Riskfolio-lib like functionality

Are there any overlaps with riskfolio-lib python library, or any plans to get into that teritory?

You can use any Python library with AmiBroker. See:

Yes, thanks for that - nonetheless, we love AFL power, and dislike interacting with external components. So, the question was more like - is any similar functionality from riskfolio-lib that will be developed in AFL?


You have to be specific what exactly you are looking for. Some of the things found in the library are available directly from AFL (all such thing like Stdev, Kurtosis, Ulcer, etc). Others can be just calculated using basic math and matrix calculations.
Generally, if you want Python lib, you can use it via AmiPy. It just works, no trouble here.
If you don't want Python lib, you can write the math yourself.
Things like efficient frontier have been written in AFL see Scan, Exploration Back Test - #5 by fxshrat

Appreciate that, and fully understand. Good to know about the integration with python capabilities, nonetheless that would be the last resort option. I guess one interesting thing is HRP:

which has also been implemented in Matlab:

was this done previously, do not find anything about it here. Thanks

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