Simulation and backtesting of optimal portfolios

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License: MIT License, Other/Proprietary License (LICENSE.txt)

Author: Artur Sepp

Maintainer: Artur Sepp

Tags quantitative, investing, portfolio optimization, systematic strategies, volatility

Requires: Python >=3.8, <3.11

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Project description

Quantitative Investment Strategies: QIS

qis package implements analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.

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Avatar for ArturSepp from gravatar.com ArturSepp

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GitHub Statistics
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License: MIT License, Other/Proprietary License (LICENSE.txt)

Author: Artur Sepp

Maintainer: Artur Sepp

Tags quantitative, investing, portfolio optimization, systematic strategies, volatility

Requires: Python >=3.8, <3.11

Classifiers

Release history Release notifications | RSS feed

1.0.22

1.0.21

1.0.20

1.0.19

1.0.18

1.0.17

1.0.16

1.0.15

1.0.14

1.0.12

1.0.11

1.0.10

1.0.9

1.0.8

1.0.7

1.0.6

1.0.5

1.0.4

This version

1.0.3

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optimalportfolios-1.0.3.tar.gz (43.2 kB view hashes)

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