skip to navigation
skip to content

portfolioopt 1.0.0

PortfolioOpt: Financial Portfolio Optimization

This module provides a set of functions for financial portfolio optimization, such as construction of Markowitz portfolios, minimum variance portfolios and tangency portfolios (i.e. maximum Sharpe ratio portfolios) in Python. The construction of long-only, long/short and market neutral portfolios is supported.

File Type Py Version Uploaded on Size
portfolioopt-1.0.0.tar.gz (md5) Source 2015-09-01 5KB