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https://github.com/wellecks/port_opt
Portfolio Optimization in Python
https://github.com/wellecks/port_opt
Last synced: 2 months ago
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Portfolio Optimization in Python
- Host: GitHub
- URL: https://github.com/wellecks/port_opt
- Owner: wellecks
- Created: 2014-02-22T00:09:33.000Z (almost 11 years ago)
- Default Branch: master
- Last Pushed: 2014-09-13T22:28:31.000Z (over 10 years ago)
- Last Synced: 2024-04-28T04:30:26.007Z (8 months ago)
- Language: Python
- Size: 217 KB
- Stars: 47
- Watchers: 8
- Forks: 28
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
Awesome Lists containing this project
README
Portfolio optimization with Python.
Pulls stock data from the Yahoo Finance API and solves for an optimal
portfolio using CVXOPT.
Material for the blog post http://wellecks.wordpress.com/2014/03/23/portfolio-optimization-with-python/
##### Dependencies
```
pip install cvxopt
pip install numpy
pip install scipy
pip install pandas
pip install patsy
pip install statsmodels
```