QFiPy

Portfolio optimization package in Python. It is based upon Modern Portfolio Theory and uses numerical methods to optimize the performance of the portfolios given historical data.

Installing

Clone the project and run the setup.py file.

git clone https://github.com/kouzapo/QFiPy.git
python setup.py install

Authors

• Apostolos Kouzoukos - GitHub

License

This project is licensed under the MIT License - see the LICENSE file for details