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Reliable backtesting and portfolio optimization for investors who want to focus on generating alpha

Project description

InvestOS

Docs website - investos.io docs
Package PyPI - Version PyPI - Python Versions
Meta Poetry linting - Ruff code style - Black license - CC-BY-NC-SA-4.0

InvestOS (/InvEst əʊˈes/) is a Python library for investors who want to focus on generating alpha. As it stands today, it provides reliable backtesting and portfolio optimization software for investors... but we have bigger ambitions!

As mentioned in our first blog article:

From the start, our goal has been to support all possible optimization strategies and backtesting requirements through flexible, extensible code, while prioritizing reliability and ease-of-use. Once we feel we’ve achieved that goal as it pertains to portfolio optimization and backtesting, we plan to begin productizing other (non-IP) parts of investors’ alpha-generation process.

For more information, visit investos.io.

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