Project description

Kelley Optimization

Run the following to install:

pip install kelley_portfolio_optimization

import numpy as np
returns = np.array([0.0476, 0.004]) # mu
varcov = np.matrix([[2.12, 1.03], # sigma_ij
                [1.03, 1.89]])

To install kelley_portfolio_optimization, along with the tools you need to develop and run tests, run the following in your virtualenv:

$ pip install -e .[dev]

These details have not been verified by PyPI

This version

0.0.2

May 10, 2022

0.0.1

May 6, 2022

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