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GitHub / 10mohi6 / portfolio-backtest-python
portfolio-backtest is a python library for backtest portfolio asset allocation on Python 3.7 and above.
JSON API: https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/10mohi6%2Fportfolio-backtest-python
Stars: 24
Forks: 3
Open Issues: 1
License: None
Language: Python
Repo Size: 1.1 MB
Dependencies:
41
Created: about 3 years ago
Updated: 21 days ago
Last pushed: about 3 years ago
Last synced: 14 days ago
Topics: asset-allocation, backtest, cvar, etf, hrp, minimum, mutual-fund, portfolio, python, stock, tangency, variance
Files
Dependencies
- matplotlib *
- pandas *
- scikit-learn *
- yfinance *
- Pillow ==8.2.0
- attrs ==20.3.0
- certifi ==2020.12.5
- chardet ==4.0.0
- coverage ==5.5
- cvxpy ==1.1.12
- cycler ==0.10.0
- ecos ==2.0.7.post1
- idna ==2.10
- iniconfig ==1.1.1
- joblib ==1.0.1
- kiwisolver ==1.3.1
- lxml ==4.6.3
- matplotlib ==3.4.1
- multitasking ==0.0.9
- numpy ==1.20.2
- osqp ==0.6.2.post0
- packaging ==20.9
- pandas ==1.2.4
- pluggy ==0.13.1
- py ==1.10.0
- pyparsing ==2.4.7
- pyportfolioopt ==1.4.1
- pytest ==6.2.3
- pytest-cov ==2.11.1
- python-dateutil ==2.8.1
- pytz ==2021.1
- qdldl ==0.1.5.post0
- requests ==2.25.1
- scikit-learn ==0.24.1
- scipy ==1.6.2
- scs ==2.1.3
- six ==1.15.0
- threadpoolctl ==2.1.0
- toml ==0.10.2
- urllib3 ==1.26.4
- yfinance ==0.1.59