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A library for portfolio optimization algorithms with python interface.

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Portfolio - Optimizer

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该项目在Alpha-Mind中被使用。

TODO lists

Potfolio - optimizer由于有大量的c++代码,造成其使用困难。对于依赖的库而言(例如:alpha-mind),也是使得被依赖库难以使用。所以Portfolio - Optimizer将有一次重大的重构,包括:

  • 提供完整的python接口;
  • 作为标准的python包在pypi上发布;
  • 增加多期优化的能力。

安装

  • PYPI
$ pip install portfolio-optimizer
  • Source
$ python setup.py install

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A library for portfolio optimization algorithms with python interface.

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