OptiFolio is a Python package for portfolio optimization.
Project description
OptiFolio is a package for portfolio optimization.
- Documentation: (COMING SOON) https://optifolio.readthedocs.io.
NOTE
This project is in early stage development, and can thus go through major changes.
Install
MLVizLib can be installed from PyPI:
pip install optifolio
Features
- PortfolioOptimizer [object]: Optimize your portfolio based on Sharpe Ratio.
- fit [method]: Fits daily stock data into the optimizer. Generates annual measures.
- plot_efficient_frontier [method]: Generates a plot for efficient frontier, optimal portfolio, and individual stocks.
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