BlPortfolioConstruction is a library which attempts to automate portfolio optimization by adopting a bayesian approach (Black-Litterman model) in conjunction with Factor Analysis and classical mean-variance/max sharpe optimization methods.
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Release files for blportopt 0.0.0
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Source distribution (sdist)
| File | Size | Uploaded | Provenance | Actions |
|---|---|---|---|---|
| blportopt-0.0.0.tar.gz | 15.3 kB | Without provenance | Details for blportopt-0.0.0.tar.gz |
Built distribution (wheel)
| File | Interpreter | ABI | Platform | Actions Reset |
|---|---|---|---|---|
| blportopt-0.0.0-py3-none-any.whl | Python 3 | none | any | Details for blportopt-0.0.0-py3-none-any.whl |
Total release size: 34.9 kB
Release files / blportopt-0.0.0.tar.gz
| Download URL | blportopt-0.0.0.tar.gz |
|---|---|
| Size | 15.3 kB |
| Tags | Source |
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SHA-256 checksum How to use checksums |
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BLAKE2b-256 checksum How to use checksums |
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| Upload date | |
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Uploaded using Trusted Publishing? What is trusted publishing? |
No |
| Uploaded via |
poetry/1.8.2 CPython/3.9.0 Darwin/23.4.0
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Release files / blportopt-0.0.0-py3-none-any.whl
| Download URL | blportopt-0.0.0-py3-none-any.whl |
|---|---|
| Size | 19.6 kB |
| Tags | Python 3 |
|
SHA-256 checksum How to use checksums |
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BLAKE2b-256 checksum How to use checksums |
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| Upload date | |
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Uploaded using Trusted Publishing? What is trusted publishing? |
No |
| Uploaded via |
poetry/1.8.2 CPython/3.9.0 Darwin/23.4.0
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Security for blportopt 0.0.0
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