PyPortfolioOpt
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Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
dependabot will monitor your dependencies
@robertmartin8 please create a token and make it a secret, see README in https://github.com/codecov/codecov-action
Use the much faster implementation given in https://github.com/cvxgrp/cvxcla
Helps to identify the correct set of dependencies
(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...
https://github.com/tschm/jsharpe is exposing a modern CI/CD. See the comments in the README file. We like Makefiles :-)