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optimalportfolios


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Author: None
License: MIT
Summary: Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python
Latest version: 5.2.2
Required dependencies: cvxpy | factorlasso | matplotlib | numba | numpy | openpyxl | pandas | pyyaml | qis | quadprog | scipy | seaborn
Optional dependencies: jinja2 | jupyter | jupyterlab | notebook | optimalportfolios | pandas-datareader | plotly | pybloqs | pytest | pytest-cov | ruff | yfinance

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