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Institutional-Grade Hierarchical Portfolio Optimization

Copyright (c) 2026 Anagatam Technologies | Apache 2.0 License

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Quick Links

• Getting Started
• API Reference
• Algorithms
• Covariance Estimators
• Backtest Guide
• Metrics Reference
• FAQ

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What is Canopy?

Canopy is the world's most advanced open-source Python library for hierarchical portfolio optimization. It implements three allocation algorithms — HRP, HERC, and NCO — with advanced covariance estimation, configurable risk measures, and a comprehensive audit trail.

Installation

pip install canopy-optimizer

Links

• PyPI
• ReadTheDocs
• GitHub
• Disclaimer