This package replicates some financial portfolio optimization models from pypfopt using 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 using it.
- 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
Install from the repository:
$ python -m pip install amplpyfinance
MIT
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