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Author:
Silvio Baratto
License:
BSD-3-Clause
Summary:
Portfolio optimization library built on skfolio and scikit-learn
Latest version:
0.1.0
Required dependencies:
arch
|
hmmlearn
|
numpy
|
pandas
|
scikit-learn
|
scipy
|
skfolio
Optional dependencies:
hypothesis
|
mkdocs-gen-files
|
mkdocs-literate-nav
|
mkdocs-material
|
mkdocstrings
|
mypy
|
pip-audit
|
portopt
|
pre-commit
|
pyright
|
pyro-ppl
|
pytest
|
pytest-cov
|
ruff
|
torch
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