1 project for "python text parser" with 2 filters applied:

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    PortOpt

    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.
    Downloads: 0 This Week
    Last Update:
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