portopt

Portfolio optimization: Markowitz mean-variance, Black-Litterman views, and equal-risk-contribution (risk parity). NumPy-only.

Status: scaffolding.

Name		Name	Last commit message	Last commit date
Latest commit History 6 Commits
.github/workflows		.github/workflows
portopt		portopt
tests		tests
.gitignore		.gitignore
LICENSE		LICENSE
README.md		README.md
pyproject.toml		pyproject.toml

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