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GitHub / l-vicen / -WIB06772-PortfolioOptimizer
Streamlit app to simulate/optimize different portfolio allocations based on mathematical methods.
JSON API: https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/l-vicen%2F-WIB06772-PortfolioOptimizer
Stars: 5
Forks: 1
Open Issues: 9
License: None
Language: Python
Repo Size: 1.21 MB
Dependencies:
123
Created: over 2 years ago
Updated: 9 months ago
Last pushed: almost 2 years ago
Last synced: 8 months ago
Topics: black-litterman, mean-variance-optimization, risk-parity
Files
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Readme
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Dependencies
requirements.txt
pypi
- GitPython ==3.1.24
- Jinja2 ==3.0.2
- MarkupSafe ==2.0.1
- Pillow ==8.4.0
- Pygments ==2.10.0
- Pympler ==1.0.1
- Send2Trash ==1.8.0
- altair ==4.1.0
- appnope ==0.1.2
- argon2-cffi ==21.1.0
- astor ==0.8.1
- attrs ==21.2.0
- backcall ==0.2.0
- base58 ==2.1.1
- bleach ==4.1.0
- blinker ==1.4
- cachetools ==4.2.4
- certifi ==2022.6.15
- cffi ==1.15.0
- charset-normalizer ==2.0.7
- click ==7.1.2
- cvxopt ==1.2.7
- cvxpy ==1.2.1
- cycler ==0.11.0
- debugpy ==1.5.1
- decorator ==5.1.0
- defusedxml ==0.7.1
- docopt ==0.6.2
- ecos ==2.0.7.post1
- entrypoints ==0.3
- gitdb ==4.0.9
- google-auth ==2.3.3
- google-auth-oauthlib ==0.4.6
- gsheetsdb ==0.1.13.1
- gspread ==5.1.1
- idna ==3.3
- ipykernel ==6.5.0
- ipython ==7.29.0
- ipython-genutils ==0.2.0
- ipywidgets ==7.6.5
- jedi ==0.18.0
- joblib ==1.1.0
- jsonschema ==4.2.1
- jupyter-client ==7.0.6
- jupyter-core ==4.9.1
- jupyterlab-pygments ==0.1.2
- jupyterlab-widgets ==1.0.2
- kiwisolver ==1.3.2
- lxml ==4.6.4
- matplotlib ==3.4.3
- matplotlib-inline ==0.1.3
- mistune ==0.8.4
- mo-dots ==4.22.21108
- mo-future ==3.147.20327
- mo-imports ==3.149.20327
- mo-kwargs ==4.22.21108
- mo-logs ==4.23.21108
- moz-sql-parser ==4.40.21126
- multitasking ==0.0.9
- nbclient ==0.5.4
- nbconvert ==6.2.0
- nbformat ==5.1.3
- nest-asyncio ==1.5.1
- notebook ==6.4.5
- numpy ==1.22.4
- oauthlib ==3.1.1
- osqp ==0.6.2.post0
- packaging ==21.2
- pandas ==1.3.4
- pandocfilters ==1.5.0
- parso ==0.8.2
- pexpect ==4.8.0
- pickleshare ==0.7.5
- pip ==21.2.4
- pipreqs ==0.4.11
- plotly ==5.3.1
- prometheus-client ==0.12.0
- prompt-toolkit ==3.0.22
- protobuf ==3.19.1
- ptyprocess ==0.7.0
- pyarrow ==6.0.0
- pyasn1 ==0.4.8
- pyasn1-modules ==0.2.8
- pycparser ==2.21
- pydeck ==0.7.1
- pyparsing ==2.4.7
- pyportfolioopt ==1.5.1
- pyrsistent ==0.18.0
- python-dateutil ==2.8.2
- pytz ==2021.3
- pytz-deprecation-shim ==0.1.0.post0
- pyzmq ==22.3.0
- qdldl ==0.1.5.post0
- requests ==2.26.0
- requests-oauthlib ==1.3.0
- rsa ==4.8
- scikit-learn ==1.0.1
- scipy ==1.8.1
- scs ==2.1.4
- seaborn ==0.11.2
- setuptools ==61.2.0
- six ==1.16.0
- smmap ==5.0.0
- streamlit ==1.3.1
- tenacity ==8.0.1
- terminado ==0.12.1
- testpath ==0.5.0
- threadpoolctl ==3.0.0
- toml ==0.10.2
- toolz ==0.11.2
- tornado ==6.1
- traitlets ==5.1.1
- typing-extensions ==3.10.0.2
- tzdata ==2021.5
- tzlocal ==4.1
- urllib3 ==1.26.7
- validators ==0.18.2
- wcwidth ==0.2.5
- webencodings ==0.5.1
- wheel ==0.37.1
- widgetsnbextension ==3.5.2
- yarg ==0.1.9
- yfinance ==0.1.64