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PortfolioOpt: Financial Portfolio Optimization

Project Description

This module provides a set of functions for financial portfolio optimization, such as construction of Markowitz portfolios, minimum variance portfolios and tangency portfolios (i.e. maximum Sharpe ratio portfolios) in Python. The construction of long-only, long/short and market neutral portfolios is supported.

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This version
History Node

1.0.0

History Node

0.3.3

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Filename, size & hash SHA256 hash help File type Python version Upload date
portfolioopt-1.0.0.tar.gz (5.4 kB) Copy SHA256 hash SHA256 Source None Sep 1, 2015

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