https://github.com/ampl/amplpyfinance

Financial Portfolio Optimization with amplpy
https://github.com/ampl/amplpyfinance

algoritmic-trading ampl amplpy efficient-frontier finance financial-analysis investing investment investment-analysis optimization portfolio-management portfolio-optimization python

Last synced: 2 months ago
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Financial Portfolio Optimization with amplpy

• Host: GitHub
• URL: https://github.com/ampl/amplpyfinance
• Owner: ampl
• License: mit
• Created: 2022-03-17T15:30:39.000Z (over 3 years ago)
• Default Branch: master
• Last Pushed: 2025-03-01T11:28:01.000Z (8 months ago)
• Last Synced: 2025-04-13T15:34:31.596Z (6 months ago)
• Topics: algoritmic-trading, ampl, amplpy, efficient-frontier, finance, financial-analysis, investing, investment, investment-analysis, optimization, portfolio-management, portfolio-optimization, python
• Language: Python
• Homepage: https://amplpyfinance.ampl.com
• Size: 117 KB
• Stars: 5
• Watchers: 6
• Forks: 2
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • Changelog: CHANGELOG.md
  • License: LICENSE

Awesome Lists containing this project

README

          
### Financial Portfolio Optimization with amplpy

[![Build Status](https://dev.azure.com/ampldev/amplpyfinance/_apis/build/status%2Fampl.amplpyfinance?branchName=master)](https://dev.azure.com/ampldev/amplpyfinance/_build/latest?definitionId=22&branchName=master) [![Test package](https://github.com/ampl/amplpyfinance/actions/workflows/test.yaml/badge.svg)](https://github.com/ampl/amplpyfinance/actions/workflows/test.yaml) [![Open in Colab](https://colab.research.google.com/assets/colab-badge.svg)](https://colab.research.google.com/github/ampl/amplcolab/blob/master/authors/fdabrandao/amplpyfinance/amplpyfinance_vs_amplpy.ipynb) [![Streamlit App](https://static.streamlit.io/badges/streamlit_badge_black_white.svg)](https://ampl.com/streamlit/Risk_Return)

This package replicates some financial portfolio optimization models from [pypfopt](https://github.com/robertmartin8/PyPortfolioOpt) using [amplpy](https://github.com/ampl/amplpy) and provides a similar interface. The main purpose of this project is to illustrate how to use amplpy with financial models and how to [deploy containerized applications](https://amplpyfinance.readthedocs.io/en/latest/deployment.html#deployment) using it.

#### Repositories

- GitHub Repository: https://github.com/ampl/amplpy/tree/master/amplpyfinance

- PyPI Repository: https://pypi.python.org/pypi/amplpyfinance

- PyPortfolioOpt Repository: https://github.com/robertmartin8/PyPortfolioOpt

#### Setup

Install from the [repository](https://pypi.python.org/pypi/amplpyfinance):

```

$ python -m pip install amplpyfinance

```

#### License

MIT

***

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