Search Results for "python programming language"
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2 projects for "python programming language" with 2 filters applied:
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PortOpt
A portfolio-optimizer using Markowitz(1952) mean-variance model
PortOpt [Portfolio Optimizer] is a C++ program (with Python binding) implementing the Markowitz(1952) mean-variance model with agent's linear indifference curves toward risk in order to find the optimal assets portfolio under risk. You have to provide PortOpt (in text files or - if you use the api - using your own code) the variance/covariance matrix of the assets, their average returns and the agent risk preference. -
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IbPy is a port of the API provided by Interactive Brokers (http://www.interactivebrokers.com/) to the Python language.
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