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Author:
CPZ Lab
License:
Apache License
Version 2.0, January 2004
http://www.apache.org/licenses/
TERMS AND CONDITIONS FOR USE, REPRODUCTI...
Summary:
Quantitative portfolio optimization, risk analytics, and anti-overfitting strategy certification in Python: mean-variance, HRP, HERC, NCO, Black-Litterman, entropy pooling, CVaR, robust and cardinality-constrained convex optimization, covariance shrinkage and denoising, walk-forward and combinatorial purged cross-validation, Probability of Backtest Overfitting, Deflated Sharpe Ratio, and vectorised technical indicators.
Latest version:
1.2.0
Required dependencies:
numpy
|
polars
|
pydantic
|
scipy
Optional dependencies:
amazon-braket-sdk
|
black
|
cvxpy
|
dimod
|
dwave-neal
|
isort
|
mkdocs-material
|
mypy
|
plotly
|
pyscipopt
|
pytest
|
pytest-cov
|
ruff
|
scikit-learn
|
ta-lib
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