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GitHub / cvxgrp / cvxportfolio

Portfolio optimization and back-testing.

JSON API: https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/cvxgrp%2Fcvxportfolio

Stars: 791
Forks: 217
Open Issues: 24

License: apache-2.0
Language: Python
Repo Size: 127 MB
Dependencies: 10

Created: over 7 years ago
Updated: 29 days ago
Last pushed: about 1 month ago
Last synced: about 1 month ago

Commit Stats

Commits: 505
Authors: 15
Mean commits per author: 33.67
Development Distribution Score: 0.578
More commit stats: https://commits.ecosyste.ms/hosts/GitHub/repositories/cvxgrp/cvxportfolio

Topics: convex-optimization, finance, optimization, optimization-algorithms, optimization-methods, optimizer, portfolio-optimization, python, time-series

Files
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    Readme
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    Dependencies
    .github/workflows/test.yml actions
    pyproject.toml pypi