corefolio 0.2.1

A package for optimizing asset selection using CVXPY.

CoreFolio

corefolio is a Python package for optimizing asset selection using CVXPY. It allows users to define a universe of assets, apply constraints, and optimize the portfolio based on specified criteria.

Installation

To install the package, use the following command:

pip install corefolio

Requirements

• Python >= 3.10
• pandas
• cvxpy >= 1.6.2
• pytest

Usage

from corefolio.optimizer import Optimizer
from corefolio.universe import Universe
from corefolio.constraints import Constraints

# Define your universe and constraints
universe = Universe(data)
constraints = Constraints(max_assets=5)

# Create an optimizer instance
optimizer = Optimizer(universe, constraints, sense="maximize")

# Optimize the portfolio
selected_assets = optimizer.optimize()

print("Selected assets:", selected_assets)

License

This project is licensed under the MIT License.