Kelley Optimization
Installation
Run the following to install:
pip install kelley_portfolio_optimization
Usage
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]])
Development
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]
1 maintainer
Metadata
1 maintainer
Release files for kelley-portfolio-optimization 0.0.2
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Source distribution (sdist)
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| kelley_portfolio_optimization-0.0.2.tar.gz | 4.1 kB | Details |
Built distribution (wheel)
| File | Interpreter | ABI | Platform | Reset |
|---|---|---|---|---|
| kelley_portfolio_optimization-0.0.2-py3-none-any.whl | Python 3 | none | any | Details |
Total release size: 8.3 kB
Release files / kelley_portfolio_optimization-0.0.2.tar.gz
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Release files / kelley_portfolio_optimization-0.0.2-py3-none-any.whl
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