅O(N^2 log N)yes↗
ICA portfolio optimizationFastICA (sklearn) + custom optApache-2Python✅?↗
LOBFrameOpen-source per paperopenPython✅?↗
Alpha101 bias-correctionno public coden/an/a⚠️?↗
AlphaAgentno public coden/an/a⚠️?↗
WorldQuant BRAIN regression_neut/vector_neutplatform-onlyn/aWQ-Expression-language✅?↗

Cross-references