garpar 1.5.0.dev1

Generation and Analysis of Real and Artificial Portfolio Returns

Welcome to GARPAR

Generación y análisis de retornos de portafolios artificiales y reales

Generation and analysis of artificial and real portfolio returns

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Introduction

Generation and analysis of artificial and real portfolio returns.

A comprehensive toolset for analyzing and managing financial portfolios/markets through the StocksSet class. Provides functionality for portfolio/market optimization, risk assessment, and performance analysis.

Key Features:

• Portfolio/market construction and rebalancing
• Risk metrics calculation (variance, VaR, etc.)
• Expected returns estimation
• Correlation and covariance analysis
• Diversification metrics
• Portfolio/market visualization tools
• Market data handling and validation
• Entropy-based analysis

Contact

You can contact me at:

• [e-mail]
• [e-mail]

Support

Code Repository & Issues

https://github.com/quatrope/garpar

License

Garpar is under MIT License

This license allows unlimited redistribution for any purpose as long as its copyright notices and the license's disclaimers of warranty are maintained.

Citation

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