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Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

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Work on the project online

enhancement

dependabot will monitor your dependencies

@robertmartin8 please create a token and make it a secret, see README in https://github.com/codecov/codecov-action

marimo is the modern replacement for Jupyter

enhancement

let's ditch poetry, uv is faster and RUST

enhancement

Use the much faster implementation given in https://github.com/cvxgrp/cvxcla

enhancement

Helps to identify the correct set of dependencies

enhancement

Helps to keep your dependencies up to date...

enhancement

(from email) I was wondering if there is an easy way you could allow for object calls to ef such that one could retrieve single values as primitive types. Below...

enhancement

https://github.com/tschm/jsharpe is exposing a modern CI/CD. See the comments in the README file. We like Makefiles :-)