LoreonLabsPlatform

Overview

Intelligence

Markets
Builders
Research
Narratives
Ecosystems
Launchpads

Discover

Search
Sources

Python

PyPortfolioOpt

Financial portfolio optimisation in python, including classical efficient frontier and advanced methods.

PythonEmerging

Stars

3

Forks

1

Contributors

5

Last push

88mo ago

Recent commits

Latest commits.

update to 0.3.1
dfad125robertmartin888mo ago
Merge pull request #23 from TommyBark/master
0740054Robert Martin88mo ago
Fixed portfolio_performance function which while calling objective_functions.negative_sharpe function passed risk_free_rate as gamma argument for L2 regularization instead of risk free rate.
4d09ba9Tomas88mo ago
updated docs
2f52715robertmartin888mo ago
minor formatting for merged code
a689ebcrobertmartin888mo ago

Merge pull request #22 from 88d52bdba0366127fffca9dfa93895/new_shrinkages

8955081Robert Martin88mo ago

5800719robertmartin888mo ago

updated version to 0.3.0

2e65eabrobertmartin888mo ago

Top contributors

Builders behind this project.

schneiderfelipe