investos 0.3.8

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

InvestOS

Welcome to the InvestOS portfolio engineering and backtesting framework!

InvestOS is an opinionated framework for constructing and backtesting portfolios in a consistent, albeit flexible way. We built it to make institutional-grade backtesting and portfolio optimization simple, extensible, and open-source.

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Getting Started

🔗 Read the full Getting Started guides Here

Prerequisites

To run InvestOS you'll need:

• Python +3.8
  • You can download it here
  • If you're working on MacOS, you may wish to install it via Homebrew
• pip
  • For installing InvestOS (and any other Python packages)
  • pip installation instructions here

Although not required, running InvestOS might be easier if you have:

• Poetry, a package and dependency manager
• Familiarity with pandas
  • The popular Python data analysis package (originally) released by AQR Capital Management

Installation

If you're using pip:

$ pip install investos

If you're using poetry:

$ poetry add investos

Importing InvestOS

At the top of your python file or .ipynb, add:

import investos as inv

Congratulations on setting up InvestOS!

Let's move on to our next guide: How InvestOS Works

Contributing

InvestOS is an open-source project and we welcome contributions from the community.

If you'd like to contribute, please fork the repository and make changes as you'd like. Pull requests are warmly welcome.

Contributors ✨