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pystrategy

This is the repository for pystrategy package.

No docutils, pandoc, or any other tricks! Just a README.md and a setup.py.

See the source for this project here: https://github.com/faprieto96/pystrategy.

Background:

This project is possible thanks to the previous research and effort of the work developed by Francisco de Asís, ...... References of previous research papers can be find:

  • Fernández-Navarro, F., Martínez-Nieto, L., Carbonero-Ruz, M., & Montero-Romero, T. (2021). Mean squared variance portfolio: A mixed-integer linear programming formulation. Mathematics, 9(3), http://dx.doi.org/10.3390/math9030223
  • etc

How to install pystrategy?

In your terminal windows:
>>> python 3 pip install pystrategy

Functions implemented:

>>> import pystrategy
>>> Strategy(dataset, Strategy, validationWindows, CVWindows).run()

And much much more!

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